Wen-Chung Guo
Personal Details
First Name: | Wen-Chung |
Middle Name: | |
Last Name: | Guo |
Suffix: | |
RePEc Short-ID: | pgu780 |
[This author has chosen not to make the email address public] | |
http://web.ntpu.edu.tw/~guowc/default.htm | |
Affiliation
Department of Economics
National Taipei University
Taipeh, Taiwanhttp://www.ntpu.edu.tw/econ/
RePEc:edi:dentptw (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009.
"Financial Leverage and Market Volatility with Diverse Beliefs,"
Finance Working Papers
22887, East Asian Bureau of Economic Research.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
Articles
- Wen-Chung Guo & Fu-Chuan Lai, 2020. "Spatial Cournot competition in two intersecting circular markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(1), pages 37-56, February.
- Guo, Wen-Chung & Lai, Fu-Chuan & Suen, Wing, 2018. "Downs meets d’Aspremont and company: Convergence versus differentiation in politics and the media," International Journal of Industrial Organization, Elsevier, vol. 60(C), pages 96-125.
- Wen-Chung Guo & Fu-Chuan Lai, 2017. "Prices, Locations and Welfare When an Online Retailer Competes with Heterogeneous Brick-and-Mortar Retailers," Journal of Industrial Economics, Wiley Blackwell, vol. 65(2), pages 439-468, June.
- Guo, Wen-Chung & Lai, Fu-Chuan & Zeng, Dao-Zhi, 2015. "A Hotelling model with production," Mathematical Social Sciences, Elsevier, vol. 73(C), pages 40-49.
- Wen-Chung Guo & Fu-Chuan Lai, 2015. "Media bias, slant regulation, and the public-interest media," Journal of Economics, Springer, vol. 114(3), pages 291-308, April.
- Wen-Chung Guo & Fu-Chuan Lai, 2015. "Spatial Cournot competition in a linear–circular market," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(3), pages 819-834, May.
- Wen-Chung Guo & Fu-Chuan Lai, 2014. "Spatial price discrimination and location choice with labor markets," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 103-119, January.
- Wen-chung Guo & Ying-huei Chen, 2014. "Pricing of put warrants and competition among issuers," Economics Bulletin, AccessEcon, vol. 34(4), pages 2315-2323.
- Wen-Chung Guo & Fu-Chuan Lai, 2014. "Media Bias When Advertisers Have Bargaining Power," Journal of Media Economics, Taylor & Francis Journals, vol. 27(3), pages 120-136, September.
- Wen-Chung Guo & Fu-Chuan Lai, 2014. "Spatial competition with quadratic transport costs and one online firm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 309-324, January.
- Wen-Chung Guo & Fu-Chuan Lai, 2013. "The role of an intermediate market within the barbell model," Letters in Spatial and Resource Sciences, Springer, vol. 6(3), pages 151-161, November.
- Wen-Chung Guo & Fu-Chuan Lai, 2013. "Nesting Horizontal and Vertical Differentiation with Location Choices," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 546-556, October.
- Wen-Chung Guo & Fu-Chuan Lai & Chorng-Jian Liu & Chao-Cheng Mai, 2012. "Symbiotic Production and Downstream Market Competition," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 40(3), pages 329-340, September.
- Chih-Peng Chu & Wen-Chung Guo & Fu-Chuan Lai, 2012. "On the competition between an online bookstore and a physical bookstore," Netnomics, Springer, vol. 13(3), pages 141-154, October.
- Wen-chung Guo, 2011. "Profitability, success probabilities, and incentives for cooperative R&D," Economics Bulletin, AccessEcon, vol. 31(1), pages 309-314.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011.
"Financial leverage and market volatility with diverse beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009. "Financial Leverage and Market Volatility with Diverse Beliefs," Finance Working Papers 22887, East Asian Bureau of Economic Research.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 89-111, January.
- Chorng-Jian Liu & Chao-Cheng Mai & Fu-Chuan Lai & Wen-Chung Guo, 2010. "Pollution, Factor Ownerships, and Emission Taxes," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(2), pages 209-216, June.
