Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Keisuke Teeple"'
Autor:
Keisuke Teeple
Publikováno v:
Journal of Mathematical Economics. 106:102847
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::291dbec741376742fb3e0514ddfe4d74
https://doi.org/10.1016/j.jmateco.2023.102847
https://doi.org/10.1016/j.jmateco.2023.102847
Autor:
Andres Carvajal, Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65139f6af815056c8e2bc71dbec574a1
https://doi.org/10.2139/ssrn.4220316
https://doi.org/10.2139/ssrn.4220316
Autor:
Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
I use coarse Bayesian updating to explain three stylized facts: trading anomalies around major stock market milestones, excess price volatility and trade volume, and heavy-tailed prices. When expectations are coarse and traders are heterogeneous, tra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02daebdfaeed7b696d0bc048a85ed668
https://doi.org/10.2139/ssrn.3667920
https://doi.org/10.2139/ssrn.3667920
Autor:
Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
I model an incomplete markets economy where unaware agents do not perceive all states of nature, so unintended default can occur when asset returns differ from what was perceived. First, equilibrium is shown to exist. The First Fundamental Welfare Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1df65980207dbcbdb2cf15015d4cc7f8
https://doi.org/10.2139/ssrn.3658535
https://doi.org/10.2139/ssrn.3658535
Autor:
Andrés Carvajal, Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1c500c10ae05e618563cb30ae557ec2
https://doi.org/10.2139/ssrn.3709028
https://doi.org/10.2139/ssrn.3709028
Autor:
Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
I extend the Brunnermeier and Pedersen (2005) predatory trading model with the level-k thinking solution concept to investigate the possibility of arbitraging arbitrageurs. While naive financial predators prey upon a single distressed investor, highe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a4352bfb95f8db9d7f7d3f19fbddea3
https://doi.org/10.2139/ssrn.3691659
https://doi.org/10.2139/ssrn.3691659
Autor:
Keisuke Teeple, Arnav Sheth
Publikováno v:
The Journal of Investment Strategies. 8
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6b6930fb1569b77b86b935799b38ab0
https://doi.org/10.21314/jois.2020.114
https://doi.org/10.21314/jois.2020.114
Autor:
Arnav Sheth, Keisuke Teeple
Publikováno v:
SSRN Electronic Journal.
We examine the relationship between equity and foreign exchange markets at, and around, the WM/Reuters benchmark exchange rate known as the the 'Fix'. Execution at the Fix is a service offered by brokers provided they obtain the trade order before 4p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbaa983af0c3e328fcebeaba83d6896a
https://doi.org/10.2139/ssrn.3069629
https://doi.org/10.2139/ssrn.3069629