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Asset Pricing under Asymmetric Information Bubbles, Crashes, Technical Analysis, and Herding

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ISBN-10: 0198296983

ISBN-13: 9780198296980

Edition: 2001

Authors: Markus K. Brunnermeier

List price: $150.00
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Asset prices are driven by public news and information that is often dispersed among many market participants. These agents try to infer each other's information by analyzing price processes. In the past two decades, theoretical research in financial economics has significantly advanced our understanding of the informational aspects of price processes. This book provides a detailed and up-to-date survey of this important body of literature. The book begins by demonstrating how to model asymmetric information and higher-order knowledge. It then contrasts competitive and strategic equilibrium concepts under asymmetric information. It also illustrates the dependence of information efficiency…    
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Book details

List price: $150.00
Copyright year: 2001
Publisher: Oxford University Press, Incorporated
Publication date: 3/29/2001
Binding: Hardcover
Pages: 262
Size: 6.34" wide x 9.49" long x 0.75" tall
Weight: 1.100
Language: English

Information, Equilibrium, Efficiency Concepts
No-Trade Theorems, Asset Pricing, Bubbles
Market Microstructure Models
Dynamic Models, Technical Analysis and Volume
Herding and Informational Cascades
Crashes, Investigative Herding, Bank Runs