Endogenous Information Acquisition with Cournot Competition
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 2 (2006)
Issue (Month): 4 (October)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=112370
Analyst coverage; Informed trading; Disclosure; G10; G14; M41;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M41 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Accounting
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sanford J Grossman & Joseph E Stiglitz, 1997.
"On the Impossibility of Informationally Efficient Markets,"
Levine's Working Paper Archive
1908, David K. Levine.
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- Kyle, Albert S, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 56(3), pages 317-55, July.
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- Verrecchia, Robert E, 1982. "Information Acquisition in a Noisy Rational Expectations Economy," Econometrica, Econometric Society, Econometric Society, vol. 50(6), pages 1415-30, November.
- Caballe, Jordi, 1993. "Transmission and production of information in imperfectly competitive financial markets," Journal of Economics and Business, Elsevier, Elsevier, vol. 45(5), pages 409-419, December.
- Admati, Anat R. & Pfleiderer, Paul, 1986. "A monopolistic market for information," Journal of Economic Theory, Elsevier, vol. 39(2), pages 400-438, August.
- Davidson, Malcolm & Gorton, Gary B, 1995.
"Stock Market Efficiency and Economic Efficiency: Is There a Connection?,"
CEPR Discussion Papers
1261, C.E.P.R. Discussion Papers.
- Dow, James & Gorton, Gary, 1997. " Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Journal of Finance, American Finance Association, American Finance Association, vol. 52(3), pages 1087-1129, July.
- James Dow & Gary Gorton, . "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 16-95, Wharton School Rodney L. White Center for Financial Research.
- James Dow & Gary Gorton, 1995. "Stock Market Efficiency and Economic Efficiency: Is There a Connection?," NBER Working Papers 5233, National Bureau of Economic Research, Inc.
- Caballe, Jordi & Krishnan, Murugappa, 1994. "Imperfect Competition in a Multi-security Market with Risk Neutrality," Econometrica, Econometric Society, Econometric Society, vol. 62(3), pages 695-704, May.
- Bhushan, Ravi, 1989. "Firm characteristics and analyst following," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 11(2-3), pages 255-274, July.
- Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 1994. " Security Analysis and Trading Patterns When Some Investors Receive Information before Others," Journal of Finance, American Finance Association, American Finance Association, vol. 49(5), pages 1665-98, December.
- Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
- Holmstrom, Bengt & Tirole, Jean, 1993. "Market Liquidity and Performance Monitoring," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 101(4), pages 678-709, August.
- Brennan, Michael J. & Subrahmanyam, Avanidhar, 1995. "Investment analysis and price formation in securities markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 38(3), pages 361-381, July.
- GarcÃa, Diego & UroÅ¡eviÄ‡, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(3), pages 526-549.
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