[R-SIG-Finance] [SPAM] - self-fulfilling prophecies in financial study - Email found in subject
Robert Iquiapaza
rbali at ufmg.br
Wed May 9 20:44:00 CEST 2012
And there are several articles that cited this book, some with more
examples and tests
http://scholar.google.com/scholar?hl=en&sciodt=0%2C5&q=self-fulfilling+prophecies&btnG=Search&cites=5508630854283908327&scipsc=1&as_sdt=0%2C5&as_ylo=&as_vis=0
Robert
-----Mensagem Original-----
From: David Reiner
Sent: Wednesday, May 09, 2012 11:00 AM
To: Wei-han Liu ; R-SIG-Finance at r-project.org
Subject: Re: [R-SIG-Finance] [SPAM] - self-fulfilling prophecies in
financial study - Email found in subject
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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