Information, futures prices, and stabilizing speculation

Journal of Economic Theory

Volumn 17, Issue 1, 1978, Pages 79-98

  Danthine, Jean Pierre ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002165527     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/0022-0531(78)90124-2     Document Type: Article

References (15)

1. An Equilibrium Analysis of Speculative Markets. The Implications of Rationality on the Behavior and Characteristics of Equilibrium Prices
2. Martingale, market efficiency and commodity prices
3. On the efficiency of competitive stock markets where traders have diverse information
4. The Existence of Futures Markets Noisy Rational Expectations and Informational Externalities
5. Speculation and equilibrium Information risk and markets
6. Information and market equilibrium
7. Risk aversion and the Martingale property of stock prices
8. The aggregation of investors diverse judgment and preferences in purely competitive securities markets
9. An equilibrium model of the business cycle
10. Expectations and the neutrality of money