- Hsuan-Chi Chen & Wen-Chung Guo, 2010. "Divergence of opinion and initial public offerings," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 59-79, January.
- Ho-Mou Wu & Wen-Chung Guo, 2004. "Asset price volatility and trading volume with rational beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(4), pages 795-829, May.
- Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003. "The impact of speculative trading on stock return volatility: the evidence from Taiwan," Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
- Ho-Mou Wu & Wen-Chung Guo, 2003.
"Speculative trading with rational beliefs and endogenous uncertainty,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 263-292, March.
RePEc:taf:apfiec:v:23:y:2013:i:1:p:1-14 is not listed on IDEAS
RePEc:taf:apfiec:v:18:y:2008:i:16:p:1343-1350 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009.
"Financial Leverage and Market Volatility with Diverse Beliefs,"
Finance Working Papers
22887, East Asian Bureau of Economic Research.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
Cited by:
- Motolese, Maurizio & Nakata, Hiroyuki, 2024. "Are macroeconomic indices fool's gold?," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 240-260.
- Wieland, Volker & Wolters, Maik H., 2010.
"The diversity of forecasts from macroeconomic models of the U.S. economy,"
CFS Working Paper Series
2010/08, Center for Financial Studies (CFS).
- Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
- Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
- Zhen Peng & Changsheng Hu, 2020. "Leveraged Trading, Irrational Sentiment and Sustainability in the Stock Market: Evidence from China," Sustainability, MDPI, vol. 12(4), pages 1-18, February.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 89-111, January.
- Hiroyuki Nakata, 2013. "Welfare effects of short-sale constraints under heterogeneous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(2), pages 283-314, June.
- Maurizio MOTOLESE & NAKATA Hiroyuki, 2016. "Endogenous Fluctuations and Social Welfare under Credit Constraints and Heterogeneous Beliefs," Discussion papers 16082, Research Institute of Economy, Trade and Industry (RIETI).
Articles
- Wen-Chung Guo & Fu-Chuan Lai, 2017.
"Prices, Locations and Welfare When an Online Retailer Competes with Heterogeneous Brick-and-Mortar Retailers,"
Journal of Industrial Economics, Wiley Blackwell, vol. 65(2), pages 439-468, June.
Cited by:
- Stefano Colombo & Zemin Hou, 2021. "Location-Price Equilibria when Traditional Retailers Compete Against an Online Retailer," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 59(3), pages 483-502, November.
- Kelemen, József, 2020. "Szimultán Hotelling-modell Cobb-Douglas-hasznosságfüggvénnyel [A simultaneous Hotelling model with a Cobb-Douglas utility function]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 14-30.
- Marc Bourreau & Fabio M. Manenti, 2020.
"Selling Cross-Border In Online Markets: The Impact Of The Ban On Geoblocking Strategies,"
"Marco Fanno" Working Papers
0264, Dipartimento di Scienze Economiche "Marco Fanno".
- Bourreau, Marc & Manenti, Fabio M., 2023. "Selling cross-border in online markets: The impact of the ban on geoblocking strategies," International Journal of Industrial Organization, Elsevier, vol. 86(C).
- Marc Bourreau & Fabio M. Manenti, 2020. "Selling Cross-Border in Online Markets: The Impact of the Ban on Geoblocking Strategies," CESifo Working Paper Series 8690, CESifo.
- Marc Bourreau & Fabio Manenti, 2022. "Selling Cross-Border in Online Markets: The Impact of the Ban on Geoblocking Strategies," Post-Print hal-03861871, HAL.
- Ford, Weixing & Li, Yixiu & Zheng, Jie, 2021. "Numbers of bricks and clicks: Price competition between online and offline stores," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 420-440.
- Stefano Colombo & Zemin Hou, 2019. "On spatial competition with quadratic transport costs and one online firm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(1), pages 241-247, August.
- Han, Haipeng & Lien, Donald & Lien, Jaimie W. & Zheng, Jie, 2022. "Online or face-to-face? Competition among MOOC and regular education providers," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 857-881.
