Robustness of irrationality in financial markets
Recent research in financial economics has suggested that models incorporating agents whose expectations are not fully rational may help us to understand and explain financial market behaviour. Using a noise trader framework this thesis presents a theoretical appraisal of the robustness of such irra...
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University of Edinburgh
1999
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.663856 |