ASYMMETRICAL INFORMATION IN SECURITIES MARKETS AND TRADING VOLUME

[1] Bachelier L., 1964, RANDOM CHARACTER STO

[2] BALL R, 1968, J ACCOUNTING RES, V6, P157

[3] BEAVER W, 1968, J ACCOUNTING RES S, P67

[4] MODEL OF ASSET TRADING UNDER ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1149 - 1168

[5] Crouch R., 1970, FINANCIAL ANAL J, V26, P104, DOI [DOI 10.2469/FAJ.V26.N4.104, 10.2469/faj.v26.n4.104]

[6] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[7] Green J., 1973, 284 HARV I EC RES

[8] GRIFFIN P, 1977, COMPETITIVE INFORMAT

[9] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[10] EXPERIMENTAL EVIDENCE ON PRICE FORMATION IN COMPETITIVE MARKETS [J]. JOURNAL OF POLITICAL ECONOMY, 1972, 80 (02) : 375 - 385

[1] Bachelier L., 1964, RANDOM CHARACTER STO

[2] BALL R, 1968, J ACCOUNTING RES, V6, P157

[3] BEAVER W, 1968, J ACCOUNTING RES S, P67

[4] MODEL OF ASSET TRADING UNDER ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1149 - 1168

[5] Crouch R., 1970, FINANCIAL ANAL J, V26, P104, DOI [DOI 10.2469/FAJ.V26.N4.104, 10.2469/faj.v26.n4.104]

[6] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[7] Green J., 1973, 284 HARV I EC RES

[8] GRIFFIN P, 1977, COMPETITIVE INFORMAT

[9] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[10] EXPERIMENTAL EVIDENCE ON PRICE FORMATION IN COMPETITIVE MARKETS [J]. JOURNAL OF POLITICAL ECONOMY, 1972, 80 (02) : 375 - 385