The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs
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- Beker, Pablo F. & Espino, Emilio, 2011. "The dynamics of efficient asset trading with heterogeneous beliefs," Journal of Economic Theory, Elsevier, vol. 146(1), pages 189-229, January.
References listed on IDEAS
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Citations
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- Rodrigo Raad, 2016.
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- Emilio Espino & Julian Kozlowski & Juan M. Sanchez, 2013. "Investment and Bilateral Insurance," Working Papers 86673, Federal Reserve Bank of St. Louis, revised Jul 2018.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
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- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
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- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Beker, Pablo & Chattopadhyay, Subir, 2010.
"Consumption dynamics in general equilibrium: A characterisation when markets are incomplete,"
Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.
- Beker, Pablo & Chattopadhyay, Subir, 2009. "Consumption Dynamics in General Equilibrium: A Characterisation when Markets are Incomplete," Economic Research Papers 271187, University of Warwick - Department of Economics.
- Beker, Pablo & Subir Chattopadhyay, 2009. "Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.
- YiLi Chien & Harold L. Cole & Hanno Lustig, 2014.
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- YiLi Chien & Harold L. Cole & Hanno Lustig, 2014. "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers 2014-14, Federal Reserve Bank of St. Louis.
- Emilio Espino & Juan M. Sanchez, 2010. "Risk sharing, investment, and incentives in the neoclassical growth model," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(4Q), pages 399-416.
- Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017.
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- Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc.
- Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
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- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Filippo Massari, 0. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 0, pages 1-34.
- Yili Chien & Harold Cole & Hanno Lustig, 2016.
"Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 215-239, April.
- Yili Chien & Harold Cole & Hanno Lustig, 2015. "Code files for "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy"," Computer Codes 14-172, Review of Economic Dynamics.
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