Efficient "Myopic" Asset Pricing in General Equilibrium: A Potential Pitfall in Excess Volatility Tests
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Other versions of this item:
- Buiter, Willem H., 1987. "Efficient 'myopic' asset pricing in general equilibrium : A potential pitfall in excess volatility tests," Economics Letters, Elsevier, vol. 25(2), pages 143-148.
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Cited by:
- Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
- Robert J. Shiller, 2014.
"Speculative Asset Prices,"
American Economic Review, American Economic Association, vol. 104(6), pages 1486-1517, June.
- Shiller, Robert J., 2013. "Speculative Asset Prices," Nobel Prize in Economics documents 2013-6, Nobel Prize Committee.
- 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).
- Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September.
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