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Citations for "Business as Usual, Market Crashes, and Wisdom after the Fact"

by Caplin, Andrew & Leahy, John

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  1. Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1996. "Contagious Currency Crises," NBER Working Papers 5681, National Bureau of Economic Research, Inc.
  2. David Romer, 1992. "Rational Asset Price Movements Without News," NBER Working Papers 4121, National Bureau of Economic Research, Inc.
  3. José Pablo Dapena, 2007. "Investment and abandonment decisions in the presence of imperfect aggregation of information," CEMA Working Papers: Serie Documentos de Trabajo. 362, Universidad del CEMA.
  4. Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," IZA Discussion Papers 2339, Institute for the Study of Labor (IZA).
  5. repec:dgr:uvatin:2002013 is not listed on IDEAS
  6. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
  7. Huanxing Yang, 2010. "Information aggregation and investment cycles with strategic complementarity," Economic Theory, Springer, vol. 43(2), pages 281-311, May.
  8. Gortz, Christoph & John, Tsoukalas, 2011. "Learning, capital-embodied technology and aggregate fluctuations," MPRA Paper 35438, University Library of Munich, Germany, revised Nov 2011.
  9. Braz Camargo, 2006. "Learning in Society," 2006 Meeting Papers 435, Society for Economic Dynamics.
  10. Çolak, Gönül & Günay, Hikmet, 2011. "Strategic waiting in the IPO markets," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 555-583, June.
  11. Fabiano Schivardi, 1998. "Reallocation and Learning over the Business Cycle," Temi di discussione (Economic working papers) 345, Bank of Italy, Economic Research and International Relations Area.
  12. BONOMO, Marco & GARCIA, René, 1997. "The Macroeconomic Effects of Infrequent Information with Adjustment Costs," Cahiers de recherche 9716, Universite de Montreal, Departement de sciences economiques.
  13. Huberto M. Ennis, 2005. "Complementariedades y Política Macroeconómica," Department of Economics, Working Papers 054, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
  14. Hans Mewis, 1998. "The Stability of Information Cascades: How Herd Behavior Breaks Down," CIG Working Papers FS IV 98-14, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  15. Tassos Anastasatos & Constantina Manou, 2008. "Speculative Attacks on the Drachma and the Changeover to the Euro," Economic Bulletin, Bank of Greece, issue 31, pages 49-77, November.
  16. Andrew Caplin & John Leahy, 1994. "Mass Layoffs and Unemployment," NBER Working Papers 4766, National Bureau of Economic Research, Inc.
  17. Laura Veldkamp & Christian Hellwig, 2006. "Knowing What Others Know: Coordination Motives in Information Acquisition," Working Papers 06-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  18. Hikmet Gunay, 2008. "Information Aggregation Under Strategic Delay," Economics Bulletin, AccessEcon, vol. 12(23), pages 1-8.
  19. Luigi Guiso & Fabiano Schivardi, 2000. "Information Spillovers and Factor Adjustment," Temi di discussione (Economic working papers) 368, Bank of Italy, Economic Research and International Relations Area.
  20. Rungcharoenkitkul, Phurichai, 2006. "Learning and Hysteresis in a Dynamic Coordination Game," MPRA Paper 32992, University Library of Munich, Germany, revised 17 Aug 2011.
  21. Bénabou, Roland, 2009. "Groupthink: Collective Delusions in Organizations and Markets," CEPR Discussion Papers 7193, C.E.P.R. Discussion Papers.
  22. Matsuyama, K., 1993. "Modelling Complementary in Monopolistic Competition," Papers 534, Stockholm - International Economic Studies.
  23. Andrea Bonaccorsi & Paola Giuri, 2000. "Industry Life Cycle and the Evolution of an Industry Network," LEM Papers Series 2000/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  24. Frankel, David M., 2007. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers 12817, Iowa State University, Department of Economics.
  25. Botman, Dennis P. J. & Jager, Henk, 2002. "Coordination of speculation," Journal of International Economics, Elsevier, vol. 58(1), pages 159-175, October.