- Wen-Jung Liang & Yi-Jie Wang, 2019. "Location, Price, And Welfare In The Oligopoly With One Online Firm," Economy & Business Journal, International Scientific Publications, Bulgaria, vol. 13(1), pages 148-160.
- Guo, Wen-Chung & Lai, Fu-Chuan, 2022. "Price discrimination under online–offline competition," Economics Letters, Elsevier, vol. 216(C).
- Stefano Colombo & Noriaki Matsushima, 2019.
"Competition between offline and online retailers with heterogeneous customers,"
ISER Discussion Paper
1056, Institute of Social and Economic Research, Osaka University.
- Stefano Colombo & Noriaki Matsushima, 2020. "Competition Between Offline and Online Retailers with Heterogeneous Customers," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(3), pages 647-664, November.
- Francisco Jesús Guerrero López & Paula Margaretic & Lucía Quesada & Federico Sturzenegger, 2024. "Banks or Fintechs? A Roadmap for Regulation," Working Papers 327, Red Nacional de Investigadores en Economía (RedNIE).
- Aizawa, Hiroki & Kono, Tatsuhito, 2022. "Two-dimensional Geographical Position as a Factor in Determining the Growth and Decline of Retail Agglomeration," MPRA Paper 112274, University Library of Munich, Germany.
- Guo, Wen-Chung & Lai, Fu-Chuan & Zeng, Dao-Zhi, 2015.
"A Hotelling model with production,"
Mathematical Social Sciences, Elsevier, vol. 73(C), pages 40-49.
Cited by:
- Han, Haipeng & Lien, Donald & Lien, Jaimie W. & Zheng, Jie, 2022. "Online or face-to-face? Competition among MOOC and regular education providers," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 857-881.
- Hamid Hamoudi & Carmen Avilés-Palacios, 2022. "Awareness Campaigns in a Horizontally Differentiated Market with Environmentally Conscious Consumers, Private Versus Public Duopoly," IJERPH, MDPI, vol. 19(19), pages 1-21, October.
- Wen-Chung Guo & Fu-Chuan Lai, 2015.
"Media bias, slant regulation, and the public-interest media,"
Journal of Economics, Springer, vol. 114(3), pages 291-308, April.
Cited by:
- Jun Hu, 2021. "Regulation of media bias on online newspapers," Working Papers hal-03120466, HAL.
- Sendhil Mullainathan & Andrei Shleifer, 2005.
"The Market for News,"
American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September.
- Sendhil Mullainathan & Andrei Shleifer, 2002. "Media Bias," NBER Working Papers 9295, National Bureau of Economic Research, Inc.
- Mullainathan, Sendhil & Shleifer, Andrei, 2005. "The Market for News," Scholarly Articles 33078973, Harvard University Department of Economics.
- Wen-Chung Guo & Fu-Chuan Lai, 2015.
"Spatial Cournot competition in a linear–circular market,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(3), pages 819-834, May.
Cited by:
- Aizawa, Hiroki & Kono, Tatsuhito, 2022. "Two-dimensional Geographical Position as a Factor in Determining the Growth and Decline of Retail Agglomeration," MPRA Paper 112274, University Library of Munich, Germany.
- Wen-Chung Guo & Fu-Chuan Lai, 2014.
"Spatial price discrimination and location choice with labor markets,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 103-119, January.
Cited by:
- Ziying Yang & Félix Muñoz-García, 2018. "Can Banning Spatial Price Discrimination Improve Social Welfare?," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 223-243, June.
- Wen-Chung Guo & Fu-Chuan Lai, 2014.
"Media Bias When Advertisers Have Bargaining Power,"
Journal of Media Economics, Taylor & Francis Journals, vol. 27(3), pages 120-136, September.
Cited by:
- Jia, Ming & Ruan, Hongfei & Zhang, Zhe, 2017. "How rumors fly," Journal of Business Research, Elsevier, vol. 72(C), pages 33-45.
- Sendhil Mullainathan & Andrei Shleifer, 2005.
"The Market for News,"
American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September.
