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Uncertainty, Expectations and Asset Price Dynamics on Hardback
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Uncertainty, Expectations and Asset Price Dynamics

Essays in Honor of Georges Prat
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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.

Author Biography:

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.
Release date NZ
December 12th, 2018
Audiences
  • Further/Higher Education
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributor
  • Edited by Fredj Jawadi
Edition
1st ed. 2018
Illustrations
28 Illustrations, black and white; XXX, 192 p. 28 illus.
Pages
192
ISBN-13
9783319987132
Product ID
28259264

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