  26. Erik Hurst & Christopher Foote & John Leahy, 2000. "Testing the (S, s) Model," American Economic Review, American Economic Association, vol. 90(2), pages 116-119, May.
  27. Abhijit Banerjee & Drew Fudenberg, 2010. "Word of Mouth Learning," Levine's Working Paper Archive 723, David K. Levine.
  28. Doyle, Matthew, 2002. "Informational Externalities, Strategic Delay, and the Search for Optimal Policy," Staff General Research Papers 10046, Iowa State University, Department of Economics.
  29. David Goldbaum, 2003. "Coordinated Investing with Feedback and Learning," Computing in Economics and Finance 2003 213, Society for Computational Economics.
  30. Morgan Kelly, 2007. "On the Likely Extent of Falls in Irish House Prices," Working Papers 200701, School Of Economics, University College Dublin.
  31. Moretto, Michele, 2000. "Irreversible investment with uncertainty and strategic behavior," Economic Modelling, Elsevier, vol. 17(4), pages 589-617, December.
  32. Tassos G. Anastasatos & Ian R. Davidson, 2006. "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers 52, Bank of Greece.
  33. Barlevy, Gadi & Veronesi, Pietro, 2003. "Rational panics and stock market crashes," Journal of Economic Theory, Elsevier, vol. 110(2), pages 234-263, June.
  34. Alessandro Barbarino & Boyan Jovanovic, 2007. "Shakeouts And Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(2), pages 385-420, 05.
  35. Beaudry, Paul & Gonzalez, Francisco M., 2003. "An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions," Journal of Economic Theory, Elsevier, vol. 113(1), pages 76-103, November.
  36. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  37. V.V. Chari & Patrick J. Kehoe, 2003. "Hot money," Staff Report 228, Federal Reserve Bank of Minneapolis.
  38. Boyan Jovanovic, 2004. "Asymmetric Cycles," NBER Working Papers 10573, National Bureau of Economic Research, Inc.
  39. Gale, Douglas, 1996. "What have we learned from social learning?," European Economic Review, Elsevier, vol. 40(3-5), pages 617-628, April.
  40. V. V. Chari & Patrick J. Kehoe, 2003. "Financial Crises as Herds: Overturning the Critiques," NBER Working Papers 9658, National Bureau of Economic Research, Inc.
  41. Steven J. Davis & John Haltiwanger, 1996. "On the Driving Forces Behind Cyclical Movement, in Employment and Job Reallocation," NBER Working Papers 5775, National Bureau of Economic Research, Inc.
  42. Cabalero, R.J., 1997. "Aggregaete Investment," Working papers 97-20, Massachusetts Institute of Technology (MIT), Department of Economics.
  43. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  44. Shaun K. Roache, 2006. "Domestic Investment and the Cost of Capital in the Caribbean," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
  45. Horvath, Michael & Schivardi, Fabiano & Woywode, Michael, 2001. "On industry life-cycles: delay, entry, and shakeout in beer brewing," International Journal of Industrial Organization, Elsevier, vol. 19(7), pages 1023-1052, July.
  46. Curtis R. Taylor & Thomas D. Jeitschko, 2001. "Local Discouragement and Global Collapse: A Theory of Coordination Avalanches," American Economic Review, American Economic Association, vol. 91(1), pages 208-224, March.
  47. Frankel, David M., 2008. "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers 31688, Iowa State University, Department of Economics.
  48. repec:ebl:ecbull:v:12:y:2008:i:23:p:1-8 is not listed on IDEAS
  49. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2004. "Social Learning in One-Arm Bandit Problems," Discussion Papers 1396, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  50. Magud, Nicolas E., 2008. "On asymmetric business cycles and the effectiveness of counter-cyclical fiscal policies," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 885-905, September.
  51. Kiminori Matsuyama, 1993. "Modeling Complementarity in Monopolistic Competition," Discussion Papers 1028, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  52. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  53. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 1998. "Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades," Journal of Economic Perspectives, American Economic Association, vol. 12(3), pages 151-170, Summer.
