The Speed of Information Revelation in a Financial Market Mechanism

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The Speed of Information Revelation in a Financial Market Mechanism

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Vives Xavier

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Xavier Vives

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 67 (1995)
Issue (Month): 1 (October)
Pages: 178-204
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Handle: RePEc:eee:jetheo:v:67:y:1995:i:1:p:178-204

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Web page: http://www.elsevier.com/locate/inca/622869

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Paper
- Vives, X., 1992. "The Speed of Information Revelation in a Financial Market Mechanism," UFAE and IAE Working Papers 174.92, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Xavier Vives, 1992. "The Speed of Information Revelation in a Financial Market Mechanism," CEPR Financial Markets Paper 0016, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.

Cited by:
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Boccard, N. & Calcagno, R., 1999. "Asymmetries of information in centralized order-driven markets," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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Piero Gottardi & Roberto Serrano, 2004. "Market Power and Information Revelation in Dynamic Trading," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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