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Financial leverage and market volatility with diverse beliefs

https://doi.org/10.1007/s00199-010-0548-8
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-349-02693-7_6openalex-snapshot
Speculation and Economic Stability
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The Role of Securities in the Optimal Allocation of Risk-bearing
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Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?
inferredcites →https://doi.org/10.1007/978-3-662-05858-9_7openalex-snapshot
Speculative trading with rational beliefs and endogenous uncertainty
inferredcites →https://doi.org/10.1007/978-94-009-2665-3_1openalex-snapshot
Differences of Opinion in Financial Markets
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Endogenous uncertainty in a general equilibrium model with price contingent contracts
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On rational belief equilibria
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On the structure and diversity of rational beliefs
inferredcites →https://doi.org/10.1007/s00199-002-0303-xopenalex-snapshot
Speculative trading with rational beliefs and endogenous uncertainty
inferredcites →https://doi.org/10.1007/s00199-003-0397-9openalex-snapshot
Asset price volatility and trading volume with rational beliefs
inferredcites →https://doi.org/10.1016/0304-3932(90)90033-zopenalex-snapshot
Stock volatility and margin trading
inferredcites →https://doi.org/10.1016/b978-012374258-2.50012-9openalex-snapshot
Rational Diverse Beliefs and Market Volatility
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.05.005openalex-snapshot
Margin requirements and equilibrium asset prices
inferredcites →https://doi.org/10.1023/a:1008080227190openalex-snapshot
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?
inferredcites →https://doi.org/10.1086/259132openalex-snapshot
Stock Market Margin Requirements
inferredcites →https://doi.org/10.1086/261418openalex-snapshot
Price Destabilizing Speculation
inferredcites →https://doi.org/10.1086/261743openalex-snapshot
Rational Speculation
inferredcites →https://doi.org/10.1086/378531openalex-snapshot
Overconfidence and Speculative Bubbles
inferredcites →https://doi.org/10.1093/rfs/10.4.903openalex-snapshot
Trade Credit and Credit Rationing
inferredcites →https://doi.org/10.1093/rfs/15.5.1525openalex-snapshot
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
inferredcites →https://doi.org/10.1093/rfs/4.2.283openalex-snapshot
Nondisclosure and Adverse Disclosure as Signals of Firm Value
inferredcites →https://doi.org/10.1093/rfs/5.3.473openalex-snapshot
Differences of Opinion Make a Horse Race
inferredcites →https://doi.org/10.1093/rfs/hhi026openalex-snapshot
Do Heterogeneous Beliefs Matter for Asset Pricing?
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-snapshot
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1111/j.1475-6803.2006.00169.xopenalex-snapshot
DIVERGENCE OF OPINION AND LONG‐TERM PERFORMANCE OF INITIAL PUBLIC OFFERINGS
inferredcites →https://doi.org/10.1111/j.1540-6261.1973.tb01419.xopenalex-snapshot
100% MARGINS: COMBATING SPECULATION IN INDIVIDUAL SECURITY ISSUES
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03317.xopenalex-snapshot
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
inferredcites →https://doi.org/10.1111/j.1540-6261.1982.tb02223.xopenalex-snapshot
On the Effectiveness of the Federal Reserve's Margin Requirement
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb04951.xopenalex-snapshot
Divergence of Opinion in Complete Markets: A Note
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05078.xopenalex-snapshot
Margin Regulation and Stock Market Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02682.xopenalex-snapshot
Animal Spirits, Margin Requirements, and Stock Price Volatility
inferredcites →https://doi.org/10.1257/aer.98.4.1211openalex-snapshot
Leverage Cycles and the Anxious Economy
inferredcites →https://doi.org/10.2139/ssrn.1040421openalex-snapshot
Diverse Beliefs and Time Variability of Risk Premia
inferredcites →https://doi.org/10.2139/ssrn.1441943openalex-snapshot
The Leverage Cycle
inferredcites →https://doi.org/10.2139/ssrn.688065openalex-snapshot
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.2307/1882087openalex-snapshot
The General Theory of Employment
inferredcites →https://doi.org/10.2307/1884166openalex-snapshot
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
inferredcites →https://doi.org/10.2307/1884690openalex-snapshot
Speculation and Equilibrium: Information, Risk, and Markets
inferredcites →https://doi.org/10.2307/1885329openalex-snapshot
What is Speculation?
inferredcites →https://doi.org/10.2307/1909854openalex-snapshot
Existence of Competitive Equilibria in Markets with a Continuum of Traders
inferredcites →https://doi.org/10.2307/1911436openalex-snapshot
Competitive Speculation
inferredcites →https://doi.org/10.2307/1913732openalex-snapshot
Markets with a Continuum of Traders
inferredcites →https://doi.org/10.2307/1913837openalex-snapshot
Asset Prices in an Exchange Economy
inferredcites →https://doi.org/10.2307/2118391openalex-snapshot
Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan
inferredcites →https://doi.org/10.2307/2143949openalex-snapshot
The General Theory of Employment, Interest and Money, by John Maynard Keynes
inferredcites →https://doi.org/10.2307/2278703openalex-snapshot
The General Theory of Employment, Interest and Money.
inferredcites →https://doi.org/10.2307/2328062openalex-snapshot
Divergence of Opinion in Complete Markets: A Note
inferredcites →https://doi.org/10.2307/2946709openalex-snapshot
Speculative Investor Behavior and Learning
inferredcites →https://doi.org/10.2307/2967593openalex-snapshot
Speculation and Economic Stability
inferredcites →https://doi.org/10.2307/2980590openalex-snapshot
The General Theory of Employment, Interest and Money.

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Determinants of Banking System Fragility: A Regional Perspective
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Monetary policy and heterogeneous expectations
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Business cycle amplification with heterogeneous expectations
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The diversity of forecasts from macroeconomic models of the US economy
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Diverse beliefs and time variability of risk premia
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Price stabilizing, Pareto improving policies
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