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Volumn 51, Issue 2, 1996, Pages 553-578

Non-fundamental speculation

(1)  Madrigal, Vicente a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039862368     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb02694.x     Document Type: Article
Times cited : (44)

References (19)
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  • 6
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    • Froot, K., D. Scharfstein, and J. Stein, 1992, Herd on the street: Informational inefficiencies in a market with short-term speculation, Journal of Finance 47, 1461-1484.
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    • Froot, K.1    Scharfstein, D.2    Stein, J.3
  • 7
    • 0003897615 scopus 로고
    • Rodney L. White Center for Financial Research Paper 33-89, The Wharton School, University of Pennsylvania
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  • 8
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  • 10
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    • Hirshleifer, D., A. Subrahmanyam, and S. Titman, 1994, Security analysis and trading patterns when some investors receive information before others, Journal of Finance 49, 1665-1698.
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    • Hirshleifer, D.1    Subrahmanyam, A.2    Titman, S.3
  • 11
    • 84977738377 scopus 로고
    • Long-lived private information and imperfect competition
    • Holden, C., and A. Subrahmanyam, 1992, Long-lived private information and imperfect competition, Journal of Finance 47, 247-270.
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  • 12
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    • Futures manipulation with "cash settlement,"
    • Kumar, P., and D. Seppi, 1992, Futures manipulation with "cash settlement," Journal of Finance 47, 1485-1502.
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  • 13
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    • A theory of futures market manipulations
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    • Kyle, A., 1984, A theory of futures market manipulations, in R. W. Anderson, ed.: The Industrial Organization of Futures Markets, (Lexington Books, Lexington, Mass.).
    • (1984) The Industrial Organization of Futures Markets
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  • 14
    • 0000859303 scopus 로고
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  • 16
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    • Price crashes, information aggregation, and market-making
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  • 17
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  • 18
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  • 19
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