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Citations for "Higher Order Expectations in Asset Pricing"

by Philippe Bacchetta & Eric Van Wincoop

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  1. Jianjun Miao & Rui Albuquerque, 2008. "Advance Information and Asset Prices," 2008 Meeting Papers 44, Society for Economic Dynamics.
  2. Guido Lorenzoni, 2009. "A Theory of Demand Shocks," American Economic Review, American Economic Association, vol. 99(5), pages 2050-84, December.
  3. Hassan, Tarek & Mertens, Thomas M., 2014. "The Social Cost of Near-Rational Investment," CEPR Discussion Papers 10007, C.E.P.R. Discussion Papers.
  4. Guido Lorenzoni, 2007. "News Shocks and Optimal Monetary Policy," NBER Working Papers 12898, National Bureau of Economic Research, Inc.
  5. Cespa, Giovanni & Vives, Xavier, 2009. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers 7506, C.E.P.R. Discussion Papers.
  6. Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a Dynamic Stochastic General Equilibrium Model," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 159-207 National Bureau of Economic Research, Inc.
  7. Hassan, Tarek & Mertens, Thomas M., 2014. "Information Aggregation in a DSGE Model," CEPR Discussion Papers 10020, C.E.P.R. Discussion Papers.
  8. Cespa, Giovanni & Vives, Xavier, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  9. Timothy Shields & Baohua Xin, 2012. "Higher-order Beliefs in Simple Trading Models," Working Papers 12-18, Chapman University, Economic Science Institute.
  10. Lindner Axel, 2009. "Evaluating Communication Strategies for Public Agencies: Transparency, Opacity, and Secrecy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-18, July.
  11. Jakub Steiner & Colin Stewart, 2012. "Price Distortions in High-Frequency Markets," Discussion Papers 1549, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  12. Xavier Vives & Giovanni Cespa, 2011. "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers 929, Society for Economic Dynamics.
  13. Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
  14. Steiner, Jakub & Stewart, Colin, 2015. "Price distortions under coarse reasoning with frequent trade," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 574-595.
  15. Martin Evans, 2008. "Order Flows and The Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~08-08-05, Georgetown University, Department of Economics.
  16. Min Fan, 2006. "Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia," Annals of Finance, Springer, vol. 2(3), pages 259-285, July.
  17. Pierre Monnin, . "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.
  18. Cedric Tille & Eric van Wincoop, 2009. "Disconnect and Information Content of International Capital Flows: Evidence and Theory," Working Papers 102009, Hong Kong Institute for Monetary Research.
  19. Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
  20. Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Working Papers 1/13, Sapienza University of Rome, DISS.
  21. Tinn, Katrin, 2005. "Optimal research in financial markets with heterogeneous private information: a rational expectations model," Working Paper Series 0493, European Central Bank.
  22. Yang, Chunpeng & Cai, Chuangqun, 2014. "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, vol. 39(C), pages 95-100.
  23. Enrique Martinez-Garcia, 2007. "A monetary model of the exchange rate with informational frictions," Globalization and Monetary Policy Institute Working Paper 02, Federal Reserve Bank of Dallas.
  24. John Williamson, 2008. "Exchange Rate Economics," Working Paper Series WP08-3, Peterson Institute for International Economics.
  25. Giovanni Cespa & Xavier Vives, 2014. "The Beauty Contest and Short-Term Trading," CSEF Working Papers 383, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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