1. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing. (1993). Gorton, Gary ; Dow, James.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:4315.

   Full description at Econpapers || Download paper

1. Adinati, 1985, A Noisy Rational Expectations Equilibrium for Multi Asset Securities Markets, Econometrica, 53, pp. 629-657.

2. Admati, A. and P. Pfleiderer, 1990, Sunshine Trading: The Effects of Preannouncement on Traders Welfare and on Price Variability, Stanford mimeo.
   Paper not yet in RePEc: Add citation now
   

3. Adxnati, A. and P. Pfleiderer, 1988, A Theory of Intraday Patterns: Volume and Price Variability, Review of Financial Studies, 1, 1, pp. 3-40.

4. Aubin, J-P., 1979, Mathematical Methods of Game and Economic Theory, North Holland, Amsterdam.
   Paper not yet in RePEc: Add citation now
   
5. Back, K., 1991, Continuous Insider Trading and the Distribution of Asset Prices, Washington University mimeo.
   Paper not yet in RePEc: Add citation now
   

6. Bhattacharya, U. andM. Spiegel, 1989, Insiders, Outsiders and Market Breakdowns, forthcoming Review of Financial Studies.

7. Cho, I.K. and D.M. Kreps, 1987, Signalling Games and Stable Equilibria, Quarterly Journal of Economics, 102, pp. 179-221.

8. Chowdhry, B. and V. Nanda, 1990, Multi-Market Trading and Market Liquidity, UCLA mimeo.
   Paper not yet in RePEc: Add citation now
   
9. Chung, K.L., 1974, A Course in Probability Theory, Academic Press, London.
   Paper not yet in RePEc: Add citation now
   

10. Constantinides, G.M., 1983, Capital Market Equilibrium with Personal Tax, Econometrica, 51, 3, pp. 611-637.

11. Diamond D. and R. Verrechia, 1981, Information Aggregation in a Noisy Rational Expectations Economy, Journal of Financial Economics, 9, pp. 221-235.

12. Gorton, G. and C. Pennachi, 1989, Security Baskets and Index-Linked Securities, Wharton School mimeo.

13. Grossman, S. and J.E. Stiglitz, 1980, On the Impossibility of Informationally Efficient Markets, American Economic Review, 70, pp. 393-408.

14. Hellwig, M., 1980, On the Aggregation of Information in Competitive Markets, Journal of Economic Theory, 22, pp. 477-498.

15. Hirshleifer, J., 1971, The Private and Social Value of Information and the Reward to Speculative Activity, American Economic Review, 61, 561-574.

16. Kyle, A., 1989, Informed Speculation with Imperfect Competition, Review of Economic Studies, 56, 3, pp. 317-356.

17. Kyle, A.S and J. -L. Vila, 1991, Noise Trading and Takeovers, Rand Journal of Economics, forthcoming.

18. Kyle, A.S., 1984, A Theory of Futures Markets Manipulations, in The Industrial Organization of Futures Markets, edited by R. W. Anderson, Lexington Books, Lexington, Mass., pp. 141-173.
    Paper not yet in RePEc: Add citation now
    

19. Kyle, A.S., 1985, Continuous Auctions and Insider Trading, Econometrica, 53, pp. 1335-1355.

20. Laffont, J-J. and E.S. Maskin, 1989, Rational Expectations with Imperfect Competition: A Bertrand-Edgeworth Example, Economic Letters, 30, pp. 269-274.

21. Laffont, J-J. and E.S. Maskin, 1990, The Efficient Market Hypothesis and Insider Trading on the Stock Market, Journal of Political Economy, 98, pp 70-93.

22. Pagano, M. and A. Roell, 1990, Front Running and Stock Market Liquidity, mimeo.
    Paper not yet in RePEc: Add citation now
    

23. Pagano, M., 1989, Trading Volume and Asset Liquidity, Quarterly Journal of Economics, May, pp. 255-274.

24. Roell, A., 1989, Dual Capacity Trading and the Quality of the Market, London School of Economics, mimeo.

25. Subrahmanyam A, l990a, Risk Aversion, Market Liquidity, and Price Efficiency, Columbia University mimeo. Subrahinanyam A, 1990b, A Theory of Trading in Stock Index Futures, Columbia University miineo.
    Paper not yet in RePEc: Add citation now
    
26. Vila, J-L, 1988, The Role of Information in Futures Market Manipulations, unpublished.
    Paper not yet in RePEc: Add citation now
    

27. Vila, J-L, 1989, Simple Games of Market Manipulations, Economic Letters, 29, pp. 21-26.

28. Vila, J-L., 1987, Speculation et Interet Collectif, LActualite Econorniciue, 63, pp 138-152.

1. Information acquisition and learning from prices over the business cycle. (2014). Ohl, Björn ; Mäkinen, Taneli ; Mkinen, Taneli .
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_946_14.

   Full description at Econpapers || Download paper

2. Noise and aggregation of information in large markets. (2013). Garcia, Diego ; Uroevi, Branko.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

   Full description at Econpapers || Download paper

3. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Wang, Jun ; Song, Fengming ; Gao, Feng.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:387-413.

   Full description at Econpapers || Download paper

4. Speculative dynamics in the term structure of interest rates. (2012). Nimark, Kristoffer.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1194.

