Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF00243974.pdf
Reference24 articles.
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2. BanzRolf, ?The Relationship Between Return and Market Value of Common Stocks.? Journal of Financial Economics 9, 3?18, (1981).
3. BarryChristopher, and StephenBrown, ?Differential Information and the Small Firm Effect.? Journal of Financial Economics 13, 283?294, (1984).
4. CarrollCarolyn, and K. C. JohnWei, ?Risk, Return and Equilibrium: An Extension.? Journal of Business 61, 485?499, (1988).
5. DiamondDouglas, and RobertVerrecchia, ?Information Aggregation in a Noisy Expectations Economy.? Journal of Financial Economics 9, 221?235, (1981).
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