Self-organization and the persistence of noise in financial markets
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Publication:959651
DOI10.1016/j.jedc.2005.08.015zbMath1162.91481OpenAlexW2028025912MaRDI QIDQ959651
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/5099
Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26) Rationality and learning in game theory (91A26)
Cites Work
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- The possibility of informationally efficient markets
- Self-organized criticality
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
- Statistical mechanics of asset markets with private information
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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