Noise trader risk and the welfare effects of privatization

Economics Bulletin

Volumn 5, Issue 1, 2004, Pages

  Grant, Simon ^a   Quiggin, John ^b  

^a RICE UNIVERSITY   (United States)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84883961459     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

References (5)

1. De Long, J. Bradford, Shleifer, Andrei, Summers, Lawrence, and Waldmann, Robert J. "Noise Trader Risk in Financial Markets." J.P.E. 98 (Aug. 1990): 703-738.
2. Mehra, Ranjesh and Prescott, Edward C. "The Equity Premium: a Puzzle", J. Monetary Econ. 15 (March 1985): 145-61.
3. Quiggin, John, "Does Privatization Pay?", Aust. Econ. Rev. 95 (June 1995), 23-42.
4. Shiller, Robert J., Market Volatility, Cambridge, MA: The MIT Press, 1989.
5. Vickers, John, and Yarrow, George. Privatization: An economic analysis, Cambridge, Mass.: MIT Press, 1988.