The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/12/1/131/5358065/120131.pdf
Reference56 articles.
1. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
2. Allen E. Gale D. , 1994, Financial Innovation and Risk Sharing, MIT Press, Cambridge, Mass.
3. “Asymmetric Information and Options,”;Back;Review of Financial Studies,1993
4. An Empirical Reexamination of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Equities: 1973-1986
5. Destructive Interference in an Imperfectly Competitive Multi-Security Market
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