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Forecasting risk, informed speculation, and financial innovation

  • Instefjord, Norvald
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    File URL: http://www.sciencedirect.com/science/article/B6WJD-4H3Y9SJ-1/2/e2027105d906399c0d645017c4f64b12
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    Article provided by Elsevier in its journal Journal of Financial Intermediation.

    Volume (Year): 15 (2006)
    Issue (Month): 1 (January)
    Pages: 67-85

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    Handle: RePEc:eee:jfinin:v:15:y:2006:i:1:p:67-85
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622875

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    1. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
    2. Back, Kerry, 1993. "Asymmetric Information and Options," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-72.
    3. Bhushan, Ravi, 1991. "Trading Costs, Liquidity, and Asset Holdings," Review of Financial Studies, Society for Financial Studies, vol. 4(2), pages 343-60.
    4. Jose Marin & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Archive Working Papers 024, Birkbeck, Department of Economics, Mathematics & Statistics.
    5. Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
    6. Hara Chiaki, 1995. "Commission-Revenue Maximization in a General Equilibrium Model of Asset Creation," Journal of Economic Theory, Elsevier, vol. 65(1), pages 258-298, February.
    7. Boot, Arnoud W A & Thakor, Anjan V, 1993. " Security Design," Journal of Finance, American Finance Association, vol. 48(4), pages 1349-78, September.
    8. Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, vol. 65(1), pages 1-42, February.
    9. Rohit Rahi & José M. Marín, 1999. "Speculative securities," Economic Theory, Springer, vol. 14(3), pages 653-668.
    10. Robert J. Shiller, 1980. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," NBER Working Papers 0456, National Bureau of Economic Research, Inc.
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