FURTHER RESULTS ON INFORMATIONAL EFFICIENCY OF COMPETITIVE STOCK MARKETS

被引:106
作者
GROSSMAN, S [1 ]
机构
[1] UNIV PENN,DEPT FINANCE,PHILADELPHIA,PA 19104
关键词
D O I
10.1016/0022-0531(78)90043-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:81 / 101
页数:21
相关论文
共 16 条
[1]  
Arrow K., 1971, ESSAYS THEORY RISK B
[2]  
Ash R. B., 2014, REAL ANAL PROBABILIT
[3]   EQUIVALENT COMPARISONS OF EXPERIMENTS [J].
BLACKWELL, D .
ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (02) :265-272
[4]   INFORMATION, FUTURES PRICES, AND STABILIZING SPECULATION [J].
DANTHINE, JP .
JOURNAL OF ECONOMIC THEORY, 1978, 17 (01) :79-98
[5]   EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].
FAMA, EF .
JOURNAL OF FINANCE, 1970, 25 (02) :383-423
[6]  
Green J.R., 1973, 284 HARV U HARV I EC
[7]   EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J].
GROSSMAN, S .
JOURNAL OF FINANCE, 1976, 31 (02) :573-585
[8]  
GROSSMAN S, 1975, 182 STANF U I MATH S
[9]  
GROSSMAN SJ, 1978, 259 STANF U I MATH S
[10]  
JORDAN JS, 1976, 329 U PENN DEPT EC D