1. Rational disposition effects: Theory and evidence. (2023). Strobl, Günter ; Dorn, Daniel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:153:y:2023:i:c:s0378426623000821.

   Full description at Econpapers || Download paper

2. The home bias and the local bias: A survey. (2022). Gaar, Eduard ; Schiereck, Dirk ; Scherer, David.
   In: Management Review Quarterly.
   RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00203-8.

   Full description at Econpapers || Download paper

3. Portfolio selection in euro area with CAPM and Lower Partial Moments models. (2020). Soares da Fonseca, José.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:19:y:2020:i:1:d:10.1007_s10258-019-00153-4.

   Full description at Econpapers || Download paper

4. Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis,. (2020). Riyanto, Yohanes ; Halim, Edward.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301447.

   Full description at Econpapers || Download paper

5. The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?. (2014). Roque, Vanda ; Cortez, Maria Ceu.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:49:y:2014:i:c:p:469-482.

   Full description at Econpapers || Download paper

6. Noise and aggregation of information in large markets. (2013). Garcia, Diego ; Uroevi, Branko.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

   Full description at Econpapers || Download paper

7. The Macroeconomic Theory of Exchange Rate Crises. (2012). Piersanti, Giovanni.
   In: OUP Catalogue.
   RePEc:oxp:obooks:9780199653126.

   Full description at Econpapers || Download paper

8. The determinants of international investment and attention allocation: Using internet search query data. (2010). Wu, Thomas ; Mondria, Jordi ; Zhang, YI.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:82:y:2010:i:1:p:85-95.

   Full description at Econpapers || Download paper

9. International asset allocation for incompletely-informed investors. (2010). Gau, Yin-Feng ; Wu, Wen-Lin ; Hua, Mingshu.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:13:y:2010:i:4:p:422-447.

   Full description at Econpapers || Download paper

10. The puzzling evolution of the home bias, information processing and financial openness. (2010). Wu, Thomas ; Mondria, Jordi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:875-896.

    Full description at Econpapers || Download paper

11. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2007). Wu, Thomas ; Mondria, Jordi.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:669.

    Full description at Econpapers || Download paper

12. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2006). Wu, Thomas ; Mondria, Jordi.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt4wg39067.

    Full description at Econpapers || Download paper

13. The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness. (2006). Wu, Thomas ; Mondria, Jordi.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt4wg39067.

    Full description at Econpapers || Download paper

14. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:05-07.

    Full description at Econpapers || Download paper

15. A Rational Expectations Model of Financial Contagion. (2002). Kodres, Laura E..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:2:p:769-799.

    Full description at Econpapers || Download paper

16. Home bias and international capital asset pricing model with human capital. (2001). Coen, Alain.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513.

    Full description at Econpapers || Download paper

17. A rational expectations model of financial contagion. (1998). Pritsker, Matthew ; Kodres, Laura E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

    Full description at Econpapers || Download paper

1. Admati, A.R., 1985. A noisy rational expectations equilibrium for multi-asset securities market. Econometrica 53, 629–657.

2. Campbell, J.Y., Kyle, A.S., 1993. Smart money, Noise trading and stock price behavior. Review of Economic Studies 60, 1–34.
   Paper not yet in RePEc: Add citation now
   

3. Cooper, I., Kaplanis, E., 1994. Home bias in equity portfolios, inflation hedging, and international capital market equilibrium. Review of Financial Studies 7, 45–60.

4. De Long, J.B., Shleifer, A., Summers, L.H., Waldmann, R.J., 1990. Noise trader and risk in financial markets. Journal of Political Economy 98, 703–738.

5. Diamond, D.W., Verrecchia, R.E., 1981. Information aggregation in a noisy rational expectations economy. Journal of Financial Economics 9, 221–235.

6. French, K.R., Poterba, J.M., 1991. Investor diversification and international equity markets. American Economic review 81, 222–226.

7. Grossman, S.J., 1981. An introduction to the theory of rational expectations under asymmetric information. Review of Economic Studies 48, 541–559.

