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Complementarities in information acquisition with short-term trades
16 references·1 citing·45 second hop
Complementarities in information acquisition with short-term trades (2005)Complementarities in information acquisit…Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behaviour and Cascading …Anchoring Economic Predictions in Common Knowledge (2002)Anchoring Economic Prediction…Information Acquisition in Financial Markets (2000)Information Acquisition in Fi…Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility (1997)Fluctuating Confidence in Sto…Short-Term Investment and the Informational Efficiency of the Market (1995)Short-Term Investment and the…Global Games and Equilibrium Selection (1993)Global Games and Equilibrium …Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…Further results on asset pricing with incomplete information (1991)Further results on asset pric…Coordinating Coordination Failures in Keynesian Models (1988)Coordinating Coordination Fai…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models (1980)Problems of Existence and Uni…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Information and Competitive Price Systems (1976)Information and Competitive P…Information Acquisition in Financial Markets: a Correction (2007)Information Acquisition in Fi…A Simple Model of Herd Behavior (1992)Does herding behavior exist in Chinese stock markets? (2005)Information Uncertainty and Expected Returns (2005)Manipulation and the Allocational Role of Prices (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)The portfolio flows of international investors (2001)Institutional Herding (2003)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)On the Possibility of Speculation under Rational Expectations (1982)The Consequences of the Dependence of Quality on Price (1987)The Use of Knowledge in Society (1996)An Intertemporal Capital Asset Pricing Model (1973)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock Valuation and Learning about Profitability (2003)Style investing (2003)Ambiguity, Information Quality, and Asset Pricing (2008)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)A General Theory of Equilibrium Selection in Games (1988)Bubbles and Crashes (2003)The Stag Hunt and the Evolution of Social Structure (2003)The Politics of Authoritarian Rule (2012)Aggregate Demand Management in Search Equilibrium (1982)Moral Hazard in Teams (1982)Multimarket Oligopoly: Strategic Substitutes and Complements (1985)The O-Ring Theory of Economic Development (1993)The Financial Accelerator and the Flight to Quality (1996)Returns to Scale in U.S. Production: Estimates and Implications (1997)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Strength of Weak Ties (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Market stress and herding (2004)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Transmission of Volatility between Stock Markets (1990)The Adaptive Markets Hypothesis (2004)Efficient Capital Markets: II (1991)
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References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1988Coordinating Coordination Failures in Keynesian Models1,668 cited
  • 1993Global Games and Equilibrium Selection1,547 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 1976Information and Competitive Price Systems921 cited
  • 2003Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis888 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 1997Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility244 cited
  • 1995Short-Term Investment and the Informational Efficiency of the Market166 cited
  • 2000Information Acquisition in Financial Markets166 cited
  • 2002Anchoring Economic Predictions in Common Knowledge95 cited
  • 1991Further results on asset pricing with incomplete information

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80 cited
  • 1980Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models59 cited
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    • 2007Information Acquisition in Financial Markets: a Correction20 cited