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On the Equivalence of Noise Trader and Hedger Models in Market Microstructure

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  • Sarkar Asani

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 3 (1994)
Issue (Month): 2 (March)
Pages: 204-212

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Handle: RePEc:eee:jfinin:v:3:y:1994:i:2:p:204-212

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Web page: http://www.elsevier.com/locate/inca/622875

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Cited by:
  1. Medrano, Luis Angel & Vives, Xavier, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers.
  2. SÀfvenblad, Patrik, 1997. "Lead-Lag Effects When Prices Reveal Cross-Security Information," Working Paper Series in Economics and Finance 189, Stockholm School of Economics.

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