-
1
-
-
0001005427
-
Generic existence of completely revealing equilibria for economies with uncertainty when prices convey information
-
Allen, B.: Generic existence of completely revealing equilibria for economies with uncertainty when prices convey information. Econometrica 49, 1173-1199 (1981)
-
(1981)
Econometrica
, vol.49
, pp. 1173-1199
-
-
Allen, B.1
-
2
-
-
38249020018
-
Partially revealing rational expectations equilibrium in a competitive economy
-
Ausubel, L.: Partially revealing rational expectations equilibrium in a competitive economy. Journal of Economic Theory 50, 93-126 (1991)
-
(1991)
Journal of Economic Theory
, vol.50
, pp. 93-126
-
-
Ausubel, L.1
-
4
-
-
0000007521
-
The dividend-price ratio and expectations of future dividends and discount factors
-
Campbell, J., Shiller, R.: The dividend-price ratio and expectations of future dividends and discount factors. Review of Financial Studies 1, 195-228 (1988)
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.1
Shiller, R.2
-
5
-
-
84960560786
-
Smart money, noise trading, and stock price behavior
-
Campbell, J., Kyle, A.: Smart money, noise trading, and stock price behavior. Review of Economic Studies 60, 1-34 (1993)
-
(1993)
Review of Economic Studies
, vol.60
, pp. 1-34
-
-
Campbell, J.1
Kyle, A.2
-
7
-
-
0000286891
-
Explaining the variance of price dividend ratios
-
Cochrane, J.: Explaining the variance of price dividend ratios. Review of Financial Studies 5, 243-280 (1992)
-
(1992)
Review of Financial Studies
, vol.5
, pp. 243-280
-
-
Cochrane, J.1
-
8
-
-
84936526743
-
Noise trader risk in financial markets
-
De Long, J.B., Shleifer, A., Summers, L. H., Waldmann, R. J.: Noise trader risk in financial markets. Journal of Political Economy 98, 703-738 (1990)
-
(1990)
Journal of Political Economy
, vol.98
, pp. 703-738
-
-
De Long, J.B.1
Shleifer, A.2
Summers, L.H.3
Waldmann, R.J.4
-
9
-
-
85045781334
-
On the uniqueness of fully informative rational expectations equilibria
-
forthcoming
-
DeMarzo, P., Skiadas, C.: On the uniqueness of fully informative rational expectations equilibria. Economic Theory (forthcoming)
-
Economic Theory
-
-
DeMarzo, P.1
Skiadas, C.2
-
10
-
-
0001122201
-
The revelation of information in strategic market games: A critique of rational expectations equilibria
-
Dubey, P., Geanakoplos, J., Shubik, M.: The revelation of information in strategic market games: A critique of rational expectations equilibria. Journal of Mathematical Economics 16, 105-137 (1987)
-
(1987)
Journal of Mathematical Economics
, vol.16
, pp. 105-137
-
-
Dubey, P.1
Geanakoplos, J.2
Shubik, M.3
-
12
-
-
84944832265
-
On the efficiency of competitive stock markets where agents have diverse information
-
Grossman, S.: On the efficiency of competitive stock markets where agents have diverse information. Journal of Finance 31, 573-585 (1976)
-
(1976)
Journal of Finance
, vol.31
, pp. 573-585
-
-
Grossman, S.1
-
13
-
-
84925971744
-
An introduction to the theory of rational expectations under asymmetric information
-
Grossman, S.: An introduction to the theory of rational expectations under asymmetric information. Review of Economic Studies 48, 541-559 (1981)
-
(1981)
Review of Economic Studies
, vol.48
, pp. 541-559
-
-
Grossman, S.1
-
14
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman, S., Stiglitz, J.: On the impossibility of informationally efficient markets. American Economic Review 70, 393-408 (1980)
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
15
-
-
84914513057
-
The determinants of the variability of stock market prices
-
Grossman, S., Shiller, R.: The determinants of the variability of stock market prices. American Economic Review 71, 222-227 (1981)
-
(1981)
American Economic Review
, vol.71
, pp. 222-227
-
-
Grossman, S.1
Shiller, R.2
-
16
-
-
0001862409
-
Equilibrium, price formation, and the value of private information
-
Jackson M.: Equilibrium, price formation, and the value of private information. Review of Financial Studies 4, 1-16 (1991)
-
(1991)
Review of Financial Studies
, vol.4
, pp. 1-16
-
-
Jackson, M.1
-
17
-
-
0000980206
-
Speculation and price fluctuations with private, extrinsic signals
-
Jackson, M., Peck, J.: Speculation and price fluctuations with private, extrinsic signals. Journal of Economic Theory 55, 274-295 (1991)
-
(1991)
Journal of Economic Theory
, vol.55
, pp. 274-295
-
-
Jackson, M.1
Peck, J.2
-
19
-
-
0001735863
-
Rational expectations in microeconomic models: An overview
-
Jordan, J., Radner, R.: Rational expectations in microeconomic models: an overview. Journal of Economic Theory 26, 201-223 (1982)
-
(1982)
Journal of Economic Theory
, vol.26
, pp. 201-223
-
-
Jordan, J.1
Radner, R.2
-
20
-
-
84959850547
-
Informed speculation with imperfect competition
-
Kyle, A.: Informed speculation with imperfect competition. Review of Economic Studies 56, 317-356 (1989)
-
(1989)
Review of Economic Studies
, vol.56
, pp. 317-356
