Price and quantity signals in financial markets-Reference-Cited by-同舟云学术

Price and quantity signals in financial markets

Published:1983-06 Issue:2 Volume:43 Page:109-129
ISSN:0044-3158
Container-title:Zeitschrift für Nationalökonomie
language:en
Short-container-title:Zeitschr. f. Nationalökonomie

Author:

Andersen Torben M.

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/content/pdf/10.1007/BF01284035.pdf

Reference20 articles.

1. T. M. Andersen (1982a): Quantity Signals in Equilibrium Models, Paper presented to the Econometric Society Meeting, Dublin.

2. T. M. Andersen (1982b): Speculation, Optimism and Differential Information, Unpublished.

3. J.-P. Benassy (1977): On Quantity Signals and the Foundations of Effective Demand Theory, Scandinavian Journal of Economics79, pp. 147–168.

4. R. W. Clower (1965): The Keynesian Counter-Revolution: A Theoretical Appraisal,in: F. H. Hahn and F. P. R. Brechling (eds.): The Theory of Interest Rates, Proceedings of an I. E. A. Conference, London, pp. 103–125.

5. R. Cothren (1982): On the Impossibility of Informationally Efficient Markets: Comment, American Economic Review72, pp. 873–974.

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Information, endogenous uncertainty and risk aversion;Journal of Economics;1990-06

2. The Information Content of Quantity Signals and Downward Inflexible Prices;The Scandinavian Journal of Economics;1987-12

3. Recent Developments in the Theory of Efficient Capital Markets;Credit and Capital Markets – Kredit und Kapital;1985-03-01

4. The informational efficiency of price and quantity signals;Economics Letters;1985-01