Ozdenoren is with the Department of Economics, University of Michigan, and Yuan is with the Finance Department, Stephen M. Ross School of Business, University of Michigan. We thank the Editor, Cam Harvey, an anonymous associate editor, an anonymous referee, Marios Angeletos, Bob Barsky, Bernard Dumas, Itay Goldstein, David Hirshleifer, Arvind Krishnamurthy, Stephen Morris, Alessandro Pavan, Avanidhar Subrahmanyam, Jacob Sagi, Hyun Song Shin, and seminar participants at Cowles Foundation Workshop on Coordination Games at Yale University, the 2006 North American Summer Meeting of the Econometric Society, Michigan State University, and University of Michigan for their many insightful comments.
Feedback Effects and Asset Prices
Version of Record online: 19 JUL 2008
© 2008 The American Finance Association
The Journal of Finance
Volume 63, Issue 4, pages 1939–1975, August 2008
How to Cite
OZDENOREN, E. and YUAN, K. (2008), Feedback Effects and Asset Prices. The Journal of Finance, 63: 1939–1975. doi: 10.1111/j.1540-6261.2008.01378.x
- Issue online: 19 JUL 2008
- Version of Record online: 19 JUL 2008
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