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Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading

  • Lawrence R. Glosten
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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/400.pdf
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    Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 400.

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    Date of creation: Sep 1979
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    Handle: RePEc:nwu:cmsems:400
    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
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    Web page: http://www.kellogg.northwestern.edu/research/math/
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    1. Feiger, George M., 1978. "Divergent rational expectations equilibrium in a dynamic model of a futures market," Journal of Economic Theory, Elsevier, vol. 17(2), pages 164-178, April.
    2. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    3. Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-24, December.
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