Securities Market Efficiency in an Arrow-Debreu Economy
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ehrlich, Isaac & Becker, Gary S, 1972. "Market Insurance, Self-Insurance, and Self-Protection," Journal of Political Economy, University of Chicago Press, vol. 80(4), pages 623-648, July-Aug..
- Hochman, Harold M & Rodgers, James D, 1969. "Pareto Optimal Redistribution," American Economic Review, American Economic Association, pages 542-557.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lyons, R.K., 1991.
"Private Beliefs and Information Externalities in the Foreign Exchange Market,"
91-17, Columbia - Graduate School of Business.
- Richard K. Lyons, 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," NBER Working Papers 3889, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
- 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.
- Jack Hirshleifer, 1975. "The Theory of Speculation Under Alternative Regimes of Markets," UCLA Economics Working Papers 066, UCLA Department of Economics.
- Jack Hirshleifer, 1976. "The Theory of Specualtion Under Alternative Regimes of Markets," UCLA Economics Working Papers 070, UCLA Department of Economics.
- Milionis, Alexandros E., 2007. "Efficient capital markets: A statistical definition and comments," Statistics & Probability Letters, Elsevier, pages 607-613.
- 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.
- repec:dau:papers:123456789/78 is not listed on IDEAS
- 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.
- 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
StatisticsAccess and download statistics
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: (Jane Voros) or (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.