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Necessary Conditions for Aggregation in Securities Markets

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  • Brennan, M. J.
  • Kraus, Alan
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    Bibliographic Info

    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 13 (1978)
    Issue (Month): 03 (September)
    Pages: 407-418

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    Handle: RePEc:cup:jfinqa:v:13:y:1978:i:03:p:407-418_00

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    Cited by:
    1. Gomez, Juan-Pedro, 2007. "The impact of keeping up with the Joneses behavior on asset prices and portfolio choice," Finance Research Letters, Elsevier, vol. 4(2), pages 95-103, June.
    2. Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1986. "A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty," NBER Working Papers 1981, National Bureau of Economic Research, Inc.
    3. Rapp, Marc Steffen & Schwetzler, Bernhard, 2008. "Equilibrium security prices with capital income taxes and an exogenous interest rate," CEFS Working Paper Series 2008-08, Center for Entrepreneurial and Financial Studies (CEFS), Technische Universit√§t M√ľnchen.
    4. Kraus, Alan & Smith, Maxwell, 1998. "Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs," Journal of Financial Markets, Elsevier, vol. 1(2), pages 151-174, August.
    5. DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 80(1), pages 123-152, May.
    6. Edward E. Schlee, 2001. "The Value of Information in Efficient Risk-Sharing Arrangements," American Economic Review, American Economic Association, vol. 91(3), pages 509-524, June.
    7. Marc Rapp & Bernhard Schwetzler, . "Asset Prices in the Presence of a Tax Authority," German Working Papers in Law and Economics 2006-1-1167, Berkeley Electronic Press.

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