This document has not been cited yet.

1. Abreu, Dilip and Markus K. Brunnermeier, 2002, Synchronization Risk and Delayed Arbitrage, Journal of Financial Economics, 66, 341-360.

2. Allen, Franklin and Gary Gorton, 1993, Churning Bubbles, Review of Economic Studies, 60, 813-836.

3. Barberis, Nicholas and Richard Thaler, 2002, A Survey of Behavioral Finance, forthcoming in the Handbook of the Economics of Finance, ed. George Constantinides, Milt Harris and Rene Stulz. Elsevier Science By., Amsterdam.

4. Brunnermeier, Markus K., 2001, Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis and Herding. Oxford University Press.

5. Dc Long, J. Bradford, Andrei Shleifer, Lawrence Summers, and Robert Waldmann, 1990, Positive Feedback Investment Strategies and Destabilizing Rational Speculation, Journal of Finance, 45, 375-395.

6. Dow, James and Gary Gorton, 1994, Arbitrage Chains, Journal of Finance, 49, 819-849.

7. Froot, Kenneth. A., David S. Scharfstein and Jeremy C. Stein, 1992, Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation, Journal of Finance, 47, 1461-1484.

8. Harrison Michael and David Kreps, 1978, Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations, Quarterly Journal of Economics, 92, 323-336.

9. Hart, Oliver D. and David M. Kreps, 1986, Price Destabilizing Speculation, Journal of Political Economy, 94, 927-952.

10. Scheinkman, José and Wei Xiong, 2003, Overconfidence and Speculative Bubbles, Working Paper.

11. Shiller, Robert J., 2002, From Efficient Markets Theory to Behavioral Finance, mimeo.

12. Shleifer, Andrei and Robert W. Vishny, 1997, The Limits of Arbitrage, Journal of Finance, 52, 35-55.

13. Shleifer, Andrei, 2000, Inefficient Markets-An introduction to Behavioral Finance, Oxford University Press.

14. Tirole Jean, 1982, On the Possibility of Speculation under Rational Expectations, Econometrica, 50, 1163-1182.

1. The boy who cried bubble: public warnings against riding bubbles. (2014). Ueda, Kozo ; Asako, Yasushi.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:167.

   Full description at Econpapers || Download paper

2. Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders. (2014). Kaizoji, Taisei ; Sornette, D. ; Saichev, A..
   In: Papers.
   RePEc:arx:papers:1109.4726.

   Full description at Econpapers || Download paper

3. Understanding Asset Prices. (2013). Committee, Nobel Prize.
   In: Nobel Prize in Economics documents.
   RePEc:ris:nobelp:2013_001.

   Full description at Econpapers || Download paper

4. Pre-play Research in a Model of Bank Runs. (2013). Aromi, J. Daniel.
   In: Económica.
   RePEc:lap:journl:585.

   Full description at Econpapers || Download paper

5. De-synchronized clocks in preemption games with risky prospects. (2013). Barbos, Andrei.
   In: Mathematical Social Sciences.
   RePEc:eee:matsoc:v:65:y:2013:i:3:p:203-216.

   Full description at Econpapers || Download paper

6. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:33:y:2013:i:c:p:41-59.

   Full description at Econpapers || Download paper

7. Behavioral aspects of arbitrageurs in timing games of bubbles and crashes. (2013). Matsushima, Hitoshi.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:148:y:2013:i:2:p:858-870.

   Full description at Econpapers || Download paper

8. ETF arbitrage: Intraday evidence. (2013). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:9:p:3486-3498.

   Full description at Econpapers || Download paper

9. Government intervention and institutional trading strategy: Evidence from a transition country. (2013). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:24:y:2013:i:1:p:44-68.

   Full description at Econpapers || Download paper

10. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00587.

    Full description at Econpapers || Download paper

11. De-synchornized Clocks in Preemption Games with Risky Prospects. (2012). Barbos, Andrei.
    In: MPRA Paper.
    RePEc:pra:mprapa:40846.

    Full description at Econpapers || Download paper

12. Arbitrage and the Law of One Price in the market for American depository receipts. (2012). Alsayed, Hamad ; McGroarty, Frank.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1258-1276.

    Full description at Econpapers || Download paper

13. Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes. (2012). Matsushima, Hitoshi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf285.

    Full description at Econpapers || Download paper

14. The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles. (2012). Ueda, Kozo ; Asako, Yasushi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf282.

    Full description at Econpapers || Download paper

15. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios. (2012). Sushko, Vladyslav ; Nirei, Makoto ; Stamatiou, Theodoros .
    In: BIS Working Papers.
    RePEc:bis:biswps:371.

    Full description at Econpapers || Download paper

16. Možnosti identifikace bublin cen aktiv v české ekonomice. (2011). Kubicová, Ivana ; Komarek, Lubos ; LuboÅ¡ Komarek a Ivana Kubicova, .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2011:y:2011:i:2:id:779:p:164-183.

