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Dealer behaviour and price volatility in asset markets

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  • Cripps, M.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Cripps, M., 1989. "Dealer behaviour and price volatility in asset markets," Discussion Paper 1989-50, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:c8760967-252f-4da5-b5e3-b20fbda4964f
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    File URL: https://repository.tilburguniversity.edu/bitstreams/0f38e968-a0cc-4946-bdf8-ab8ec054660b/download
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    References listed on IDEAS

    as
    1. Cukierman, Alex & Meltzer, Allan H, 1986. "A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information," Econometrica, Econometric Society, vol. 54(5), pages 1099-1128, September.
    2. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    3. Albert S. Kyle, 1989. "Informed Speculation with Imperfect Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(3), pages 317-355.
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    Cited by:

    1. Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Discussion Paper 1989-43, Tilburg University, Center for Economic Research.
    2. Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Other publications TiSEM 3fc015b4-7e90-4ca3-afcf-1, Tilburg University, School of Economics and Management.

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