8. He, H., Wang, J., 1995. Differential information and dynamic behavior of stock trading volume. Review of Financial Studies 8, 919–972.

9. Hellwig, M.F., 1980. On the aggregation of information in competitive markets. Journal of Economic Theory 22, 477–498.

10. Hussman, J.P., 1992. Market efficiency and inefficiency in rational expectations equilibria. Journal of Economic Dynamics and Control 16, 655–680.
    Paper not yet in RePEc: Add citation now
    

11. Kyle, A.S., 1985. Continuous auctions and insider trading. Econometrica 53, 1315–1335.

12. Kyle, A.S., 1989. Informed speculation with imperfect competition. Review of Economic Studies 56, 317–356.

13. Lang, L.H.P., Litzenberger, R.H., Madrigal, V., 1992. Testing financial market equilibrium under asymmetric information. Journal of Political Economy 100, 317–348.

14. Marcet, A., Sargent, T.J., 1989a. Convergence of least squares learning mechanisms in self referential linear stochastic models. Journal of Economic Theory 48, 337–368.

15. Marcet, A., Sargent, T.J., 1989b. Convergence of least squares learning in environments with hidden state variables and private information. Journal of Political Economy 97, 1306–1322.

16. Milgrom, P., Stokey, N. 1982. Information, trade and common knowledge. Journal of Economic Theory 26, 17–27.

17. Sargent, T.J., 1991. Equilibrium with signal extraction from endogenous variables. Journal of Economic Dynamics and Control 15, 245–273.

18. Stulz, R.M., 1994. International portfolio choice and asset pricing: an integrative survey, NBER Working Paper, No. 4645.

19. Tesar, L., Werner, I.M., 1993. Home bias and the globalization of securities market, Working Paper, Stanford University.
    Paper not yet in RePEc: Add citation now
    

20. Wang, J., 1993. A model of intertemporal asset prices under asymmetric information. Review of Economic Studies 60, 249–282.

21. Zhou, C., 1997. Dynamic portfolio choice and asset pricing with asymmetric information. Working Paper.
    Paper not yet in RePEc: Add citation now
    

1. Information acquisition and learning from prices over the business cycle. (2014). Ohl, Björn ; Mäkinen, Taneli ; Mkinen, Taneli .
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_946_14.

   Full description at Econpapers || Download paper

2. Noise and aggregation of information in large markets. (2013). Garcia, Diego ; Uroevi, Branko.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

   Full description at Econpapers || Download paper

3. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Wang, Jun ; Song, Fengming ; Gao, Feng.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:387-413.

   Full description at Econpapers || Download paper

4. Speculative dynamics in the term structure of interest rates. (2012). Nimark, Kristoffer.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1194.

   Full description at Econpapers || Download paper

5. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
   In: Economic Theory.
   RePEc:spr:joecth:v:48:y:2011:i:2:p:469-491.

   Full description at Econpapers || Download paper

6. The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17719.

   Full description at Econpapers || Download paper

7. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
   In: Computational Economics.
   RePEc:kap:compec:v:37:y:2011:i:1:p:89-111.

   Full description at Econpapers || Download paper

8. Higher order expectations, illiquidity, and short-term trading. (2011). Vives, Xavier ; Cespa, Giovanni.
   In: IESE Research Papers.
   RePEc:ebg:iesewp:d-0915.

   Full description at Econpapers || Download paper

9. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
   In: Post-Print.
   RePEc:hal:journl:halshs-00488481.

   Full description at Econpapers || Download paper

10. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3137.

    Full description at Econpapers || Download paper

11. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15450.

    Full description at Econpapers || Download paper

12. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7506.

    Full description at Econpapers || Download paper

13. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7180.

    Full description at Econpapers || Download paper

14. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2839.

    Full description at Econpapers || Download paper

15. 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

16. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:191.

    Full description at Econpapers || Download paper

17. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:157-181.

