A model of financial markets with endogenously correlated rational beliefs
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Publication:868620
DOI10.1007/s00199-005-0068-0zbMath1109.91353OpenAlexW1995929388MaRDI QIDQ868620
Publication date: 6 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-005-0068-0
Related Items (4)
Welfare effects of short-sale constraints under heterogeneous beliefs ⋮ Non-stationary, stable Markov processes on a continuous state space ⋮ Conformism and public news ⋮ Diverse beliefs and time variability of risk premia
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