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Short-Term Investment and the Informational Efficiency of the Market Author info | Abstract | Publisher info | Download info | Related research | Statistics Vives, X.
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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
207.93.
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Length: 28 pages
Date of creation: 1993Date of revision:
Handle: RePEc:aub:autbar:207.93Contact 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).
Keywords: information ; risk ; Other versions of this item:
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 & Xavier Vives, 2008.
"Dynamic Trading and Asset Prices: Keynes vs. Hayek ,"
CSEF Working Papers
191, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Other versions: Alexander Gumbel, 1999.
"Trading on Short-Term Information ,"
OFRC Working Papers Series
1999fe10, Oxford Financial Research Centre.
[Downloadable!]
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!]
Other versions:
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!] Giovanni Cespa, 2004.
"A Comparison of Stock Market Mechanisms ,"
RAND Journal of Economics ,
The RAND Corporation, vol. 35(4), pages 803-824, Winter.
Riccardo Calcagno & Florian Heider, 2007.
"Market based compensation, price informativeness and short-term trading ,"
Working Paper Series
735, European Central Bank.
[Downloadable!]
Craig Holden & Avanidhar Subrahmanyam, 1998.
"New Events, Information Acquisition, and Serial Correlation ,"
University of California at Los Angeles, Anderson Graduate School of Management
1115, Anderson Graduate School of Management, UCLA.
[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, 2005.
"Complementarities in Information Acquisition with Short-Term Trades ,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-156, Boston University - Department of Economics.
[Downloadable!]
Riccardo Calcagno & Florian Heider, 2004.
"Market Based Compensation, Trading And Liquidity ,"
Business Economics Working Papers
wb046224, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Philippe Bacchetta & Eric Van Wincoop, 2006.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? ,"
American Economic Review ,
American Economic Association, vol. 96(3), pages 552-576, June.
[Downloadable!]
Other versions:
Philippe Bacchetta & Eric van Wincoop, 2003.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? ,"
Working Papers
03.02, Swiss National Bank, Study Center Gerzensee.
[Downloadable!] Bacchetta, Philippe & van Wincoop, Eric, 2003.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? ,"
CEPR Discussion Papers
3808, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Eric van Wincoop & Philippe Bacchetta, 2003.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? ,"
NBER Working Papers
9498, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Eric van Wincoop & Philippe Bacchetta, 2004.
"Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? ,"
Econometric Society 2004 North American Winter Meetings
628, Econometric Society.
[Downloadable!] Marc-Andreas Muendler, 2005.
"Risk Neutral Investors Do Not Acquire Information¤ ,"
University of California at San Diego, Economics Working Paper Series
2005-10, Department of Economics, UC San Diego.
[Downloadable!]
Alexander Gümbel, 2000.
"Myopic Traders, Efficiency and Taxation ,"
OFRC Working Papers Series
2000fe05, Oxford Financial Research Centre.
[Downloadable!]
Giovanni Cespa, 2000.
"Short-term Investment and Equilibrium Multiplicity ,"
Economics Working Papers
520, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2002.
[Downloadable!]
Other versions: 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) Giovanni Cespa, 2007.
"Information Sales and Insider Trading with Long-lived Information ,"
CSEF Working Papers
174, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Säfvenblad, Patrik, 1997.
"Lead-Lag Effects When Prices Reveal Cross-Security Information ,"
Working Paper Series in Economics and Finance
189, Stockholm School of Economics.
[Downloadable!]
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