A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS

被引：284

作者：

ADMATI, AR

机构：

来源：

关键词：

D O I：

10.2307/1911659

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：629 / 657

页数：29

共 24 条

[1]

ADMATI A, 1983, THESIS YALE U

ADMATI, AR ;

ROSS, SA .

[3] ON THE EXISTENCE OF RATIONAL-EXPECTATIONS EQUILIBRIUM [J].

ANDERSON, RM ;

SONNENSCHEIN, H .

[4]

BEJA A., 1977, 61 U CAL BERK RES PR

[5]

BEWLEY T, 1980, UNPUB STATIONARY EQU

[6]

CHUNG KL, 1968, COURSE PROBABILITY T

[7] INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY [J].

DIAMOND, DW ;

VERRECCHIA, RE .

[8]

DIAMOND DW, 1983, 102 U CHIC GRAD SCH

[9]

GRINBLATT MS, 1982, THESIS YALE U

GROSSMAN, S .