Listening to the Noise in Financial Markets
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More about this item
Keywords
Rational Expectations Equilibrium; Market Eciency; Non-Fundamental Information; Destabilizing Rational Speculation.;All these keywords.
JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G40 - Financial Economics - - Behavioral Finance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-05-03 (Central and Western Asia)
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