The Speed of Information Revelation in a Financial Market Mechanism

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The Speed of Information Revelation in a Financial Market Mechanism

Author Info

Vives, X.

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Xavier Vives

Abstract

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Publisher Info
Paper provided by Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) in its series UFAE and IAE Working Papers with number 174.92.

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Length: 23 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:aub:autbar:174.92

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Other versions of this item:

Article
- Vives Xavier, 1995. "The Speed of Information Revelation in a Financial Market Mechanism," Journal of Economic Theory, Elsevier, vol. 67(1), pages 178-204, October. [Downloadable!] (restricted)
Paper
- 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:
(explanations, 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.)

Giovanni Cespa, 2003. "A Comparison of Stock Market Mechanisms," CSEF Working Papers 94, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
Other versions:
- Giovanni Cespa, 2001. "A Comparison of Stock Market Mechanisms," Economics Working Papers 545, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2003. [Downloadable!]
- Giovanni Cespa, 2004. "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 803-824, Winter.
FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris. [Downloadable!]
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- Laurence Lescourret ; Thierry Foucault, 2001. "Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems," Working Papers 2001-18, Centre de Recherche en Economie et Statistique. [Downloadable!]
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!]
Other versions:
- BOCCARD, Nicolas & CALCAGNO, Riccardo, 1999. "Asymmetries of information in centralized order-driven markets," CORE Discussion Papers 1999035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Sandro Brusco & Carolina Manzano & Mikel Tapia, 2003. "Price Discovery In The Pre-Opening Period. Theory And Evidence From The Madrid Stock Exchange," Business Economics Working Papers wb035814, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
Christophe Chamley, 2003. "Dynamic Speculative Attacks," American Economic Review, American Economic Association, vol. 93(3), pages 603-621, June. [Downloadable!]
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!]
Other versions:
- Piero Gottardi & Roberto Serrano, 2002. "Market Power and Information Revelation in Dynamic Trading," Game Theory and Information 0203005, EconWPA. [Downloadable!]
- Piero Gottardi & Roberto Serrano, 2002. "Market Power and Information Revelation in Dynamic Trading," Economics Working Papers 0027, Institute for Advanced Study, School of Social Science. [Downloadable!]
- Piero Gottardi & Roberto Serrano, 2005. "Market Power And Information Revelation In Dynamic Trading," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1279-1317, December. [Downloadable!] (restricted)
Giovanni Cespa, 2002. "Giffen Goods and Market Making," Economics Working Papers 681, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2003. [Downloadable!]
Other versions:
- Giovanni Cespa, 2003. "Giffen Goods and Market Making," CSEF Working Papers 97, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
- Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer, vol. 25(4), pages 983-997, 06. [Downloadable!] (restricted)
Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany. [Downloadable!]
Other versions:
- Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany. [Downloadable!]
Juan Dubra & Helios Herrera, 2002. "Market Participation, Information and Volatility," Working Papers 0206, Centro de Investigacion Economica, ITAM. [Downloadable!]

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