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Market efficiency and inefficiency in rational expectations equilibria
16 references·0 citing·26 second hop
Market efficiency and inefficiency in rational expectations equilibria (1992)Market efficiency and inefficiency in rat…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Mean reversion in stock prices (1988)Mean reversion in stock pricesDividend yields and expected stock returns (1988)Dividend yields and expected …Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Information, trade and common knowledge (1982)Information, trade and common…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Expectations and the neutrality of money (1972)Expectations and the neutrali…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)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)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Introduction: epistemic communities and international policy coordination (1992)Political Parties and Macroeconomic Policy (1977)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1990Transmission of Volatility between Stock Markets

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