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Market "Efficiency" in a Market with Heterogeneous Information

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  • Figlewski, Stephen C
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    Bibliographic Info

    Article provided by University of Chicago Press in its journal Journal of Political Economy.

    Volume (Year): 86 (1978)
    Issue (Month): 4 (August)
    Pages: 581-97

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    Handle: RePEc:ucp:jpolec:v:86:y:1978:i:4:p:581-97

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    Web page: http://www.journals.uchicago.edu/JPE/

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    Cited by:
    1. Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
    2. Just, Richard E. & Rausser, Gordon C., 1979. "Econometric model and futures markets commodity price forecasting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8673v745, Department of Agricultural & Resource Economics, UC Berkeley.
    3. Rausser, Gordon C. & Just, Richard E., 1979. "Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models," CUDARE Working Paper Series 66, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
    4. Marcello Galeotti & Franco Gori, 1993. "Multiple patterns in the dynamics of a stock market model," Decisions in Economics and Finance, Springer, vol. 16(2), pages 39-58, September.
    5. Richard M. Levich, 1979. "Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence," NBER Working Papers 0336, National Bureau of Economic Research, Inc.
    6. Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2002. "Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 435-450, April.
    7. LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
    8. Kamal, Mona, 2014. "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper 54708, University Library of Munich, Germany.
    9. Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002. "Asset prices and informed traders' abilities: evidence from experimental asset markets," Working Paper 2002-26, Federal Reserve Bank of Atlanta.
    10. Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Society for Computational Economics, vol. 37(1), pages 89-111, January.

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