[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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