- Sendhil Mullainathan & Andrei Shleifer, 2002. "Media Bias," NBER Working Papers 9295, National Bureau of Economic Research, Inc.
- Mullainathan, Sendhil & Shleifer, Andrei, 2005. "The Market for News," Scholarly Articles 33078973, Harvard University Department of Economics.
- Pannicke, Julia, 2015. "Media bias in women's magazines: Do advertisements influence editorial content?," Ilmenau Economics Discussion Papers 99, Ilmenau University of Technology, Institute of Economics.
- Wen-Chung Guo & Fu-Chuan Lai, 2014.
"Spatial competition with quadratic transport costs and one online firm,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 309-324, January.
Cited by:
- Drezner, Zvi & Eiselt, H.A., 2024. "Competitive location models: A review," European Journal of Operational Research, Elsevier, vol. 316(1), pages 5-18.
- Vladimir Marianov & H. A. Eiselt & Armin Lüer-Villagra, 2020. "The Follower Competitive Location Problem with Comparison-Shopping," Networks and Spatial Economics, Springer, vol. 20(2), pages 367-393, June.
- Stefano Colombo & Zemin Hou, 2021. "Location-Price Equilibria when Traditional Retailers Compete Against an Online Retailer," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 59(3), pages 483-502, November.
- Stefano Colombo & Zemin Hou, 2019. "On spatial competition with quadratic transport costs and one online firm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(1), pages 241-247, August.
- Stefano Colombo & Noriaki Matsushima, 2019.
"Competition between offline and online retailers with heterogeneous customers,"
ISER Discussion Paper
1056, Institute of Social and Economic Research, Osaka University.
- Stefano Colombo & Noriaki Matsushima, 2020. "Competition Between Offline and Online Retailers with Heterogeneous Customers," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(3), pages 647-664, November.
- H. A. Eiselt & Vladimir Marianov, 2020. "Stability of utility functions and apportionment rules in location models," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 772-792, October.
- Wen-Chung Guo & Fu-Chuan Lai, 2013.
"The role of an intermediate market within the barbell model,"
Letters in Spatial and Resource Sciences, Springer, vol. 6(3), pages 151-161, November.
Cited by:
- Corrado Benassi, 2014. "Dispersion equilibria in spatial Cournot competition," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(2), pages 611-625, March.
- Stefano Colombo, 2016. "A Model of Three Cities," International Regional Science Review, , vol. 39(4), pages 386-416, October.
- Chih-Peng Chu & Wen-Chung Guo & Fu-Chuan Lai, 2012.
"On the competition between an online bookstore and a physical bookstore,"
Netnomics, Springer, vol. 13(3), pages 141-154, October.
Cited by:
- Stefano Colombo & Zemin Hou, 2021. "Location-Price Equilibria when Traditional Retailers Compete Against an Online Retailer," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 59(3), pages 483-502, November.
- Stefano Colombo & Zemin Hou, 2019. "On spatial competition with quadratic transport costs and one online firm," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 63(1), pages 241-247, August.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011.
"Financial leverage and market volatility with diverse beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
See citations under working paper version above.
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009. "Financial Leverage and Market Volatility with Diverse Beliefs," Finance Working Papers 22887, East Asian Bureau of Economic Research.
- Chorng-Jian Liu & Chao-Cheng Mai & Fu-Chuan Lai & Wen-Chung Guo, 2010.
"Pollution, Factor Ownerships, and Emission Taxes,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(2), pages 209-216, June.
Cited by:
- Wen-Chung Guo & Fu-Chuan Lai & Chorng-Jian Liu & Chao-Cheng Mai, 2012. "Symbiotic Production and Downstream Market Competition," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 40(3), pages 329-340, September.
- Hsuan-Chi Chen & Wen-Chung Guo, 2010.
"Divergence of opinion and initial public offerings,"
Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 59-79, January.
Cited by:
- Cheedradevi Narayanasamy & Izani Ibrahim & Yeoh Ken Kyid, 2018. "Individual Investors Participation And Divergence Of Opinion In New Issue Markets: Evidence From Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(1), pages 1-22.
