Cross-Asset Speculation in Stock Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2008.01400.x/fullpdf
Reference20 articles.
1. A noisy rational expectations equilibrium for multi-asset securities markets;Admati;Econometrica,1985
2. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
3. Splitting orders;Bernhardt;Review of Financial Studies,1997
4. Asymmetric information and stock return cross-autocorrelations;Bernhardt;Economics Letters,2007
5. Bernhardt , Dan Bart Taub Peter Seiler 2007
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