Advanced Search
MyIDEAS: Login

Citations for "The Efficient Market Hypothesis and Insider Trading on the Stock Market"

by Laffont, Jean-Jacques & Maskin, Eric S

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Calcagno, Riccardo & Heider, Florian, 2007. "Market based compensation, price informativeness and short-term trading," Working Paper Series 0735, European Central Bank.
  2. Germain, Laurent, 2005. "Strategic noise in competitive markets for the sale of information," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 179-209, April.
  3. Gadi Barlevy & Pietro Veronesi, 2000. "Rational Panics and Stock Market Crashes," CRSP working papers 483, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  4. Owens, John P., 2005. "A market microstructure model with random overlapping information asymmetries," Finance Research Letters, Elsevier, vol. 2(2), pages 59-66, June.
  5. Eric Maskin, 2004. "Jean-Jacques Laffont: A Look Back," Journal of the European Economic Association, MIT Press, vol. 2(5), pages 913-923, 09.
  6. Jullien, B. & Mariotti, T., 2006. "Auction and the informed seller problem," Games and Economic Behavior, Elsevier, vol. 56(2), pages 225-258, August.
  7. Lucian Arye Bebchuk & Chaim Fershtman, 1990. "The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects," Discussion Papers 897, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  8. Qi, Jianping, 1996. "Efficient investment and financial intermediation," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 891-900, June.
  9. Lucian Arye Bebchuk & Chaim Fershtman, 1990. "The Effect of Insider Trading on Insiders' Reaction to Opportunities to 'Waste' Corporate Value," Discussion Papers 889, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  10. Antonov, Mikhail & Trofimov, Georgi, 1992. "Insider Trading, Micro Diversity and the Long-Run Macro Efficiency," Working Paper Series 355, Research Institute of Industrial Economics.
  11. George J. Mailath & Georg Nöldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Levine's Bibliography 321307000000000267, UCLA Department of Economics.
  12. Mailath, George J. & Nöldeke, Georg, 2008. "Does competitive pricing cause market breakdown under extreme adverse selection?," Journal of Economic Theory, Elsevier, vol. 140(1), pages 97-125, May.
  13. Agastya, Murali, 2003. "Insider Trading, Informational Effciency and Allocative Effciency," Working Papers 6, University of Sydney, School of Economics.
  14. Richard K. Lyons, 1993. "Optimal Transparency in a Dealership Market with an Application to Foreign Exchange," NBER Working Papers 4467, National Bureau of Economic Research, Inc.
  15. Lyons, Richard K., 1997. "A simultaneous trade model of the foreign exchange hot potato," Journal of International Economics, Elsevier, vol. 42(3-4), pages 275-298, May.
  16. Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January.
  17. Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
  18. Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Rochet, Jean-Charles. & Vila, Jean-Luc., 1991. "Insider trading and market manipulations--existence and uniqueness of equilibrium," Working papers 3318-91., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  20. Madrigal, Vicente & Scheinkman, Jose A., 1997. "Price Crashes, Information Aggregation, and Market-Making," Journal of Economic Theory, Elsevier, vol. 75(1), pages 16-63, July.
  21. Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
  22. Biais, Bruno & Foucault, Thierry, 1993. "Asymétrie d’information et marchés financiers : une synthèse de la littérature récente," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 8-44, mars.
  23. Krebs, Tom, 2007. "Rational expectations equilibrium and the strategic choice of costly information," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 532-548, June.