- Jeffrey Hobbs & Hei Wai Lee & Vivek Singh, 2017. "New evidence on the effect of belief heterogeneity on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 289-309, February.
- Hoje Jo & Yongtae Kim & Dongsoo Shin, 2012. "Underwriter syndication and corporate governance," Review of Quantitative Finance and Accounting, Springer, vol. 38(1), pages 61-86, January.
- Chunhua Chen & Chuntai Jin & Tianze Li & Steven X. Zheng, 2018. "IPO valuation and offering size," Risk Management, Palgrave Macmillan, vol. 20(2), pages 95-120, May.
- Tomas Mantecon & Paul Thistle, 2011. "The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 325-361, October.
- Ho-Mou Wu & Wen-Chung Guo, 2004.
"Asset price volatility and trading volume with rational beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(4), pages 795-829, May.
Cited by:
- Carsten Nielsen, 2009. "Non-stationary, stable Markov processes on a continuous state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 40(3), pages 473-496, September.
- Kurz, Mordecai, 2008.
"Beauty contests under private information and diverse beliefs: How different?,"
Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 762-784, July.
- Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
- Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012.
"Volume, volatility and information linkages in the stock and option markets,"
Review of Financial Economics, Elsevier, vol. 21(4), pages 168-174.
- Kin‐Yip Ho & Lin Zheng & Zhaoyong Zhang, 2012. "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, John Wiley & Sons, vol. 21(4), pages 168-174, November.
- Carsten Krabbe Nielsen, 2018. "Rational overconfidence and social security: subjective beliefs, objective welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 179-229, March.
- Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
- Motolese, Maurizio & Nakata, Hiroyuki, 2024. "Are macroeconomic indices fool's gold?," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 240-260.
- Shiller, Robert J., 2013.
"Speculative Asset Prices,"
Nobel Prize in Economics documents
2013-6, Nobel Prize Committee.
- Robert J. Shiller, 2014. "Speculative Asset Prices," American Economic Review, American Economic Association, vol. 104(6), pages 1486-1517, June.
- Mordecai Kurz & Hehui Jin & Maurizio Motolese, 2005. "Determinants of stock market volatility and risk premia," Annals of Finance, Springer, vol. 1(2), pages 109-147, July.
- Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
- Agnes Bialecki & Eleonore Haguet & Gabriel Turinici, 2014. "Existence of an Equilibrium for Lower Semicontinuous Information Acquisition Functions," Post-Print hal-00723189, HAL.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014.
"A Welfare Criterion For Models With Distorted Beliefs,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1753-1797.
- Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014. "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers 1418, Society for Economic Dynamics.
- Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers 20691, National Bureau of Economic Research, Inc.
- Gabriel Desgranges & Céline Rochon, 2013.
"Conformism and public news,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1061-1090, April.
- Ms. Celine Rochon & Gabriel Desgranges, 2011. "Conformism and Public News," IMF Working Papers 2011/033, International Monetary Fund.
- A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
- Laimutė Urbšienė & Andrius Bugajevas & Marekas Pipiras, 2016. "The Impact Of Investment Horizon On The Return And Risk Of Investments In Securities In Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 7(2).
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009.
"Financial Leverage and Market Volatility with Diverse Beliefs,"
Finance Working Papers
22887, East Asian Bureau of Economic Research.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
- Pierre Monnin, "undated". "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers 202, Institute for Empirical Research in Economics - University of Zurich.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 89-111, January.
- A. A. Brown, 2009. "Heterogeneous Beliefs with Partial Observations," Papers 0907.4950, arXiv.org.
- Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
- Chichilnisky, Graciela & Wu, Ho-Mou, 2006. "General equilibrium with endogenous uncertainty and default," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 499-524, August.
- Fenghua, Wen & Xiaoguang, Yang, 2009. "Empirical study on relationship between persistence-free trading volume and stock return volatility," Global Finance Journal, Elsevier, vol. 20(2), pages 119-127.
