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Private Information and the Design of Securities

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Author Info
Demange, G.
Laroque, G.

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Abstract

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Publisher Info
Paper provided by DELTA (Ecole normale supérieure) in its series DELTA Working Papers with number 92-22.

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Length: 38 pages
Date of creation: 1992
Date of revision:
Publication status: Published in Journal of Economic Theory, 1995, 65, pp. 233-257
Handle: RePEc:del:abcdef:92-22

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Related research
Keywords: financial market ; risk ; information;

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  1. Faias, Marta, 2004. "General equilibrium and endogenous creation of asset markets," FEUNL Working Paper Series wp454, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
  2. Robert J. Shiller, 1998. "Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing," Cowles Foundation Discussion Papers 1185, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  3. Han Ozsoylev, 2008. "Amplification and asymmetry in crashes and frenzies," Annals of Finance, Springer, vol. 4(2), pages 157-181, March. [Downloadable!] (restricted)
    Other versions:
  4. Diego García & Branko Urosevic, 2004. "Noise and Aggregation of Information in Large Markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  5. Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei. [Downloadable!]
  6. Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics. [Downloadable!]
    Other versions:
  7. Medrano, Luis Angel & Vives, Xavier, 2002. "Regulating Insider Trading when Investment Matters," CEPR Discussion Papers 3292, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
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