Information and Financial Markets

Author:

Barucci Emilio,Fontana Claudio

Publisher

Springer London

Reference223 articles.

1. Abel, A. (1989) Asset prices under heterogeneous beliefs: implications for the equity premium puzzle. Mimeo.

2. Admati, A. (1985) A noisy rational expectations equilibrium for multi-asset securities markets. Econometrica, 53:629–657.

3. Admati, A. (1989) Information in financial markets: the rational expectations approach. In Financial Markets and Incomplete Information, S. Bhattacharya and G. Constantinindes (eds.), 139–152.

4. Admati, A. and Pfleiderer, P. (1986) A monopolistic market for information. Journal of Economic Theory, 39:400–438.

5. Admati, A. and Pfleiderer, P. (1990) Direct and indirect sale of information. Econometrica, 58:901–928.

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