Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Real indeterminacy and dynamics of asset price bubbles in general equilibrium.
Asset price bubble, Borrowing constraint, E44, G12, In- tertemporal equilibrium, Infinite-horizon JEL Classifications D53, Real indeterminacy
Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows.
C51, C52, Extended Kalman Filter, G12, G14, Information-based trading, Market efficiency, Mixture of distributionhypothesis, Strategic liquidity trading
A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets.
G12, G14