مرکز منطقه ای اطلاع رساني علوم و فناوري - How equilibrium prices reveal information in a time series model with disparately informed, competitive traders

Title of article :

How equilibrium prices reveal information in a time series model with disparately informed, competitive traders

Author/Authors :

Todd B. Walker، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

512

To page :

537

Keywords :

asset pricing , Higher-order beliefs , Asymmetric information

Journal title :

Journal of Economic Theory

Serial Year :

2007

Journal title :

Journal of Economic Theory

Record number :

147738

Link To Document :