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Frictionless house-price momentum

Fève, Patrick; Moura, Alban - 2023

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Frictionless house-price momentum

Fève, Patrick; Moura, Alban - 2023

Persistent link: https://www.econbiz.de/10014432856

Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-à-vis a random walk process for evolution of information

Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35

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Bubbles tomorrow and bubbles yesterday, but never bubbles today?

Williams, John C. - In: Business economics : the journal of the National … 48 (2013) 4, pp. 224-230

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Towards a general theory of the stock market

Fender, John - 2015

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Equity pricing : perfect foresight versus rational expectations

Fogelberg, Larry; Baek, Chung - In: Theoretical economics letters 8 (2018) 15, pp. 3353-3360

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Towards a general theory of the stock market

Fender, John - 2016

Although there are many stock market anomalies which the Efficient Market Hypothesis (EMH) finds difficult to explain, it also has its strengths, and so far no alternative hypothesis has been developed which can explain what the EMH explains but which can also do a better job in explaining the...

Persistent link: https://www.econbiz.de/10012010417

Is market timing good for shareholders?

Babenko, Ilona; Tserlukevich, Yuri; Wan, Pengcheng - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3542-3560

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Reconsidering rational expectations and the aggregation of diverse information in laboratory security markets

Corgnet, Brice; Deck, Cary A.; DeSantis, Mark; Hampton, Kyle - 2019

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Reconsidering rational expectations and the aggregation of diverse information in laboratory security markets

Corgnet, Brice; Deck, Cary A.; DeSantis, Mark; Hampton, Kyle - 2020

Persistent link: https://www.econbiz.de/10012209160