    Full description at Econpapers || Download paper

18. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00176630.

    Full description at Econpapers || Download paper

19. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:174.

    Full description at Econpapers || Download paper

20. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp187.

    Full description at Econpapers || Download paper

21. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0716.

    Full description at Econpapers || Download paper

22. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-254.

    Full description at Econpapers || Download paper

23. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12726.

    Full description at Econpapers || Download paper

24. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

    Full description at Econpapers || Download paper

25. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:6.

    Full description at Econpapers || Download paper

26. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:4:p:395-421.

    Full description at Econpapers || Download paper

27. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: International Finance.
    RePEc:wpa:wuwpif:0405005.

    Full description at Econpapers || Download paper

28. Noise and aggregation of information in large markets. (2004). Garcia, Diego ; Urosevic, Branko.
    In: Economics Working Papers.
    RePEc:upf:upfgen:785.

    Full description at Econpapers || Download paper

29. Information Markets and the Comovement of Asset Prices. (2004). Veldkamp, Laura.
    In: Working Papers.
    RePEc:ste:nystbu:04-18.

    Full description at Econpapers || Download paper

30. Essays on Speculation. (2004). Zurita, Felipe.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:618897000000000849.

    Full description at Econpapers || Download paper

31. International Equity Flows and Returns: A Quantitative Equilibrium Approach. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-42.

    Full description at Econpapers || Download paper

32. Giffen goods and market making. (2003). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:681.

    Full description at Econpapers || Download paper

33. A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:545.

    Full description at Econpapers || Download paper

34. Giffen Goods and Market Making. (2003). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:97.

    Full description at Econpapers || Download paper

35. A Comparison of Stock Market Mechanism. (2003). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:94.

    Full description at Econpapers || Download paper

36. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows. (2003). Watanabe, Masahiro ; Goetzmann, William ; Brown, Stephen ; Hiraki, Takato ; Shirishi, Noriyoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9470.

    Full description at Econpapers || Download paper

37. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:520.

    Full description at Econpapers || Download paper

38. On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance. (1999). Barlevy, Gadi ; Veronesi, Pietro.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1252.

    Full description at Econpapers || Download paper

39. A rational expectations model of financial contagion. (1998). Pritsker, Matthew ; Kodres, Laura E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

    Full description at Econpapers || Download paper

40. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0190.

    Full description at Econpapers || Download paper

41. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0189.

    Full description at Econpapers || Download paper

42. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:95-4.

    Full description at Econpapers || Download paper

43. Bid-Ask Spreads with Indirect Competition Among Specialists. (1994). Jackson, Matthew ; Gehrig, Thomas.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1107.

    Full description at Econpapers || Download paper

44. Differential information and dynamic behavior of stock trading volume. (1994). He, Hua ; He, Hua., .
    In: Working papers.
    RePEc:mit:sloanp:2531.

    Full description at Econpapers || Download paper

45. Insider trading and market manipulations--existence and uniqueness of equilibrium. (1991). Rochet, Jean ; Vila, Jean-Luc., .
    In: Working papers.
    RePEc:mit:sloanp:2366.

    Full description at Econpapers || Download paper

46. Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros. (1991). Caballe, Jordi.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:15:y:1991:i:1:p:3-34.

    Full description at Econpapers || Download paper

47. Crash-Testing the Efficient Market Hypothesis. (1988). French, Kenneth .
    In: NBER Chapters.
    RePEc:nbr:nberch:10957.

    Full description at Econpapers || Download paper

48. Banking panics, information, and rational expectations equilibrium. (1988). .
    In: Working Papers.
    RePEc:fip:fedmwp:320.

    Full description at Econpapers || Download paper

49. Speculative Behavior of Institutional Investors. (1986). Shiller, Robert ; Pound, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1964.

    Full description at Econpapers || Download paper

50. Asset Prices in a Time Series Model with Disparately Informed, Competative Traders. (1986). Singleton, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1897.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 07:22:57 || Missing content? Let us know