create a website

Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil.
In: Levine's Bibliography.
RePEc:cla:levrem:784828000000000368.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Conformism and Public News. (2011). Desgranges, Gabriel ; Rochon, Celine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/033.

    Full description at Econpapers || Download paper

  2. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

  3. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9142.

    Full description at Econpapers || Download paper

  4. Conformism, Public News and Market Efficiency. (2008). Desgranges, Gabriel ; Rochon, Celine.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2008-24.

    Full description at Econpapers || Download paper

  5. Are we working too hard or should we be working harder? A simple model of career concerns. (2006). Martinez, Leonardo ; Foerster, Andrew.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2006:i:win:p:79-91:n:v.92no.1.

    Full description at Econpapers || Download paper

  6. The Price of Conformism. (2005). Prat, Andrea ; Verardo, Michela ; Dasgupta, Amil.
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000357.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Dilip Abreu and Markus Brunnermeier. Bubbles and Crashes. Econometrica 71(1): 173-204. 2003

  2. [11] Varadarajan Chari and Patrick Kehoe. Financial Crises as Herds: Overturning the critiques. Journal of Economic Theory, forthcoming. 2003.

  3. [12] Judith Chevalier and Glenn Ellison. Risk Taking by Mutual Funds as a Response to Incentives. Journal of Political Economy 105 (6): 11671200, 1997.

  4. [13] Judith Chevalier and Glenn Ellison. Career concerns of mutual fund managers. Quarterly Journal of Economics 114(2), 389-432, 1999.

  5. [14] Domenico Cuoco and Ron Kaniel. Equilibrium Prices in the presence of Delegated Portfolio Management. Working Paper, University of Pennsylvania, 2001.
    Paper not yet in RePEc: Add citation now
  6. [15] Amil Dasgupta and Andrea Prat. Career Concerns in Financial Markets. LSE Financial Markets Group Discussion Paper No. 494. 2004.

  7. [16] J. Bradford De Long, Andrei Shleifer, Lawrence Summers and Robert Waldmann. Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance, 45: 379-395.

  8. [18] James Dow and Gary Gorton. Noise trading, delegated portfolio management, and economic welfare. Journal of Political Economy 105(5): 1024â1050, 1997.

  9. [19] Lawrence R. Glosten and Paul R. Milgrom. Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders. Journal of Financial Economics 14(1): 71-100, 1985.

  10. [2] Franklin Allen. Do Financial Institutions Matter? Journal of Finance 56 (4): 1165-75, 2001.

  11. [20] Albert S. Kyle. Continuous Auctions and Insider Trading. Econometrica 53(6): 1315-35, 1985.

  12. [21] Josef Lakonishok, Andrei Shleifer, Richard Thaler, and Robert W. Vishny. Window Dressing by Pension Fund Managers. American Economic Review 81: 227-231, 1991.

  13. [22] In Ho Lee. Market Crashes and Informational Avalanches. Review of Economic Studies, 65: 741-759. 1998.

  14. [23] Paul Milgrom and Nancy Stokey. Information, Trade and Common Knowledge. Journal of Economic Theory, 26: 17-27. 1982.

  15. [24] Stephen Morris, Andrew Postlewaite and Hyun Shin. Depth of knowledge and the eïect of higher order uncertainty. Economic Theory, 6:453467. 1995.

  16. [25] Kasper Nielsen. Institutional Investors and the Market for Corporate Equity. Working paper, University of Copenhagen, September 2003.
    Paper not yet in RePEc: Add citation now
  17. [26] Marco Ottaviani and Peter Sorensen. Professional Advice. Working paper, LBS. July 2004.

  18. [27] Andreas Park and Hamid Sabourian. Herding in Models of Sequential Trade and Monotonic Signals. Mimeo, University of Toronto. November 2004.
    Paper not yet in RePEc: Add citation now
  19. [28] Andrea Prat. The Wrong Kind of Transparency. Mimeo, LSE. 2004.

  20. [29] David Scharfstein and Jeremy Stein. Herd behavior and investment. American Economic Review 80: 465â479, 1990.

  21. [3] Franklin Allen and Douglas Gale. Bubbles and Crises. Economic Journal, 110: 236-255. 2000.

  22. [30] Jose Scheinkman and Wei Xiong. Overconïdence and Speculative Bubbles. Journal of Political Economy 111: 1183-1219. 2003.

  23. [31] Andrei Shleifer and Robert Vishny. The Limits of Arbitrage. Journal of Finance 52: 35-55. 1997.

  24. [32] Richard Sias. Institutional Herding. Forthcoming, The Review of Financial Studies. October 2002.
    Paper not yet in RePEc: Add citation now
  25. [33] Richard Sias. Reconciliable Diïerences: Momentum Trading by Institutions. Working paper, Washington State University, 2003.
    Paper not yet in RePEc: Add citation now
  26. [34] Lones Smith and Peter Sorensen. Pathological Outcomes of Observational Learning. Econometrica 68: 371-398. 2000.

  27. [35] Jean Tirole. On The Possibility of Speculation under Rational Expectations. Econometrica 50: 1163-1182. 1982.

  28. [36] Brett Trueman. Analyst Forecasts and Herding Behavior. Review of Financial Studies 7: 97-124.
    Paper not yet in RePEc: Add citation now
  29. [37] Dimitri Vayanos. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. Working paper, MIT, 2003.

  30. [4] Franklin Allen and Gary Gorton. Churning Bubbles. Review of Economic Studies 60(4): 813-36. 1993.

