-
1
-
-
0040673470
-
Information in financial markets: The rational expectattions approach
-
Battacharaya and Constantinides, Eds, Rowman and Littlefield, Totowa, NJ
-
1. A. R. ADMATI, Information in financial markets: The rational expectattions approach, in "Financial Markets and Incomplete Information Frontiers of Modern Financial Theory" (Battacharaya and Constantinides, Eds), Vol. 2, Rowman and Littlefield, Totowa, NJ, 1889.
-
(1889)
Financial Markets and Incomplete Information Frontiers of Modern Financial Theory
, vol.2
-
-
Admati, A.R.1
-
2
-
-
0000508007
-
Asset pricing and the bid-ask spread
-
2. Y. AMIHUD AND H. MENDELSON, Asset pricing and the bid-ask spread, J. Finan. Econ. 17 (1986), 223-249.
-
(1986)
J. Finan. Econ.
, vol.17
, pp. 223-249
-
-
Amihud, Y.1
Mendelson, H.2
-
3
-
-
84977727165
-
The effects of beta, bid-ask spread, residual risk and size on stock returns
-
3. Y. AMIHUD AND H. MENDELSON, The effects of beta, bid-ask spread, residual risk and size on stock returns, J. Finance 44 (1989), 479-486.
-
(1989)
J. Finance
, vol.44
, pp. 479-486
-
-
Amihud, Y.1
Mendelson, H.2
-
4
-
-
84977725247
-
Liquidity, maturity, and the yields on U.S. Treasury securities
-
4. Y. AMIHUD AND H. MENDELSON, Liquidity, maturity, and the yields on U.S. Treasury securities, J. Finance 46 (1991), 1411-1425
-
(1991)
J. Finance
, vol.46
, pp. 1411-1425
-
-
Amihud, Y.1
Mendelson, H.2
-
5
-
-
84942585214
-
Disclosure, liquidity, and the cost of capital
-
5. D. W. DIAMOND AND R. E. VERRECHIA, Disclosure, liquidity, and the cost of capital, J. Finance 46 (1991), 1325-1359.
-
(1991)
J. Finance
, vol.46
, pp. 1325-1359
-
-
Diamond, D.W.1
Verrechia, R.E.2
-
6
-
-
84977718682
-
Financial intermediaries and liquidity creation
-
6. G. GORTON AND G. PENNACCHI, Financial intermediaries and liquidity creation, J. Finance 45 (1990), 49-71.
-
(1990)
J. Finance
, vol.45
, pp. 49-71
-
-
Gorton, G.1
Pennacchi, G.2
-
7
-
-
21144468672
-
Security baskets and index-linked securities
-
7. G. GORTON AND G. PENNACCHI, Security baskets and index-linked securities, J. Business 66 (1993), 1-27.
-
(1993)
J. Business
, vol.66
, pp. 1-27
-
-
Gorton, G.1
Pennacchi, G.2
-
8
-
-
0011678115
-
Market rate versus fixed rate demand deposits
-
forthcoming
-
8. C. J. JACKLIN, Market rate versus fixed rate demand deposits, J. Monet. Econ., forthcoming (1994).
-
(1994)
J. Monet. Econ.
-
-
Jacklin, C.J.1
-
9
-
-
85015256306
-
On money as a medium of exchange
-
9. N. KIYOTAKI AND R. WRIGHT, On money as a medium of exchange, J. Polit. Econ. 97 (1989), 927-954.
-
(1989)
J. Polit. Econ.
, vol.97
, pp. 927-954
-
-
Kiyotaki, N.1
Wright, R.2
-
10
-
-
0000859303
-
Continuous auctions an insider trade
-
10. A. S. KYLE, Continuous auctions an insider trade, Econometrica 53 (1985), 1315-1335.
-
(1985)
Econometrica
, vol.53
, pp. 1315-1335
-
-
Kyle, A.S.1
-
11
-
-
0000424077
-
Information and consumer behaviour
-
11. P. NELSON, Information and consumer behaviour, J. Polit. Econ. 78 (1970), 311-329.
-
(1970)
J. Polit. Econ.
, vol.78
, pp. 311-329
-
-
Nelson, P.1
-
12
-
-
0001181569
-
Advertising as information
-
12. P. NELSON, Advertising as information, J. Polit. Econ. 81 (1974), 729-754.
-
(1974)
J. Polit. Econ.
, vol.81
, pp. 729-754
-
-
Nelson, P.1
-
13
-
-
84923067231
-
Trading volume and asset liquidity
-
May
-
13. M. PAGANO, Trading volume and asset liquidity, Quart. J. Econ. May (1989), 255-274.
-
(1989)
Quart. J. Econ.
, pp. 255-274
-
-
Pagano, M.1
-
14
-
-
0004304762
-
-
mimeo, University of Pennsylvania
-
14. A. TREJOS AND R. WRIGHT, Search, bargaining, money and prices, mimeo, University of Pennsylvania, 1993.
-
(1993)
Search, Bargaining, Money and Prices
-
-
Trejos, A.1
Wright, R.2
-
16
-
-
0001532708
-
Barter and monetary exchange under private information
-
forthcoming
-
16. S. D. WILLIAMSON AND R. WRIGHT, Barter and monetary exchange under private information, Amer. Econ. Rev., forthcoming (1993).
-
(1993)
Amer. Econ. Rev.
-
-
Williamson, S.D.1
Wright, R.2
|