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2. Trading under uncertainty about other market participants. (2023). Papadimitriou, Dimitris.
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3. How Uncertainty About Market Crowdedness Impacts Asset Prices: Knight meets Vives. (2022). Yang, Hao.
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4. Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate. (2021). Tsai, Ping-Chen.
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5. Speed Acquisition. (2021). Huang, Shiyang ; Yueshen, Bart Zhou.
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6. Snowballing private information. (2021). Sadzik, Tomasz ; Woolnough, Chris.
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7. Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano.
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8. Financial Markets with Multidimensional Uncertainty. (2019). Aliyev, Nihad.
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9. Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg.
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10. Catching Falling Knives: Speculating on Liquidity Shocks. (2017). Colliard, Jean-Edouard.
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11. Transaction Risk, Derivative Assets, and Equilibrium. (2016). ye, dongyan ; Cao, Henry H.
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12. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
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13. Asset Trading and Valuation with Uncertain Exposure. (2014). Schneider, Martin ; Krusell, Per ; Hatchondo, Juan.
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1. Information acquisition and learning from prices over the business cycle. (2014). Ohl, Björn ; Mäkinen, Taneli ; Mkinen, Taneli .
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2. Noise and aggregation of information in large markets. (2013). Garcia, Diego ; Uroevi, Branko.
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3. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Wang, Jun ; Song, Fengming ; Gao, Feng.
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5. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
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6. The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay.
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7. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
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8. Higher order expectations, illiquidity, and short-term trading. (2011). Vives, Xavier ; Cespa, Giovanni.
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9. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
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10. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
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11. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
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12. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
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13. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
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14. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
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15. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
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16. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
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17. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
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18. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
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19. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
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20. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander.
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21. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
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22. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
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23. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander.
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24. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
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25. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
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26. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
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27. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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28. Noise and aggregation of information in large markets. (2004). Garcia, Diego ; Urosevic, Branko.
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29. Information Markets and the Comovement of Asset Prices. (2004). Veldkamp, Laura.
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30. Essays on Speculation. (2004). Zurita, Felipe.
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31. International Equity Flows and Returns: A Quantitative Equilibrium Approach. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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32. Giffen goods and market making. (2003). Cespa, Giovanni.
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33. A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
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34. Giffen Goods and Market Making. (2003). Cespa, Giovanni.
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35. A Comparison of Stock Market Mechanism. (2003). Cespa, Giovanni.
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36. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows. (2003). Watanabe, Masahiro ; Goetzmann, William ; Brown, Stephen ; Hiraki, Takato ; Shirishi, Noriyoshi.
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37. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
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38. On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance. (1999). Barlevy, Gadi ; Veronesi, Pietro.
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39. A rational expectations model of financial contagion. (1998). Pritsker, Matthew ; Kodres, Laura E..
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40. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
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41. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
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50. Asset Prices in a Time Series Model with Disparately Informed, Competative Traders. (1986). Singleton, Kenneth.
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