- Maurizio MOTOLESE & NAKATA Hiroyuki, 2016. "Endogenous Fluctuations and Social Welfare under Credit Constraints and Heterogeneous Beliefs," Discussion papers 16082, Research Institute of Economy, Trade and Industry (RIETI).
- Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003.
"The impact of speculative trading on stock return volatility: the evidence from Taiwan,"
Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
Cited by:
- Yingyi Hu, 2019. "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, vol. 281(1), pages 253-274, October.
- Ho-Mou Wu & Wen-Chung Guo, 2003.
"Speculative trading with rational beliefs and endogenous uncertainty,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 263-292, March.
Cited by:
- Kurz, Mordecai, 2008.
"Beauty contests under private information and diverse beliefs: How different?,"
Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 762-784, July.
- Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
- Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2005.
"The role of expectations in economic fluctuations and the efficacy of monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 2017-2065, November.
- Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2003. "The role of expectations in economic fluctuations and the efficacy of monetary policy," CFS Working Paper Series 2003/42, Center for Financial Studies (CFS).
- Carsten Krabbe Nielsen, 2004.
"Rational overconfidence and excess volatility in General Equilibrium,"
Econometric Society 2004 Australasian Meetings
279, Econometric Society.
- Carsten Krabbe Nielsen, 2004. "Rational overconfidence and excess volatility in general equilibrium," Econometric Society 2004 Latin American Meetings 157, Econometric Society.
- Angel Asensio, 2012. "On Keynes’s Seminal Innovation and Related Essential Features: Revisiting the Notion of Equilibrium in The General Theory," Chapters, in: Thomas Cate (ed.), Keynes’s General Theory, chapter 1, Edward Elgar Publishing.
- Angel Asensio, 2011. "Inflation Targeting Drawbacks in the Absence of a ‘Natural’ Anchor: A Keynesian Appraisal of the Fed and ECB Policies from 1999 to 2006," Chapters, in: Claude Gnos & Louis-Philippe Rochon (ed.), Credit, Money and Macroeconomic Policy, chapter 11, Edward Elgar Publishing.
- Motolese, Maurizio & Nakata, Hiroyuki, 2024. "Are macroeconomic indices fool's gold?," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 240-260.
- Mordecai Kurz & Hehui Jin & Maurizio Motolese, 2005. "Determinants of stock market volatility and risk premia," Annals of Finance, Springer, vol. 1(2), pages 109-147, July.
- Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers 06-045, Stanford Institute for Economic Policy Research.
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"Diverse beliefs and time variability of risk premia,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 293-335, June.
- Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
- Agnes Bialecki & Eleonore Haguet & Gabriel Turinici, 2014. "Existence of an Equilibrium for Lower Semicontinuous Information Acquisition Functions," Post-Print hal-00723189, HAL.
- Kurz, Mordecai & Motolese, Maurizio, 2006. "Risk Premia, diverse belief and beauty contests," MPRA Paper 247, University Library of Munich, Germany.
- A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009.
"Financial Leverage and Market Volatility with Diverse Beliefs,"
Finance Working Papers
22887, East Asian Bureau of Economic Research.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
- Sofiane Aboura, 2016. "Individual investors and stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 477-485, December.
- A. A. Brown, 2009. "Heterogeneous Beliefs with Partial Observations," Papers 0907.4950, arXiv.org.
- Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
- Chichilnisky, Graciela & Wu, Ho-Mou, 2006. "General equilibrium with endogenous uncertainty and default," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 499-524, August.
- Angel Asensio, 2013. "Teaching Keynes’s theory to neoclassically formed minds," Chapters, in: Jesper Jespersen & Mogens Ove Madsen (ed.), Teaching Post Keynesian Economics, chapter 10, pages 163-186, Edward Elgar Publishing.
- Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
- Maurizio MOTOLESE & NAKATA Hiroyuki, 2016. "Endogenous Fluctuations and Social Welfare under Credit Constraints and Heterogeneous Beliefs," Discussion papers 16082, Research Institute of Economy, Trade and Industry (RIETI).
- Kurz, Mordecai, 2008.
"Beauty contests under private information and diverse beliefs: How different?,"
Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 762-784, July.
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