   Full description at Econpapers || Download paper

5. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
   In: Economic Theory.
   RePEc:spr:joecth:v:48:y:2011:i:2:p:469-491.

   Full description at Econpapers || Download paper

6. The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17719.

   Full description at Econpapers || Download paper

7. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
   In: Computational Economics.
   RePEc:kap:compec:v:37:y:2011:i:1:p:89-111.

   Full description at Econpapers || Download paper

8. Higher order expectations, illiquidity, and short-term trading. (2011). Vives, Xavier ; Cespa, Giovanni.
   In: IESE Research Papers.
   RePEc:ebg:iesewp:d-0915.

   Full description at Econpapers || Download paper

9. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
   In: Post-Print.
   RePEc:hal:journl:halshs-00488481.

   Full description at Econpapers || Download paper

10. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3137.

    Full description at Econpapers || Download paper

11. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15450.

    Full description at Econpapers || Download paper

12. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7506.

    Full description at Econpapers || Download paper

13. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7180.

    Full description at Econpapers || Download paper

14. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2839.

    Full description at Econpapers || Download paper

15. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

    Full description at Econpapers || Download paper

16. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:191.

    Full description at Econpapers || Download paper

17. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:157-181.

    Full description at Econpapers || Download paper

18. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00176630.

    Full description at Econpapers || Download paper

19. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:174.

    Full description at Econpapers || Download paper

20. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp187.

    Full description at Econpapers || Download paper

21. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0716.

    Full description at Econpapers || Download paper

22. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-254.

    Full description at Econpapers || Download paper

23. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12726.

    Full description at Econpapers || Download paper

24. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

    Full description at Econpapers || Download paper

25. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:6.

    Full description at Econpapers || Download paper

26. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:4:p:395-421.

    Full description at Econpapers || Download paper

27. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: International Finance.
    RePEc:wpa:wuwpif:0405005.

    Full description at Econpapers || Download paper

28. Noise and aggregation of information in large markets. (2004). Garcia, Diego ; Urosevic, Branko.
    In: Economics Working Papers.
    RePEc:upf:upfgen:785.

    Full description at Econpapers || Download paper

29. Information Markets and the Comovement of Asset Prices. (2004). Veldkamp, Laura.
    In: Working Papers.
    RePEc:ste:nystbu:04-18.

    Full description at Econpapers || Download paper

30. Essays on Speculation. (2004). Zurita, Felipe.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:618897000000000849.

    Full description at Econpapers || Download paper

31. International Equity Flows and Returns: A Quantitative Equilibrium Approach. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-42.

    Full description at Econpapers || Download paper

32. Giffen goods and market making. (2003). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:681.

    Full description at Econpapers || Download paper

33. A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:545.

    Full description at Econpapers || Download paper

34. Giffen Goods and Market Making. (2003). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:97.

    Full description at Econpapers || Download paper

35. A Comparison of Stock Market Mechanism. (2003). Cespa, Giovanni.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:94.

    Full description at Econpapers || Download paper

36. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows. (2003). Watanabe, Masahiro ; Goetzmann, William ; Brown, Stephen ; Hiraki, Takato ; Shirishi, Noriyoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9470.

    Full description at Econpapers || Download paper

37. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:520.

    Full description at Econpapers || Download paper

38. On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance. (1999). Barlevy, Gadi ; Veronesi, Pietro.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1252.

    Full description at Econpapers || Download paper

39. A rational expectations model of financial contagion. (1998). Pritsker, Matthew ; Kodres, Laura E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-48.

    Full description at Econpapers || Download paper

40. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0190.

    Full description at Econpapers || Download paper

41. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0189.

    Full description at Econpapers || Download paper

42. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:95-4.

    Full description at Econpapers || Download paper

43. Bid-Ask Spreads with Indirect Competition Among Specialists. (1994). Jackson, Matthew ; Gehrig, Thomas.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1107.

    Full description at Econpapers || Download paper

44. Differential information and dynamic behavior of stock trading volume. (1994). He, Hua ; He, Hua., .
    In: Working papers.
    RePEc:mit:sloanp:2531.

    Full description at Econpapers || Download paper

45. Insider trading and market manipulations--existence and uniqueness of equilibrium. (1991). Rochet, Jean ; Vila, Jean-Luc., .
    In: Working papers.
    RePEc:mit:sloanp:2366.

    Full description at Econpapers || Download paper

46. Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros. (1991). Caballe, Jordi.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:15:y:1991:i:1:p:3-34.

    Full description at Econpapers || Download paper

47. Crash-Testing the Efficient Market Hypothesis. (1988). French, Kenneth .
    In: NBER Chapters.
    RePEc:nbr:nberch:10957.

    Full description at Econpapers || Download paper

48. Banking panics, information, and rational expectations equilibrium. (1988). .
    In: Working Papers.
    RePEc:fip:fedmwp:320.

    Full description at Econpapers || Download paper

49. Speculative Behavior of Institutional Investors. (1986). Shiller, Robert ; Pound, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1964.

    Full description at Econpapers || Download paper

50. Asset Prices in a Time Series Model with Disparately Informed, Competative Traders. (1986). Singleton, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1897.

    Full description at Econpapers || Download paper

Report date: 2025-09-11 22:06:28 || Missing content? Let us know