Classic rational bubbles and representativeness
From MaRDI portal
Publication:1640173
DOI10.1007/s10203-018-0205-4zbMath1391.91123OpenAlexW2794438766MaRDI QIDQ1640173
Francesco Strati, Massimiliano Ferrara, Bruno Antonio Pansera
Publication date: 13 June 2018
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-018-0205-4
Cites Work
- Unnamed Item
- Uniqueness of asset prices in an exchange economy with unbounded utility
- Information, trade and common knowledge
- Agreeing to disagree
- On the inception of financial representative bubbles
- On the Possibility of Speculation under Rational Expectations
- Necessity of Transversality Conditions for Infinite Horizon Problems
- No-Bubble Condition: Model-Free Tests in Housing Markets
- Stereotypes*
- Measuring Expectations
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500