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Uncertainty, Expectations and Asset Price Dynamics

Essays in Honor of Georges Prat

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Springer


Paru le : 2018-11-30



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Description

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.
Pages
192 pages
Collection
n.c
Parution
2018-11-30
Marque
Springer
EAN papier
9783319987132
EAN PDF
9783319987149
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
4372 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
116,04 €
EAN EPUB
9783319987149
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
9390 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
116,04 €

Fredj Jawadi is a Full Professor of Finance at the University of Lille, France, and was an Associate Professor of Finance at the University of Evry-Paris Saclay from 2010 to 2018. Currently, he is an Associate Researcher at EconomiX-CNRS and Deputy Director for the Cliometrics and Complexity team (CAC) at the IXXI Complex Systems Institute, France as well as Fellow for the Society of Economic Measurement (US), Fellow at the Economic Research Forum (ERF) in Egypt and Charter Fellow at the Institute for Nonlinear Dynamical Inference (INDI) in Russia. He specializes in finance and applied econometrics. He is the author of several books and international journal papers.

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