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Forecasting dynamics and convergence to market fundamentals
16 references·3 citing·38 second hop
Forecasting dynamics and convergence to market fundamentals (1993)Forecasting dynamics and convergence to m…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Testing the Rationality of Pr…The limits to rational expectations (1989)The limits to rational expect…The Limits to Rational Expectations. (1988)The Limits to Rational Expect…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Tests of the Rational Expectations Hypothesis (1986)Tests of the Rational Expecta…Rational Expectations Equilibria, Learning, and Model Specification (1986)Rational Expectations Equilib…Aspiration Levels in Bargaining and Economic Decision Making. (1984)Aspiration Levels in Bargaini…Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium (1982)Towards an Understanding of M…Learning to be rational (1982)Learning to be rationalEfficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models (1982)Efficiency of Experimental Se…Asset Valuation in an Experimental Market (1982)Asset Valuation in an Experim…Rational Expectations and Learning from Experience (1979)Rational Expectations and Lea…Monetary Policy during a Transition to Rational Expectations (1975)Monetary Policy during a Tran…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Evolution of market heuristics (2012)Evolution of market heuristicsOverreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets (2009)Overreaction, Momentum, Liqui…Experimental economics and experimental computer science (2007)Experimental economics and ex…The General Theory of Employment (1937)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)Forecasting with panel data (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Social Psychology, Unemployment and Macroeconomics (1996)Home Bias in International Stock Return Expectations (2000)Econometric Implications of the Rational Expectations Hypothesis (1980)Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (1989)Money as a medium of exchange in an economy with artificially intelligent agents (1990)Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)The Bargaining Problem (1950)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The Analysis of Economic Time-Series-Part I: Prices (1953)The Economic Implications of Learning by Doing (1971)Asset Prices in an Exchange Economy (1978)The Solution of Singular Linear Difference Systems under Rational Expectations (1998)Chapter 14 Survey Expectations (2006)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)Terrorism: The relevance of the rational choice model (2006)A New Keynesian model with heterogeneous expectations (2009)
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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1982Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models565 cited
  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
  • 1989The limits to rational expectations469 cited
  • 1988The Limits to Rational Expectations.382 cited
  • 1986Rational Expectations Equilibria, Learning, and Model Specification373 cited
  • 1986Tests of the Rational Expectations Hypothesis368 cited
  • 1982Asset Valuation in an Experimental Market270 cited
  • 1979Rational Expectations and Learning from Experience226 cited
  • 1984Aspiration Levels in Bargaining and Economic Decision Making.195 cited
  • 1975Monetary Policy during a Transition to Rational Expectations180 cited
  • 1982Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium

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179 cited
  • 1982Learning to be rational178 cited
  • Cited by

    • 2012Evolution of market heuristics75 cited
    • 2009Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets25 cited
    • 2007Experimental economics and experimental computer science19 cited