ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS

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

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

[3] FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1978, 18 (01) : 81 - 101

[4] GROSSMAN S, 1975, EFFICIENCY COMPETITI

[5] GROSSMAN SJ, 1977, REV ECON STUD, P431

[6] GROSSMAN SJ, 1978, 259 STANF U I MATH S

[7] Hildenbrand W., 1974, CORE EQUILIBRIA LARG

[8] ALLOCATION OF INDIVIDUAL RISKS IN LARGE MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1972, 4 (02) : 312 - 328

[9] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136

[10] RAIFFA H, 1961, APPLIED STATISTICAL

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

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

[3] FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1978, 18 (01) : 81 - 101

[4] GROSSMAN S, 1975, EFFICIENCY COMPETITI

[5] GROSSMAN SJ, 1977, REV ECON STUD, P431

[6] GROSSMAN SJ, 1978, 259 STANF U I MATH S

[7] Hildenbrand W., 1974, CORE EQUILIBRIA LARG

[8] ALLOCATION OF INDIVIDUAL RISKS IN LARGE MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1972, 4 (02) : 312 - 328

[9] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136

[10] RAIFFA H, 1961, APPLIED STATISTICAL