  31. [5] Franklin Allen, Stephen Morris, and Andrew Postlewaite. Finite Bubbles with Short Sale Constraints and Asymmetric Information. Journal of Economic Theory, 61: 206-229. 1993.

  32. [6] Franklin Allen, Stephen Morris, and Hyun Shin. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. Working paper, Upenn, Yale, and LSE. 2001.

  33. [7] Christopher Avery and Judith Chevalier. Herding Over the Career. Economics Letters, 63: 327-333. 1999.

  34. [8] Christopher Avery and Peter Zemsky. Multidimensional Uncertainty and Herd Behavior in Financial Markets. American Economic Review, 88(4): 724-748.

  35. [9] Abhijit Banerjee. A Simple Model of Herd Behavior. Quarterly Journal of Economics, 107: 797-817. 1992.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Rand as a Carry Trade Target: Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean.
    In: Working Papers.
    RePEc:rza:wpaper:235.

    Full description at Econpapers || Download paper

  2. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4842.

    Full description at Econpapers || Download paper

  3. Knowledge, Preferences and Shocks in Portfolio Analysis. (2009). Steinbacher, Matjaz.
    In: MPRA Paper.
    RePEc:pra:mprapa:13567.

    Full description at Econpapers || Download paper

  4. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
    In: Working Papers.
    RePEc:hkm:wpaper:072009.

    Full description at Econpapers || Download paper

  5. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

    Full description at Econpapers || Download paper

  6. Caller Number Five and Related Timing Games. (2008). Smith, Lones ; Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-317.

    Full description at Econpapers || Download paper

  7. Bid-Ask Spreads and Volume:The Role of Trade Timing. (2008). Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-309.

    Full description at Econpapers || Download paper

  8. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  10. 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

  11. Inexperienced Investors and Bubbles. (2008). Nagel, Stefan ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14111.

    Full description at Econpapers || Download paper

  12. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-01.

    Full description at Econpapers || Download paper

  13. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-08.

    Full description at Econpapers || Download paper

  14. Venture Capital and Innovation: Which is First?. (2008). Ueda, Masako ; Hirukawa, Masayuki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7090.

    Full description at Econpapers || Download paper

  15. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000038.

    Full description at Econpapers || Download paper

  16. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

    Full description at Econpapers || Download paper

  17. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2420.

    Full description at Econpapers || Download paper

  18. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

    Full description at Econpapers || Download paper

  19. Discrete devaluations and multiple equilibria in a first generation model of currency crises. (2007). Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:839.

    Full description at Econpapers || Download paper

  20. WHY BUBBLE-BURSTING IS UNPREDICTABLE: WELFARE EFFECTS OF ANTI-BUBBLE POLICY WHEN CENTRAL BANKS MAKE MISTAKES. (2007). Kai, Guo ; Conlon, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:5927.

    Full description at Econpapers || Download paper

  21. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

    Full description at Econpapers || Download paper

  22. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:1:a:3.

    Full description at Econpapers || Download paper

  23. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

    Full description at Econpapers || Download paper

  24. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  25. Strategic Merger Waves: A Theory of Musical Chairs. (2007). Toxvaerd, Flavio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6159.

    Full description at Econpapers || Download paper

  26. SOBRE BURBUJAS DE PRECIOS DE ACTIVOS, EXPECTATIVAS Y EQUILIBRIOS. (2007). Dapena, Jose.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:361.

    Full description at Econpapers || Download paper

  27. Caller Number Five: Timing Games that Morph from One Form to Another. (2006). Smith, Lones ; Park, Andreas.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1554.

    Full description at Econpapers || Download paper

  28. Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises. (2006). Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5876.

    Full description at Econpapers || Download paper

  29. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:297.

    Full description at Econpapers || Download paper

  30. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0508007.

    Full description at Econpapers || Download paper

  31. Technological innovation and market turbulence: the dot-com experience. (2005). Wang, Zhu.
    In: Payments System Research Working Paper.
    RePEc:fip:fedkpw:psrwp05-02.

    Full description at Econpapers || Download paper

  32. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5372.

    Full description at Econpapers || Download paper

  33. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil.
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  34. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Dieci, Roberto ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

    Full description at Econpapers || Download paper

  35. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
    RePEc:upf:upfgen:861.

    Full description at Econpapers || Download paper

  36. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

  37. Shakeouts and Market Crashes. (2004). Jovanovic, Boyan ; barbarino, alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10556.

    Full description at Econpapers || Download paper

  38. Inference, arbitrage, and asset price volatility. (2004). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:187.

    Full description at Econpapers || Download paper

  39. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

  40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  41. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4221.

    Full description at Econpapers || Download paper

  42. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

    Full description at Econpapers || Download paper

  43. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1654-1668.

    Full description at Econpapers || Download paper

  44. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:03-06.

    Full description at Econpapers || Download paper

  45. Exchange Monitoring Bands: Theory and Policy. (2003). Zhang, Lei ; Miller, Marcus ; Corrado, Luisa.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:8.

    Full description at Econpapers || Download paper

  46. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

  47. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1406.

    Full description at Econpapers || Download paper

  48. Heterogeneity and Uniqueness in Interaction Games. (2003). Shin, Hyun Song ; Morris, Stephen ; Shin. Hyun Song, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1402.

    Full description at Econpapers || Download paper

  49. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  50. Individual Irrationality and Aggregate Outcomes. (). Tyran, Jean-Robert ; Fehr, Ernst.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:252.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-14 03:48:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.