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On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information

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Author Info
Grossman, Sanford J
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 31 (1976)
Issue (Month): 2 (May)
Pages: 573-85
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Handle: RePEc:bla:jfinan:v:31:y:1976:i:2:p:573-85

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  1. Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Drew, Michael E. & Stanford, Jon D. & Veeraraghavan, Madhu, 2002. "Efficiency with Costly Information: A Study of Australian Wholesale Superannuation Fund Performance," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 32(1), pages 35-47, March. [Downloadable!]
  3. Gao, Pingyang, 2007. "Keynesian Beauty Contest, Accounting Disclosure, and Market Efficiency," MPRA Paper 9480, University Library of Munich, Germany, revised Oct 2007. [Downloadable!]
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  4. Michael E. Drew & Jon D. Stanford & Madhu Veeraraghavan, 2001. "Testing The Incomplete Arbitrate Hypothesis: Evidence From Australian Wholesale Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series 099, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  5. Karl Ludwig Keiber, 2005. "The Informational Content of Transactions," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 47-60, June. [Downloadable!] (restricted)
  6. Tomas Dvorak, 2001. "Gross Capital Flows and Asymmetric Information," Department of Economics Working Papers 189, Department of Economics, Williams College. [Downloadable!]
  7. Peter Bossaerts, 1985. "The Information Efficiency of Market Prices," University of California at Los Angeles, Anderson Graduate School of Management 1213, Anderson Graduate School of Management, UCLA. [Downloadable!]
  8. Gabriel Desgranges & Celine Rochon, 2008. "Conformism, Public News and Market Effciency," OFRC Working Papers Series 2008fe16, Oxford Financial Research Centre. [Downloadable!]
  9. Hendrik J. Blok, 2000. "On the nature of the stock market: Simulations and experiments," Quantitative Finance Papers cond-mat/0010211, arXiv.org. [Downloadable!]
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