Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat / Fredj Jawadi, editor.
Prat, Georges, honoree.; Jawadi, Fredj, editor.
2019
HF5681.A8
Available Online

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Title Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat / Fredj Jawadi, editor.
ISBN 9783319987149 (electronic book)
3319987143 (electronic book)
9783319987132
DOI https://doi.org/10.1007/978-3-319-98714-9
Published Cham, Switzerland: Springer, [2019]
Language English
Description 1 online resource.
Item Number 10.1007/978-3-319-98714-9 doi
Call Number HF5681.A8
Dewey Decimal Classification 657.7
Summary Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Digital File Characteristics text file PDF
Source of Description Online resource; title from PDF title page (viewed Dec. 5, 2018).
Added Author Prat, Georges, honoree.
Jawadi, Fredj, editor.
Series Dynamic modeling and econometrics in economics and finance ; v. 24.
Available in Other Form Print version: 9783319987132
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Record Appears in Online Resources > Ebooks
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Uncertainty and volatility
Heterogeneity of beliefs and information
Transmission and market integration
Fundamentals and bubbles.

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