Dealer behaviour and price volatility in asset markets
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1989-50.
Date of creation: 1989
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Web page: http://center.uvt.nl
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.:
- Oliver Hart & David Kreps, 1986. "Price Destabilizing Speculation (Now published in Journal of Political Economy (october 1986).)," STICERD - Theoretical Economics Paper Series /1984/92, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Hart, Oliver D & Kreps, David M, 1986.
"Price Destabilizing Speculation,"
Journal of Political Economy,
University of Chicago Press, vol. 94(5), pages 927-52, October.
- Kyle, Albert S, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Wiley Blackwell, vol. 56(3), pages 317-55, July.
- J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1987. "The Economic Consequences of Noise Traders," NBER Working Papers 2395, National Bureau of Economic Research, Inc.
- Cukierman, Alex & Meltzer, Allan H, 1986. "A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information," Econometrica, Econometric Society, vol. 54(5), pages 1099-1128, September.
- Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Discussion Paper 1989-43, Tilburg University, Center for Economic Research.
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