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Dynamic Trading and Asset Prices: Keynes vs. Hayek

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Publication:4610516
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DOI10.1093/RESTUD/RDR040zbMath1405.91217OpenAlexW3124721249WikidataQ57388170 ScholiaQ57388170MaRDI QIDQ4610516

Giovanni Cespa, Xavier Vives

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.iese.edu/research/pdfs/DI-0716-E.pdf


zbMATH Keywords

momentumefficient market hypothesisreversalaverage expectationslong- and short-term tradingopaqueness


Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)


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