INSIDERS, OUTSIDERS, AND MARKET BREAKDOWNS

被引:100
作者
BHATTACHARYA, U
SPIEGEL, M
机构
[1] COLUMBIA UNIV,GRAD SCH BUSINESS,414 URIS HALL,NEW YORK,NY 10027
[2] UNIV IOWA,IOWA CITY,IA 52242
关键词
D O I
10.1093/rfs/4.2.255
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:255 / 282
页数:28
相关论文
共 28 条
[1]   A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS [J].
ADMATI, AR .
ECONOMETRICA, 1985, 53 (03) :629-657
[2]   VIABLE ALLOCATIONS OF INFORMATION IN FINANCIAL-MARKETS [J].
ADMATI, AR ;
PFLEIDERER, P .
JOURNAL OF ECONOMIC THEORY, 1987, 43 (01) :76-115
[3]  
ALLEN F, 1987, SOCIAL VALUE ASYMMET
[4]  
AUSUBEL LM, 1990, AM ECON REV, V80, P1022
[5]   FUTURES TRADING, RATIONAL-EXPECTATIONS, AND THE EFFICIENT MARKETS HYPOTHESIS [J].
BRAY, M .
ECONOMETRICA, 1981, 49 (03) :575-596
[6]  
CABALLE J, 1989, THESIS U PENNSYLVANI
[7]   THE REGULATION OF INSIDER TRADING [J].
CARLTON, DW ;
FISCHEL, DR .
STANFORD LAW REVIEW, 1983, 35 (05) :857-895
[8]  
DECARIES B, 1987, GT GUIDE WORLD EQUIT
[9]  
DEGROOT MH, 1987, PROBABILITY STATISTI, pCH5
[10]  
FISHMAN M, 1988, INSIDER TRADING EFFI