THE INFORMATION-CONTENT OF SPECIALIST PRICING

被引:22
作者
GOULD, JP [1 ]
VERRECCHIA, RE [1 ]
机构
[1] UNIV PENN,PHILADELPHIA,PA 19104
关键词
D O I
10.1086/261287
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:66 / 83
页数:18
相关论文
共 18 条
[11]   OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET [J].
JAFFE, JF ;
WINKLER, RL .
JOURNAL OF FINANCE, 1976, 31 (01) :49-61
[12]   INFORMATION AND MARKET EQUILIBRIUM [J].
KIHLSTROM, RE ;
MIRMAN, LJ .
BELL JOURNAL OF ECONOMICS, 1975, 6 (01) :357-376
[13]   RATIONAL-EXPECTATIONS, INFORMATION ACQUISITION, AND COMPETITIVE BIDDING [J].
MILGROM, PR .
ECONOMETRICA, 1981, 49 (04) :921-943
[14]   STOCK-EXCHANGE SEATS AS CAPITAL ASSETS [J].
SCHWERT, GW .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) :51-78
[15]   INFORMATION ACQUISITION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY [J].
VERRECCHIA, RE .
ECONOMETRICA, 1982, 50 (06) :1415-1430
[16]  
VERRECCHIA RE, 1980, AM ECON REV, V70, P874
[17]   AUCTIONS OF SHARES [J].
WILSON, R .
QUARTERLY JOURNAL OF ECONOMICS, 1979, 93 (04) :675-689
[18]  
ZABEL E, 1979, COMPETITIVE PRICE AD