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On the Efficient Markets Hypothesis

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  • Jordan, J S
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    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 51 (1983)
    Issue (Month): 5 (September)
    Pages: 1325-43

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    Handle: RePEc:ecm:emetrp:v:51:y:1983:i:5:p:1325-43

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    Cited by:
    1. Muendler, Marc-Andreas, 2004. "The Existence of Informationally Efficient Markets When Individuals Are Rational," University of California at San Diego, Economics Working Paper Series qt5tf543q2, Department of Economics, UC San Diego.
    2. Stahn, Hubert, 2000. "A remark on rational expectation equilibria with incomplete markets and real assets," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 441-448, May.
    3. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
    4. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, vol. 48(2), pages 229-242, October.
    5. Beth Allen & James S. Jordan, 1998. "The existence of rational expectations equilibrium: a retrospective," Staff Report 252, Federal Reserve Bank of Minneapolis.
    6. 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.
    7. Muendler, Marc-Andreas, 2007. "The possibility of informationally efficient markets," Journal of Economic Theory, Elsevier, vol. 133(1), pages 467-483, March.
    8. Bernardo, Antonio E. & Judd, Kenneth L., 2000. "Asset market equilibrium with general tastes, returns, and informational asymmetries," Journal of Financial Markets, Elsevier, vol. 3(1), pages 17-43, February.

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