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[PDF] The Dynamics of Speculative Bubbles under Learning

[PDF] from uw.edu.pl
A Slawski - 2009 - seminar.wne.uw.edu.pl
ABSTRACT I analyze the dynamics of a speculative bubble in a simple general equilibrium
model in which a single asset is traded by two types of risk neutral agents facing a short sale
constraint. The types have heterogeneous prior beliefs about the dividend process and ...
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[PDF] Learning in Harrison and Kreps' Model of Speculation

[PDF] from psu.edu
A Slawski - 2008 - econ.psu.edu
ABSTRACT Harrison and Kreps (1978) provided an example in which heterogeneous
beliefs can lead to a persistent speculative trade and what they call a “speculative premium”,
ie the difference between the price of an asset and the expected present value the stream ...
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[PDF] Speculative trading with bayesian learning

[PDF] from illinois.edu
A Slawski - Unpublished manuscript, 2008 - economics.illinois.edu
Abstract The paper presents a model of speculation on financial markets. The model is
based on the example by Harrison and Kreps (1978), where speculation is driven by
asymmetric initial beliefs and a short sale constraint. The main change is that my model ...
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[PDF] Speculative Trade and Investments

[PDF] from psu.edu
A Slawski - 2012 - econ.psu.edu
ABSTRACT Below is a brief write up of a project I am currently working on, which involves
analyzing the impact of heterogeneous beliefs and speculative trade in a competitive
environment in which investments and asset payoffs are agent specific. The natural ...
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[PDF] Heterogeneous Beliefs, Learning, and Speculative Trade in a Hidden Markov Environment with Short Sale Constraints

[PDF] from cornell.edu
A Slawski - 2009 - economics.cornell.edu
Abstract The paper develops general tools to analyze the prices in dynamic equilibria with
heterogeneous prior beliefs and learning in an environment with risk–neutral agents, short–
selling constraints and the dividend process following a hidden Markov process. ...
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[PDF] Essays on Speculation

[PDF] from umn.edu
AW Slawski - 2009 - conservancy.umn.edu
Page 1. Essays on Speculation A DISSERTATION SUBMITTED TO THE FACULTY OF THE
GRADUATE SCHOOL OF THE UNIVERSITY OF MINNESOTA BY Adam Wladyslaw Slawski IN
PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF ...
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