[R-SIG-Finance] [SPAM] - self-fulfilling prophecies in financial study - Email found in subject

[David Reiner]

This book has some good examples:
An Engine, Not a Camera: How Financial Models Shape Markets
by Donald Mackenzie

-- David

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Wei-han Liu
Sent: Wednesday, May 09, 2012 7:02 AM
To: R-SIG-Finance at r-project.org
Subject: [SPAM] - [R-SIG-Finance] self-fulfilling prophecies in financial study - Email found in subject

Hi R users:

There are some possible candidates of self-fulfilling prophecies in financial study.

Could some people share some thoughts about the relevant theories, econometric tests, and R packages for implementation?

Thanks for your attention and sharing.

Wei-han
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