A 'Trade Out of Equilibrium' Model of the Stock Market
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|Date of creation:||Jan 1978|
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|Contact details of provider:|| Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014|
Web page: http://www.kellogg.northwestern.edu/research/math/
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- 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 123-31, February.
- Hurwicz, Leonid & Radner, Roy & Reiter, Stanley, 1975.
"A Stochastic Decentralized Resource Allocation Process: Part II,"
Econometric Society, vol. 43(3), pages 363-93, May.
- Hurwicz, Leonid & Radner, Roy & Reiter, Stanley, 1975. "A Stochastic Decentralized Resource Allocation Process: Part I," Econometrica, Econometric Society, vol. 43(2), pages 187-221, March.
- Richard E. Kihlstrom & Leonard J. Mirman, 1975. "Information and Market Equilibrium," Bell Journal of Economics, The RAND Corporation, vol. 6(1), pages 357-376, Spring.
- Garman, Mark B., 1976. "Market microstructure," Journal of Financial Economics, Elsevier, vol. 3(3), pages 257-275, June.
- 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.
- Rothschild, Michael, 1973. "Models of Market Organization with Imperfect Information: A Survey," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1283-1308, Nov.-Dec..
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