Higher order expectations, illiquidity, and short-term trading
Year of publication: |
2011
|
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Authors: | Cespa, Giovanni ; Vives, Xavier |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Kapitalertrag | Erwartungstheorie | Wertpapierhandel | Informationsverhalten | Marktliquidität | Börsenkurs | Theorie | expected returns | multiple equilibria | average expectations | over-reliance on public information | Beauty Contest |
Series: | CESifo Working Paper ; 3390 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 659525879 [GVK] hdl:10419/46346 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Dynamic trading and asset prices : Keynes vs. Hayek
Cespa, Giovanni, (2009)
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Higher order expectations, illiquidity, and short-term trading
Cespa, Giovanni, (2011)
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Higher Order Expectations, Illiquidity, and Short-term Trading
Cespa, Giovanni, (2011)
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High frequency trading and fragility
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High Frequency Trading and Fragility
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