Information aggregation in a noisy rational expectations economy

Author:

Diamond Douglas W.,Verrecchia Robert E.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference15 articles.

1. Rational expectations with asymmetric information about production technique;Diamond,1980

2. Efficient capital markets: A review of theory and empirical work;Fama;Journal of Finance,1970

3. Information, efficiency and equilibrium;Green,1973

4. On the efficiency of competitive stock markets where traders have diverse information;Grossman;Journal of Finance,1976

5. Further results on the informational efficiency of competitive stock markets;Grossman;Journal of Economic Theory,1978

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