The Speed of Information Revelation in a Financial Market Mechanism

This file is part of IDEAS, which uses RePEc data

The Speed of Information Revelation in a Financial Market Mechanism

Author Info

Vives, X.

Additional information is available for the following registered author(s):

Xavier Vives

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

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.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 23 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:aub:autbar:174.92

Contact details of provider:
Postal: 08193, Bellaterra, Barcelona
Phone: 34 93 592 1203
Web page: http://pareto.uab.cat
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Xavier Vila).

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.)

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!] (restricted)
Boccard, N. & Calcagno, R., 1999. "Asymmetries of information in centralized order-driven markets," UniversitÃ© catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 1999016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
Other versions:
- Boccard, N. & Calcagno, R., 1999. "Asymmetries of Information in Centralized Oder-Driven Markets," Papers 9935, Catholique de Louvain - Center for Operations Research and Economics.
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!]

Statistics

Access and download statistics

Did you know? IDEAS indexes over 600000 items of research in Economics alone.

This page was last updated on 2008-8-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.