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Volatility, Information, and Noise Trading

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Author Info
Jean-Pierre DANTHINE
Serge MORESI

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Abstract

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Publisher Info
Paper provided by Université de Lausanne, Faculté des HEC, DEEP in its series Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) with number 9015.

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Length: 29 pages
Date of creation: Aug 1990
Date of revision:
Publication status: Published in European Economic Review, vol. 37 (5), 1993, pp. 961-982
Handle: RePEc:lau:crdeep:9015

Contact details of provider:
Postal: Université de Lausanne, Faculté des HEC, DEEP, Internef, CH-1015 Lausanne
Phone: ++41 21 692.33.64
Fax: ++41 21 692.33.65
Web page: http://www.hec.unil.ch/deep/publications-english/e-cahiers.htm

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Related research
Keywords: market; efficiency; welfare; economic equilibrium; economic models;

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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.)
  1. 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:
  2. Riccardo Calcagno & Florian Heider, 2007. "Market based compensation, price informativeness and short-term trading," Working Paper Series 735, European Central Bank. [Downloadable!]
  3. 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!]
  4. Frechette, Darren & Delavan, Willard, 1998. "El Nino And Coffee Price Volatility In 1997," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20908, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  5. 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:
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This page was last updated on 2009-11-22.

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