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Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat

Uncertainty, Expectations and Asset Price Dynamics: Essays in Honor of Georges Prat

Hardcover

Series: Dynamic Modeling and Econometrics in Economics and Finance, Book 24

EconomicsInvesting & Finance

ISBN10: 3319987135
ISBN13: 9783319987132
Publisher: Springer Nature
Published: Dec 12 2018
Pages: 192
Weight: 1.08
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
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.

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Economics