-
-
Kyle, A.1
-
21
-
-
0001843717
-
The present value relation: Tests based on implied variance bounds
-
Leroy, S., Porter, R.: The present value relation: Tests based on implied variance bounds. Econometrica 49, 555-574 (1981)
-
(1981)
Econometrica
, vol.49
, pp. 555-574
-
-
Leroy, S.1
Porter, R.2
-
22
-
-
0001570608
-
Information acquisition in discriminatory auctions
-
Boyer, M., Kihlstrom, R.E. (eds). Amsterdam: Elsevier
-
Matthews, S.: Information acquisition in discriminatory auctions. In: Boyer, M., Kihlstrom, R.E. (eds) Bayesian models in economic theory. Amsterdam: Elsevier 1984
-
(1984)
Bayesian Models in Economic Theory
-
-
Matthews, S.1
-
23
-
-
0000451226
-
A convergence theorem for competitive bidding with differential information
-
Milgrom, P.: A convergence theorem for competitive bidding with differential information. Econometrica 47, 679-688 (1979)
-
(1979)
Econometrica
, vol.47
, pp. 679-688
-
-
Milgrom, P.1
-
24
-
-
0001757116
-
Rational expectations, information acquisition, and competitive bidding
-
Milgrom, P.: Rational expectations, information acquisition, and competitive bidding. Econometrica 49, 921-944 (1981)
-
(1981)
Econometrica
, vol.49
, pp. 921-944
-
-
Milgrom, P.1
-
25
-
-
49049133343
-
Information, trade, and common knowledge
-
Milgrom, P., Stokey, N.: Information, trade, and common knowledge. Journal of Economic Theory 26, 17-27 (1982)
-
(1982)
Journal of Economic Theory
, vol.26
, pp. 17-27
-
-
Milgrom, P.1
Stokey, N.2
-
26
-
-
0001757115
-
A theory of auctions and competitive bidding
-
Milgrom, P., Weber, R.: A theory of auctions and competitive bidding. Econometrica 50, 1089-1122 (1982)
-
(1982)
Econometrica
, vol.50
, pp. 1089-1122
-
-
Milgrom, P.1
Weber, R.2
-
27
-
-
0000295965
-
Market uncertainty: Correlated and sunspot equilibrium in imperfectly competitive economies
-
Peck, J., Shell, K.: Market uncertainty: correlated and sunspot equilibrium in imperfectly competitive economies. Review of Economic Studies 58, 1011-1029 (1991)
-
(1991)
Review of Economic Studies
, vol.58
, pp. 1011-1029
-
-
Peck, J.1
Shell, K.2
-
28
-
-
0000844235
-
Rational expectations equilibrium: Generic existence and the information revealed by prices
-
Radner, R.: Rational expectations equilibrium: Generic existence and the information revealed by prices. Econometrica 47, 655-678 (1979)
-
(1979)
Econometrica
, vol.47
, pp. 655-678
-
-
Radner, R.1
-
30
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends?
-
Shiller, R.: Do stock prices move too much to be justified by subsequent changes in dividends? American Economic Review 71, 421-426 (1981)
-
(1981)
American Economic Review
, vol.71
, pp. 421-426
-
-
Shiller, R.1
-
32
-
-
0000929602
-
Trade using one commodity as a means of payment
-
Shapley, L., Shubik, M.: Trade using one commodity as a means of payment. Journal of Political Economy 85, 937-968 (1977)
-
(1977)
Journal of Political Economy
, vol.85
, pp. 937-968
-
-
Shapley, L.1
Shubik, M.2
-
33
-
-
84985788557
-
A theory of money and financial institutions: Commodity money, oligopoly, credit and bankruptcy in a general equilibrium model
-
Shubik, M.: A theory of money and financial institutions: Commodity money, oligopoly, credit and bankruptcy in a general equilibrium model. Western Economic Journal 11, 24-38 (1973)
-
(1973)
Western Economic Journal
, vol.11
, pp. 24-38
-
-
Shubik, M.1
-
34
-
-
0009430644
-
A price-quantity buy-sell market with and without contingent bids
-
Yale University
-
Shubik, M.: A price-quantity buy-sell market with and without contingent bids. Cowles Foundation DP #455, Yale University (1977)
-
(1977)
Cowles Foundation DP #455
-
-
Shubik, M.1
-
35
-
-
0001022690
-
On the possibility of speculation under rational expectations
-
Tirole, J.: On the possibility of speculation under rational expectations. Econometrica 50, 1163-1182 (1982)
-
(1982)
Econometrica
, vol.50
, pp. 1163-1182
-
-
Tirole, J.1
-
36
-
-
0000125897
-
Information acquisition in a noisy rational expectations economy
-
Verrecchia, R.: Information acquisition in a noisy rational expectations economy. Econometrica 50, 1415-1430 (1982)
-
(1982)
Econometrica
, vol.50
, pp. 1415-1430
-
-
Verrecchia, R.1
-
37
-
-
84960614899
-
A model of intertemporal asset prices under asymmetric information
-
Wang, J.: A model of intertemporal asset prices under asymmetric information. Review of Economic Studies 60, 249-282 (1993)
-
(1993)
Review of Economic Studies
, vol.60
, pp. 249-282
-
-
Wang, J.1
-
38
-
-
0002394481
-
Dividend innovations and stock price volatility
-
West, K.: Dividend innovations and stock price volatility. Econometrica 56, 37-61 (1988)
-
(1988)
Econometrica
, vol.56
, pp. 37-61
-
-
West, K.1
-
39
-
-
84925910020
-
A bidding model of perfect competition
-
Wilson, R.: A bidding model of perfect competition. Review of Economic Studies 44, 511-518 (1977)
-
(1977)
Review of Economic Studies
, vol.44
, pp. 511-518
-
-
Wilson, R.1
|