  54. David Backus & Silverio Foresi & Liuren Wu, 2002. "Contagion in Financial Markets," Finance 0207009, EconWPA.
  55. Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian, 2001. "Globalisierung der Finanzmärkte: Freier Kapitalverkehr oder Tobin-Steuer?," Kiel Discussion Papers 381, Kiel Institute for the World Economy (IfW).
  56. Giuseppe Bertola & Luigi Guiso & Luigi Pistaferri, 2005. "Uncertainty and Consumer Durables Adjustment," Review of Economic Studies, Oxford University Press, vol. 72(4), pages 973-1007.
  57. Taub, B., 1997. "Optimal policy in a model of endogenous fluctuations and assets," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1669-1697, August.
  58. Yuriy Gorodnichenko, 2008. "Endogenous information, menu costs and inflation persistence," NBER Working Papers 14184, National Bureau of Economic Research, Inc.
  59. Paul Masson, 1999. "Multiple equilibria, contagion, and the emerging market crises," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  60. Khalid, Ahmed M. & Kawai, Masahiro, 2003. "Was financial market contagion the source of economic crisis in Asia?: Evidence using a multivariate VAR model," Journal of Asian Economics, Elsevier, vol. 14(1), pages 131-156, February.
  61. Sandroni, Alvaro, 1998. "Learning, Rare Events, and Recurrent Market Crashes in Frictionless Economies without Intrinsic Uncertainty," Journal of Economic Theory, Elsevier, vol. 82(1), pages 1-18, September.
  62. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
  63. Maurice Obstfeld, 1994. "The Logic of Currency Crises," NBER Working Papers 4640, National Bureau of Economic Research, Inc.
  64. Cees G. H. Diks & Dennis P. J. Botman, 2005. "The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks," IMF Working Papers 05/205, International Monetary Fund.
  65. Christian Hellwig, 2004. "Dynamic Global Games of Regime Change: Learning, Multiplicity and Timing of Attacks (August 2006, with George-Marios Angeletos and Alessandro Pavan)," UCLA Economics Online Papers 279, UCLA Department of Economics.
  66. Lee Redding, 2001. "ARCH in the G7 Equity Markets: A Speculative Explanation," Working Papers 2001_3, Business School - Economics, University of Glasgow.
  67. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Working Papers 02-12, Bank of Canada.
  68. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 2005. "Information Cascades and Observational Learning," Working Paper Series 2005-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  69. Tassos Anastasatos & Ian R. Davidson, 2004. "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series 2004_8, Department of Economics, Loughborough University, revised Aug 2004.
  70. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2004. "Timing Games with Informational Externalities," Levine's Working Paper Archive 122247000000000704, David K. Levine.
  71. Chamley, Christophe, 2004. "Delays and equilibria with large and small information in social learning," European Economic Review, Elsevier, vol. 48(3), pages 477-501, June.
  72. Shaun K. Roache, 2006. "Domestic Investment and the Cost of Capital in the Caribbean," IMF Working Papers 06/152, International Monetary Fund.
  73. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.
  74. Levin, Dan & Peck, James, 2008. "Investment dynamics with common and private values," Journal of Economic Theory, Elsevier, vol. 143(1), pages 114-139, November.
  75. Marcin Sasin, 2002. "Predicting Currency Crises, the Ultimate Significance of Macroeconomic Fundamentals in Linear Specifications with Nonlinear Extensions," CASE Network Studies and Analyses 0224, CASE-Center for Social and Economic Research.
  76. Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
  77. repec:dgr:uvatin:20020013 is not listed on IDEAS
  78. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia.
  79. V. V. Chari & Patrick J. Kehoe, 2002. "On the robustness of herds," Working Papers 622, Federal Reserve Bank of Minneapolis.
  80. Cartwright, Edward, 2009. "Social norms: Does it matter whether agents are rational or boundedly rational?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(3), pages 403-410, June.
  81. Rena Sivitanidou, 1999. "Does the Theory of Irreversible Investments Help Explain Movements in Office-Commerical Construction?," Working Paper 8659, USC Lusk Center for Real Estate.
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