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Securities Market Efficiency in an Arrow-Debreu Economy

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  • Rubinstein, Mark
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    Bibliographic Info

    Article provided by American Economic Association in its journal American Economic Review.

    Volume (Year): 65 (1975)
    Issue (Month): 5 (December)
    Pages: 812-24

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    Handle: RePEc:aea:aecrev:v:65:y:1975:i:5:p:812-24

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    Cited by:
    1. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
    2. Jouini, Elyès & Napp, Clotilde, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Economics Papers from University Paris Dauphine 123456789/78, Paris Dauphine University.
    3. Ng, Man-Chung, 2003. "On the duality between prior beliefs and trading demands," Journal of Economic Theory, Elsevier, vol. 109(1), pages 39-51, March.
    4. Milionis, Alexandros E., 2007. "Efficient capital markets: A statistical definition and comments," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 607-613, March.
    5. Frieden, B. Roy & Hawkins, Raymond J., 2010. "Asymmetric information and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 287-295.
    6. Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
    7. Lawrence R. Glosten, 1979. "Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading," Discussion Papers 400, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    8. Kirilenko, Andrei A., 2000. "On the endogeneity of trading arrangements," Journal of Financial Markets, Elsevier, vol. 3(3), pages 287-314, August.
    9. Jack Hirshleifer, 1976. "The Theory of Specualtion Under Alternative Regimes of Markets," UCLA Economics Working Papers 070, UCLA Department of Economics.

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