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Market Efficiency and Natural Selection in a Commodity Futures Market
16 references·5 citing·32 second hop
Market Efficiency and Natural Selection in a Commodity Futures Market (1998)Market Efficiency and Natural Selection i…Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? (1997)Speculation Duopoly with Agre…Evolution and market behavior (1992)Evolution and market behaviorJudgment Under Uncertainty: Heuristics and Biases. (1984)Judgment Under Uncertainty: H…Judgment under uncertainty: Causality and attribution (1982)Judgment under uncertainty: C…Judgment under Uncertainty (1982)Judgment under UncertaintyGeneric Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information (1981)Generic Existence of Complete…Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis (1981)Futures Trading, Rational Exp…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices (1979)Rational Expectations Equilib…Market "Efficiency" in a Market with Heterogeneous Information (1978)Market "Efficiency" in a Mark…Further results on the informational efficiency of competitive stock markets (1978)Further results on the inform…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…Essays in Positive Economics. (1954)Essays in Positive Economics.Uncertainty, Evolution, and Economic Theory (1950)Uncertainty, Evolution, and E…Hedge Funds: A Dynamic Industry in Transition (2015)Hedge Funds: A Dynamic Indust…A computational view of market efficiency (2011)A computational view of marke…On the Impossibility of Weak-Form Efficient Markets (2003)On the Impossibility of Weak-…Evolution, efficiency and noise traders in a one-sided auction market (2003)Evolution, efficiency and noi…Natural Selection and Market Efficiency in a Futures Market with Random Shocks (2001)Natural Selection and Market …Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Information and Competitive Price Systems (1976)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Forecasting the Forecasts of Others (1983)Methodological Individualism and Social Knowledge (1994)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)The New Institutionalism: Organizational Factors in Political Life (1983)Economic Reform and the Process of Global Integration (1995)The Nature of Theory in Information Systems1 (2006)Introduction: epistemic communities and international policy coordination (1992)Increasing Returns, Path Dependence, and the Study of Politics (2000)Beyond Markets and States: Polycentric Governance of Complex Economic Systems (2010)Those Who Understand: Knowledge Growth in Teaching (1986)The weirdest people in the world? (2010)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)Perception of Risk (1987)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1982Judgment under Uncertainty8,238 cited
  • 1984Judgment Under Uncertainty: Heuristics and Biases.5,656 cited
  • 1982Judgment under uncertainty: Causality and attribution4,616 cited
  • 1950Uncertainty, Evolution, and Economic Theory4,005 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1979Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices607 cited
  • 1997Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?553 cited
  • 1992Evolution and market behavior553 cited
  • 1978Further results on the informational efficiency of competitive stock markets198 cited
  • 1981Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information163 cited
  • 1978Market "Efficiency" in a Market with Heterogeneous Information151 cited

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  • 1981Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis143 cited
  • Cited by

    • 2015Hedge Funds: A Dynamic Industry in Transition64 cited
    • 2001Natural Selection and Market Efficiency in a Futures Market with Random Shocks44 cited
    • 2011A computational view of market efficiency44 cited
    • 2003Evolution, efficiency and noise traders in a one-sided auction market42 cited
    • 2003On the Impossibility of Weak-Form Efficient Markets31 cited