Citations for "Further results on the informational efficiency of competitive stock markets"
by Grossman, Sanford
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"Heterogeneous Information and the Theory of the Business Cycle,"
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- Verrecchia, Robert E., 2001. "Essays on disclosure," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 97-180, December.
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"Transmission of Volatility Between Stock Markets,"
NBER Working Papers
2910, National Bureau of Economic Research, Inc.
- Cipriani, Marco & Guarino, Antonio & Guazzarotti, Giovanni & Tagliati, Federico & Fischer, Sven, 2015.
"Informational contagion in the laboratory,"
715, Federal Reserve Bank of New York.
- Nielsen, Lars Tyge, 1996. "Common knowledge: The case of linear regression," Journal of Mathematical Economics, Elsevier, vol. 26(3), pages 285-304.
- Thakor, Anjan V., 1996. "The design of financial systems: An overview," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 917-948, June.
- Luo, Guo Ying, 2003.
"Evolution, efficiency and noise traders in a one-sided auction market,"
Journal of Financial Markets,
Elsevier, vol. 6(2), pages 163-197, April.
- Guo Ying (Rosemary) Luo, 2001. "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001 49, Society for Computational Economics.
- Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T., 2012. "IQ, trading behavior, and performance," Journal of Financial Economics, Elsevier, vol. 104(2), pages 339-362.
- Rahi,Rohit, 1992.
"Partially revealing rational expectations equilibria with nominal assets,"
Discussion Paper Serie A
387, University of Bonn, Germany.
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- John Bryant, 1980. "Costly information and the stock market," Staff Report 53, Federal Reserve Bank of Minneapolis.
- Leonard J. Mirman & Egas M. Salgueiro & Marc Santugini, 2015. "Noisy Learning in a Competitive Market with Risk Aversion," Cahiers de recherche 1502, CIRPEE.
- Gadi Barlevy & Pietro Veronesi, 2000.
"Rational Panics and Stock Market Crashes,"
CRSP working papers
483, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- D. Friedman & G.W. Harrison & J.W. Salmon, 1982.
"The Informational Role of Futures Markets and Learning Behaviour: Some experimental evidence,"
Economics Discussion / Working Papers
82-07, The University of Western Australia, Department of Economics.
- Daniel Friedman & Glen W. Harrison & Jon W. Salmon, 1982. "The Informational Role of Futures Markets and Learning Behavious: Some Experimental Evidence," UCLA Economics Working Papers 248, UCLA Department of Economics.
- MacDonald, Ronald, 2000. " Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
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"Strategic pricing, signalling, and costly information acquisition,"
International Journal of Industrial Organization,
Elsevier, vol. 19(9), pages 1347-1361, November.
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- Bester, Helmut & Ritzberger, Klaus, 1998. "Strategic Pricing, Signalling and Costly Information Acquisition," CEPR Discussion Papers 2032, C.E.P.R. Discussion Papers.
- George, Thomas J. & Hwang, Chuan-Yang, 1998. "Endogenous market statistics and security pricing:: An empirical investigation," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 285-319, September.
- Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
- Berliant, Marcus & De, Sankar, 1998. "On the revelation of private information in stock market economies," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 241-256, September.
- "Kamoike, Osamu", 1981. "Theory of Demand for a Mutual Fund under Asymmetric Information," Economic Review, Hitotsubashi University, vol. 32(4), pages 332-346, January.
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- DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 80(1), pages 123-152, May.
- Catherine Rouzaud, 1983. "Anticipations rationnelles et information révélée par les prix : une introduction," Revue Économique, Programme National Persée, vol. 34(6), pages 1116-1144.
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- Gunther Maier & Shanaka Herath, 2009.
"Real Estate Market Efficiency: A Survey of Literature,"
sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," ERES eres2009_155, European Real Estate Society (ERES).
- James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
- Einy, Ezra & Moreno, Diego & Shitovitz, Benyamin, 2000. "Rational expectations equilibria and the ex-post core of an economy with asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 527-535, December.
- Gadi Barlevy & Pietro Veronesi, 1999. "On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance," Discussion Papers 1252, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Detemple, Jerome B., 2002. "Asset pricing in an intertemporal partially-revealing rational expectations equilibrium," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 219-248, September.
- Naik, Narayan Y., 1997. "On aggregation of information in competitive markets: The dynamic case," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1199-1227, June.