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MARKET POWER IN A SECURITIES MARKET WITH ENDOGENOUS INFORMATION
被引:22
作者
:
GRINBLATT, MS
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV, NEW HAVEN, CT 06520 USA
YALE UNIV, NEW HAVEN, CT 06520 USA
GRINBLATT, MS
[
1
]
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV, NEW HAVEN, CT 06520 USA
YALE UNIV, NEW HAVEN, CT 06520 USA
ROSS, SA
[
1
]
机构
:
[1]
YALE UNIV, NEW HAVEN, CT 06520 USA
来源
:
QUARTERLY JOURNAL OF ECONOMICS
|
1985年
/ 100卷
/ 04期
关键词
:
D O I
:
10.2307/1885678
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:1143 / 1167
页数:25
相关论文
共 16 条
[1]
VALUE OF INFORMATION - INFERENCES FROM THE PROFITABILITY OF INSIDER TRADING
BAESEL, JB
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Irvine, Canadian Imperial Bank of Commerce
BAESEL, JB
STEIN, GR
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Irvine, Canadian Imperial Bank of Commerce
STEIN, GR
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1979,
14
(03)
: 553
-
571
[2]
TRADING RULES, LARGE BLOCKS AND SPEED OF PRICE ADJUSTMENT
DANN, LY
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
DANN, LY
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
MAYERS, D
RAAB, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
RAAB, RJ
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(01)
: 3
-
22
[3]
Glass Gary S, 1966, THESIS OHIO STATE U
[4]
NONRANDOM PRICE CHANGES IN ASSOCIATION WITH TRADING IN LARGE BLOCKS
GRIER, PC
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
GRIER, PC
ALBIN, PS
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
ALBIN, PS
[J].
JOURNAL OF BUSINESS,
1973,
46
(03)
: 425
-
433
[5]
GRINBLATT MS, 1982, THESIS YALE U
[6]
EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT ECON,STANFORD,CA 94305
GROSSMAN, S
[J].
JOURNAL OF FINANCE,
1976,
31
(02)
: 573
-
585
[7]
FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
GROSSMAN, S
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
18
(01)
: 81
-
101
[8]
ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS
HELLWIG, MF
论文数:
0
引用数:
0
h-index:
0
HELLWIG, MF
[J].
JOURNAL OF ECONOMIC THEORY,
1980,
22
(03)
: 477
-
498
[9]
JAFFE, 1974, J BUS, V47, P410
[10]
PRICE IMPACTS OF BLOCK TRADING ON NEW-YORK STOCK EXCHANGE
KRAUS, A
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KRAUS, A
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STOLL, HR
[J].
JOURNAL OF FINANCE,
1972,
27
(03)
: 569
-
588
←
1
2
→
共 16 条
[1]
VALUE OF INFORMATION - INFERENCES FROM THE PROFITABILITY OF INSIDER TRADING
BAESEL, JB
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Irvine, Canadian Imperial Bank of Commerce
BAESEL, JB
STEIN, GR
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Irvine, Canadian Imperial Bank of Commerce
STEIN, GR
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1979,
14
(03)
: 553
-
571
[2]
TRADING RULES, LARGE BLOCKS AND SPEED OF PRICE ADJUSTMENT
DANN, LY
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
DANN, LY
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
MAYERS, D
RAAB, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
RAAB, RJ
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(01)
: 3
-
22
[3]
Glass Gary S, 1966, THESIS OHIO STATE U
[4]
NONRANDOM PRICE CHANGES IN ASSOCIATION WITH TRADING IN LARGE BLOCKS
GRIER, PC
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
GRIER, PC
ALBIN, PS
论文数:
0
引用数:
0
h-index:
0
机构:
CITY UNIV NEW YORK,BARUCH COLL,NEW YORK,NY 10010
ALBIN, PS
[J].
JOURNAL OF BUSINESS,
1973,
46
(03)
: 425
-
433
[5]
GRINBLATT MS, 1982, THESIS YALE U
[6]
EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT ECON,STANFORD,CA 94305
GROSSMAN, S
[J].
JOURNAL OF FINANCE,
1976,
31
(02)
: 573
-
585
[7]
FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS
GROSSMAN, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
GROSSMAN, S
[J].
JOURNAL OF ECONOMIC THEORY,
1978,
18
(01)
: 81
-
101
[8]
ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS
HELLWIG, MF
论文数:
0
引用数:
0
h-index:
0
HELLWIG, MF
[J].
JOURNAL OF ECONOMIC THEORY,
1980,
22
(03)
: 477
-
498
[9]
JAFFE, 1974, J BUS, V47, P410
[10]
PRICE IMPACTS OF BLOCK TRADING ON NEW-YORK STOCK EXCHANGE
KRAUS, A
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
KRAUS, A
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STOLL, HR
[J].
JOURNAL OF FINANCE,
1972,
27
(03)
: 569
-
588
←
1
2
→