How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (Q2469857)
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scientific article; zbMATH DE number 5234493
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| default for all languages | No label defined |
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| English | How equilibrium prices reveal information in a time series model with disparately informed, competitive traders |
scientific article; zbMATH DE number 5234493 |
Statements
How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (English)
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11 February 2008
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asset pricing
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asymmetric information
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higher-order beliefs
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0.8229361772537231
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0.8115252256393433
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0.7998895645141602
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0.7917147278785706
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