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Volumn 14, Issue 3, 1999, Pages 653-668

Speculative securities

Author keywords

Futures contracts; Information revelation; Security design; Sunspots; Trading volume

Indexed keywords


EID: 0033423665     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990050346     Document Type: Article
Times cited : (18)

References (11)
  • 3
    • 6044224055 scopus 로고
    • A liquidity-based model of security design
    • Working paper, Graduate School of Business, Stanford University forthcoming
    • DeMarzo, P. M., Duffie, D.: A liquidity-based model of security design. Working paper, Graduate School of Business, Stanford University (1995). Econometrica (forthcoming)
    • (1995) Econometrica
    • DeMarzo, P.M.1    Duffie, D.2
  • 5
    • 0344424400 scopus 로고
    • Financial market innovation and security design: An introduction
    • Duffie, D., Rahi, R.: Financial market innovation and security design: An introduction. Journal of Economic Theory 65, 1-42 (1995)
    • (1995) Journal of Economic Theory , vol.65 , pp. 1-42
    • Duffie, D.1    Rahi, R.2
  • 6
    • 0000522253 scopus 로고
    • Commission-revenue maximization in a general equilibrium model of asset creation
    • Hara, C.: Commission-revenue maximization in a general equilibrium model of asset creation. Journal of Economic Theory 65, 258-298 (1995)
    • (1995) Journal of Economic Theory , vol.65 , pp. 258-298
    • Hara, C.1
  • 7
    • 0001692777 scopus 로고
    • The private and social value of information and the reward to inventive activity
    • Hirshleifer, J.: The private and social value of information and the reward to inventive activity. American Economic Review 61, 561-574 (1971)
    • (1971) American Economic Review , vol.61 , pp. 561-574
    • Hirshleifer, J.1
  • 10
    • 0000710461 scopus 로고
    • Optimal incomplete markets with asymmetric information
    • Rahi, R.: Optimal incomplete markets with asymmetric information. Journal of Economic Theory 65, 171-197 (1995)
    • (1995) Journal of Economic Theory , vol.65 , pp. 171-197
    • Rahi, R.1
  • 11
    • 0000526390 scopus 로고    scopus 로고
    • Adverse selection and security design
    • Rahi, R.: Adverse selection and security design. Review of Economic Studies 63, 287-300 (1996)
    • (1996) Review of Economic Studies , vol.63 , pp. 287-300
    • Rahi, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.