Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist-Reference-Cited by-同舟云学术

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Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist

Published:1979-06 Issue:3 Volume:34 Page:595-607
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

GOLDMAN M. BARRY,BEJA AVRAHAM

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference18 articles.

1. Performance Evaluation of New York Stock Exchange Specialists;Amir;Journal of Financial and Quantitative Analysis,1974

2. Reply: Specialists' Performance and Serial Dependence of Stock Price Changes;Barnea;Journal of Financial and Quantitative Analysis,1976

3. Dynamic Market Processes and the Rewards to Up-to-Date Information;Beja;Journal of Finance,1977

4. Avraham Beja Nils Hakansson From Orders to Trades: Some Alternative Market Mechanisms Bloch Schwartz 1978

Cited by 26 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. Fundamentalists, chartists and asset pricing anomalies;Quantitative Finance;2014-12-08

2. Optimal dealer pricing under transaction uncertainty;Journal of Intelligent Manufacturing;2014-11-28

3. Jump Testing and the Speed of Market Adjustment;SSRN Electronic Journal;2009

4. Short-Run Behavior of Stock Returns: Speed of Adjustment and its Contributing Factors in the Jakarta Stock Exchange;SSRN Electronic Journal;2007

5. Differences in Trading Behavior across NYSE Specialist Firms;The Journal of Finance;1999-04

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