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DP8303 Expectations, Liquidity, and Short-term Trading 智库出版物
2011
作者:  Xavier Vives;  Giovanni Cespa
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Average expectations  Beauty contest  Expected returns  Multiple equilibria  Over-reliance on public information  High frequency trading  Momentum and reversal  Price crash  
DP7523 Integration of the North American economy and new-paradigm globalisation 智库出版物
2009
作者:  Richard Baldwin
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Average expectations  Efficient market hypothesis  Higher order beliefs  Long and short-term trading  Momentum  Opaqueness  Over-reliance on public information  Reversal  
DP6606 Do Agglomeration Economies Reduce the Sensitivity of Firm Location to Tax Differentials? 智库出版物
2007
作者:  Marius Brülhart;  Mario Jametti;  Kurt Schmidheiny
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Advance information  Momentum and reversal effects  Rational expectations equilibrium