A 'Trade Out of Equilibrium' Model of the Stock Market
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- Ehud Kalai, 1977. "A Game of Barter with Barriers to Trade," Discussion Papers 302, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Hurwicz, Leonid & Radner, Roy & Reiter, Stanley, 1975.
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- Hurwicz, Leonid & Radner, Roy & Reiter, Stanley, 1975. "A Stochastic Decentralized Resource Allocation Process: Part II," Econometrica, Econometric Society, vol. 43(3), pages 363-393, May.
- Smidt, Seymour, 1968. "A New Look at the Random Walk Hypothesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(03), pages 235-261, September.
- Graham, Daniel A & Jacobson, Edward & Weintraub, E Roy, 1972. "Transactions Costs and the Convergence of a "Trade out of Equilibrium" Adjustment Process," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 123-131, February.
- Garman, Mark B., 1976. "Market microstructure," Journal of Financial Economics, Elsevier, vol. 3(3), pages 257-275, June.
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