    Full description at Econpapers || Download paper

17. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n14.

    Full description at Econpapers || Download paper

18. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

    Full description at Econpapers || Download paper

19. The fragile capital structure of hedge funds and the limits to arbitrage. (2011). Liu, Xuewen ; Mello, Antonio S..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:491-506.

    Full description at Econpapers || Download paper

20. The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. (2011). Zhang, QI ; McGuinness, Paul B. ; Cai, Charlie X..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136.

    Full description at Econpapers || Download paper

21. Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Lepone, Andrew ; Lecce, Steven ; Frino, Alex.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:4:p:225-236.

    Full description at Econpapers || Download paper

22. The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. (2010). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
    In: MPRA Paper.
    RePEc:pra:mprapa:23381.

    Full description at Econpapers || Download paper

23. When index dissemination goes wrong: How fast can traders add and multiply?. (2010). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp2010-08-04.

    Full description at Econpapers || Download paper

24. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:53-80.

    Full description at Econpapers || Download paper

25. Understanding earnings quality: A review of the proxies, their determinants and their consequences. (2010). Ge, Weili ; Dechow, Patricia ; Schrand, Catherine.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:344-401.

    Full description at Econpapers || Download paper

26. Clock games: Theory and experiments. (2010). Brunnermeier, Markus ; Morgan, John.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:68:y:2010:i:2:p:532-550.

    Full description at Econpapers || Download paper

27. The skinny on the 2008 naked short-sale restrictions. (2010). Boulton, Thomas J. ; Braga-Alves, Marcus V..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:397-421.

    Full description at Econpapers || Download paper

28. Cognitive abilities and behavioral biases. (2009). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:72:y:2009:i:1:p:147-152.

    Full description at Econpapers || Download paper

29. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Onayev, Zhan ; Au, Andrea S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:290-316.

    Full description at Econpapers || Download paper

30. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-23.

    Full description at Econpapers || Download paper

31. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

    Full description at Econpapers || Download paper

32. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

    Full description at Econpapers || Download paper

33. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

34. Cognitive Abilities and Behavioral Biases. (2008). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3481.

    Full description at Econpapers || Download paper

35. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Fong, Wai-Ming ; Joseph K. W. Fung, .
    In: Working Papers.
    RePEc:hkm:wpaper:082008.

    Full description at Econpapers || Download paper

36. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach. (2007). riva, fabrice ; DEVILLE, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00162221.

    Full description at Econpapers || Download paper

37. Market liquidity and funding liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24478.

    Full description at Econpapers || Download paper

38. Financially constrained arbitrage in illiquid markets. (2006). Attari, Mukarram ; Mello, Antonio S..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:12:p:2793-2822.

    Full description at Econpapers || Download paper

39. A Note on Synchronization Risk and Delayed Arbitrage. (2006). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2006:i:7:p:1-12.

    Full description at Econpapers || Download paper

40. A Note on Synchronization Risk and Delayed Arbitrage. (2006). Watanabel, Naoki ; Sakawa, Hideaki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06g10029.

    Full description at Econpapers || Download paper

41. Clock Games: Theory and Experiments. (2006). Brunnermeier, Markus ; Morgan, John.
    In: Competition Policy Center, Working Paper Series.
    RePEc:cdl:compol:qt9c11m09n.

    Full description at Econpapers || Download paper

42. Highwaymen or heroes: Should hedge funds be regulated?: A survey. (2005). Zigrand, Jean-Pierre ; Taylor, Ashley ; Danielsson, Jon.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:1:y:2005:i:4:p:522-543.

    Full description at Econpapers || Download paper

43. Rational trader risk. (2004). Kondor, Péter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24646.

    Full description at Econpapers || Download paper

44. Clock Games: Theory and Experiments. (2004). Brunnermeier, Markus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000401.

    Full description at Econpapers || Download paper

45. Clock Games: Theory and Experiments. (2004). Morgan, John.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt81m0r0jj.

    Full description at Econpapers || Download paper

46. Profitable technical trading rules as a source of price instability. (2003). Goldbaum, David.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:3:y:2003:i:3:p:220-229.

    Full description at Econpapers || Download paper

47. The Characteristics and Trading Behaviour of Dual-listed Companies. (2003). Richards, Anthony ; Tennant, Paul ; Bedi, Jaideep .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2003-06.

    Full description at Econpapers || Download paper

48. Rational destabilising speculation and the riding of bubbles.. (2003). Andergassen, Rainer.
    In: Working Papers.
    RePEc:bol:bodewp:475.

    Full description at Econpapers || Download paper

49. Anomalies and Market Efficiency. (2002). Schwert, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9277.

    Full description at Econpapers || Download paper

50. The market for borrowing stock. (2002). Gene, D'Avolio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:271-306.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:15:08 || Missing content? Let us know