IDEAS home Printed from https://ideas.repec.org/a/aea/aecrev/v65y1975i5p812-24.html
   My bibliography  Save this article

Securities Market Efficiency in an Arrow-Debreu Economy

Author

Listed:
  • Rubinstein, Mark

Abstract

No abstract is available for this item.

Suggested Citation

  • Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-824, December.
  • Handle: RePEc:aea:aecrev:v:65:y:1975:i:5:p:812-24
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0002-8282%28197512%2965%3A5%3C812%3ASMEIAA%3E2.0.CO%3B2-4&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
    2. repec:eee:reecon:v:72:y:2018:i:1:p:117-146 is not listed on IDEAS
    3. Frieden, B. Roy & Hawkins, Raymond J., 2010. "Asymmetric information and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 287-295.
    4. Ng, Man-Chung, 2003. "On the duality between prior beliefs and trading demands," Journal of Economic Theory, Elsevier, vol. 109(1), pages 39-51, March.
    5. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
    6. Hirshleifer, Jack, 1977. "The Theory of Speculation under Alternative Regimes of Markets," Journal of Finance, American Finance Association, vol. 32(4), pages 975-999, September.
    7. Milionis, Alexandros E., 2007. "Efficient capital markets: A statistical definition and comments," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 607-613, March.
    8. Lawrence R. Glosten, 1979. "Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading," Discussion Papers 400, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    9. repec:dau:papers:123456789/78 is not listed on IDEAS
    10. Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018. "Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets," Research in Economics, Elsevier, vol. 72(1), pages 117-146.
    11. Henry L. Friedman & Mirko S. Heinle, 2016. "Taste, information, and asset prices: implications for the valuation of CSR," Review of Accounting Studies, Springer, vol. 21(3), pages 740-767, September.
    12. Kirilenko, Andrei A., 2000. "On the endogeneity of trading arrangements," Journal of Financial Markets, Elsevier, vol. 3(3), pages 287-314, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aea:aecrev:v:65:y:1975:i:5:p:812-24. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael P. Albert). General contact details of provider: http://edirc.repec.org/data/aeaaaea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.