Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat /

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Bibliographic Details
Imprint:Cham, Switzerland : Springer, [2019]
Description:1 online resource
Language:English
Series:Dynamic modeling and econometrics in economics and finance ; volume 24
Dynamic modeling and econometrics in economics and finance ; v. 24.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11895114
Hidden Bibliographic Details
Other authors / contributors:Prat, Georges, honouree.
Jawadi, Fredj, editor.
ISBN:9783319987149
3319987143
9783319987132
Digital file characteristics:text file PDF
Notes:Includes bibliographical references.
Online resource; title from PDF title page (EBSCO, Dec. 5, 2018).
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.
Other form:Printed edition: 9783319987132
Printed edition: 9783319987156
Standard no.:10.1007/978-3-319-98714-9