BUBBLES AND VOLATILITY OF STOCK-PRICES - EFFECT OF MIMETIC CONTAGION

[1] FOKKER-PLANCK EQUATIONS FOR SIMPLE NON-MARKOVIAN SYSTEMS [J]. JOURNAL OF CHEMICAL PHYSICS, 1976, 64 (01) : 124 - 130

[2] ARROW KJ, 1987, REV FRANCAISE EC, V2, P22

[3] COMPETING TECHNOLOGIES, INCREASING RETURNS, AND LOCK-IN BY HISTORICAL EVENTS [J]. ECONOMIC JOURNAL, 1989, 99 (394) : 116 - 131

[4] EFFICIENT MYOPIC ASSET PRICING IN GENERAL EQUILIBRIUM - A POTENTIAL PITFALL IN EXCESS VOLATILITY TESTS [J]. ECONOMICS LETTERS, 1987, 25 (02) : 143 - 148

[5] Cox DR., 2017, THEORY STOCHASTIC PR

[6] ON THE INCEPTION OF RATIONAL BUBBLES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (03) : 697 - 700

[7] THE THEORY OF RATIONAL BUBBLES IN STOCK-PRICES [J]. ECONOMIC JOURNAL, 1988, 98 (392) : 746 - 754

[8] Duffie D., 1988, SECURITY MARKETS STO

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] FAMA EF, 1988, J POLIT ECON, V96, P246

[1] FOKKER-PLANCK EQUATIONS FOR SIMPLE NON-MARKOVIAN SYSTEMS [J]. JOURNAL OF CHEMICAL PHYSICS, 1976, 64 (01) : 124 - 130

[2] ARROW KJ, 1987, REV FRANCAISE EC, V2, P22

[3] COMPETING TECHNOLOGIES, INCREASING RETURNS, AND LOCK-IN BY HISTORICAL EVENTS [J]. ECONOMIC JOURNAL, 1989, 99 (394) : 116 - 131

[4] EFFICIENT MYOPIC ASSET PRICING IN GENERAL EQUILIBRIUM - A POTENTIAL PITFALL IN EXCESS VOLATILITY TESTS [J]. ECONOMICS LETTERS, 1987, 25 (02) : 143 - 148

[5] Cox DR., 2017, THEORY STOCHASTIC PR

[6] ON THE INCEPTION OF RATIONAL BUBBLES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1987, 102 (03) : 697 - 700

[7] THE THEORY OF RATIONAL BUBBLES IN STOCK-PRICES [J]. ECONOMIC JOURNAL, 1988, 98 (392) : 746 - 754

[8] Duffie D., 1988, SECURITY MARKETS STO

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] FAMA EF, 1988, J POLIT ECON, V96, P246