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Beauty contests under private information and diverse beliefs: How different?
16 references·0 citing·46 second hop
Beauty contests under private information and diverse beliefs: How different? (2006)Beauty contests under private information…Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? (2006)Can Information Heterogeneity…Beauty Contests and Iterated Expectations in Asset Markets (2006)Beauty Contests and Iterated …Social Value of Public Information (2002)Social Value of Public Inform…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Differential Information and …Intertemporal Asset Pricing with Heterogeneous Beliefs (1994)Intertemporal Asset Pricing w…A Model of Competitive Stock Trading Volume (1994)A Model of Competitive Stock …Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Trade and the Revelation of Information through Prices and Direct Disclosure (1989)Trade and the Revelation of I…On Technical Analysis (1989)On Technical AnalysisForecasting the Forecasts of Others (1983)Forecasting the Forecasts of …Information aggregation in a noisy rational expectations economy (1981)Information aggregation in a …The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…Expectations and the neutrality of money (1972)Expectations and the neutrali…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Macroeconomics and Reality (1980)Rules, discretion and reputation in a model of monetary policy (1983)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Macroeconomic Shocks and Their Propagation (2016)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)American Economic Review (2019)Essays in the Theory of Risk-Bearing. (1972)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Liquidity Risk and Expected Stock Returns (2001)The High‐Volume Return Premium (2001)Liquidity and Asset Prices (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise (1986)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Noise Trader Risk in Financial Markets (1990)What Makes Investors Trade? (2001)Individualism and Momentum around the World (2010)A Program for Monetary Stability (1961)Rational Expectations and the Theory of Price Movements (1961)Aggregate Demand Management in Search Equilibrium (1982)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)The General Theory of Employment, Interest and Money. (1936)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2005)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)Does the Stock Market Overreact? (1985)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2002Social Value of Public Information1,982 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1981Information aggregation in a noisy rational expectations economy1,068 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 1994A Model of Competitive Stock Trading Volume913 cited
  • 2006Beauty Contests and Iterated Expectations in Asset Markets573 cited
  • 2006Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?569 cited
  • 1989On Technical Analysis499 cited
  • 1983Forecasting the Forecasts of Others463 cited
  • 1995Differential Information and Dynamic Behavior of Stock Trading Volume447 cited
  • 1989Trade and the Revelation of Information through Prices and Direct Disclosure422 cited

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1994
Intertemporal Asset Pricing with Heterogeneous Beliefs
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