Information Revelation and Market Incompleteness
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Jose Marin & Rohit Rahi, 1996. "Information Revelation and Market Incompleteness," Archive Working Papers 024, Birkbeck, Department of Economics, Mathematics & Statistics.
- José M. Marín & Rohit Rahi, 1996. "Information revelation and market incompleteness," Economics Working Papers 145, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
- Bhattacharya Utpal & Reny Philip J. & Spiegel Matthew, 1995.
"Destructive Interference in an Imperfectly Competitive Multi-Security Market,"
Journal of Economic Theory,
Elsevier, vol. 65(1), pages 136-170, February.
- Reny, P.J. & Bhattacharya, U. & Spiegel, M., 1993. "Destructive Interference in an Imperfectly Competitive Multi-Security Market," UWO Department of Economics Working Papers 9318, University of Western Ontario, Department of Economics.
- Allen, Franklin & Gale, Douglas, 1991.
"Arbitrage, Short Sales, and Financial Innovation,"
Econometric Society, vol. 59(4), pages 1041-1068, July.
- Franklin Allen & Douglas Gale, "undated". "Arbitrage, Short Sales and Financial Innovation," Rodney L. White Center for Financial Research Working Papers 10-89, Wharton School Rodney L. White Center for Financial Research.
- Franklin Allen & Douglas Gale, 1990. "Incomplete Markets and Incentives to Set Up an Options Exchange*," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 15(1), pages 17-46, March.
More about this item
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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:oup:restud:v:67:y:2000:i:3:p:563-579.. 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: (Oxford University Press) or (Christopher F. Baum). General contact details of provider: .
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.
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.