Asymmetric information and survival in financial markets
From MaRDI portal
Publication:1779006
DOI10.1007/S00199-003-0434-8zbMath1107.91068OpenAlexW1972109794MaRDI QIDQ1779006
Publication date: 20 June 2005
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/wp9908.pdf
Related Items (14)
An evolutionary finance model with short selling and endogenous asset supply ⋮ Bounded rationality, asymmetric information and mispricing in financial markets ⋮ Behavioral equilibrium and evolutionary dynamics in asset markets ⋮ Asset market games of survival: a synthesis of evolutionary and dynamic games ⋮ Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics ⋮ Belief heterogeneity and survival in incomplete markets ⋮ Conservative traders, natural selection and market efficiency ⋮ Profitable technical trading rules as a source of price instability ⋮ An evolutionary finance model with a risk-free asset ⋮ The evolution of portfolio rules and the capital asset pricing model ⋮ Long-run heterogeneity in an exchange economy with fixed-mix traders ⋮ Momentum and reversal in financial markets with persistent heterogeneity ⋮ Price probabilities: a class of Bayesian and non-Bayesian prediction rules ⋮ A model of belief influence in large social networks
This page was built for publication: Asymmetric information and survival in financial markets
