H. Sohn

ETH Zürich

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

432

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 279 (130,575)
Citation 1

Rational Belief Bubbles

Number of pages: 31 Posted: 23 May 2018
H. Sohn and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 146 (237,301)
Citation 1

Abstract:

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Asset pricing, Bubbles, Efficient markets, Rational expectations, Rational Beliefs, Aggregation, Heterogeneous expectations, Correlated beliefs

Rational Belief Bubbles

Swiss Finance Institute Research Paper No. 20-05
Number of pages: 43 Posted: 05 Feb 2020
H. Sohn and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 133 (255,966)

Abstract:

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Asset pricing, Bubbles, Ecient markets, Rational expectations, Rational Beliefs, Aggregation, Heterogeneous expectations, Correlated beliefs

2.

Bubbles as Violations of Efficient Time-Scales

Institute for New Economic Thinking Working Paper Series No. 65
Number of pages: 25 Posted: 04 Dec 2017
H. Sohn and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 153 (227,855)

Abstract:

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Bubbles, Efficient markets, Martingales, Persistent random walks, Methodology, Market microstructure