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Asset Return Dynamics and Learning. (2010). Evans, George ; Branch, William ; GeorgeW. Evans, ; WilliamA. Branch, .
In: Review of Financial Studies.
RePEc:oup:rfinst:v:23:y:2010:i:4:p:1651-1680.

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  2. The sentiment pricing dynamics with short-term and long-term learning. (2022). Li, Jinfang.
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  3. Sparse restricted perceptions equilibrium. (2022). Slobodyan, Sergey ; Audzei, Volha.
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  4. Behavioral Learning Equilibria in New Keynesian Models. (2022). Zhu, Mei ; Ozden, Tolga ; Mavromatis, Kostas ; Hommes, Cars.
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  7. Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim.
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  8. Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Park, Chanhi ; Cho, Hoon ; Ik, Sang ; Ryu, Doojin.
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  13. Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian.
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  14. Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume.
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  17. Characterizing investor expectations for assets with varying risk. (2017). Gaus, Eric ; Sinha, Arunima.
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  19. Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, Syed Zahid.
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  20. Learning and forecasts about option returns through the volatility risk premium. (2017). Bernales, Alejandro ; Valenzuela, Marcela ; Chen, Louisa.
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  22. Endogenous time-varying risk aversion and asset returns. (2016). Berardi, Michele.
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  29. Estimating Structural Parameters in Regression Models with Adaptive Learning. (2015). Massmann, Michael ; Christopeit, Norbert.
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  34. Financial instability and the short-term dynamics of volatility expectations. (2014). Holmes, Mark ; Oya, Kosuke ; Maghrebi, Nabil.
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  37. The change of correlation structure across industries:an analysis in the regime-switching framework. (2014). Wakai, Katsutoshi ; Shigeta, Yuki ; Egami, Masahiko.
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  51. House prices, expectations, and time-varying fundamentals. (2013). Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, .
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