On the aggregation of information in competitive markets
- 1 June 1980
- journal article
- Published by Elsevier BV in Journal of Economic Theory
- Vol. 22 (3), 477-498
- https://doi.org/10.1016/0022-0531(80)90056-3
Abstract
No abstract availableFunding Information
- Deutsche Forschungsgemeinschaft (SOC 75-13437)
- National Science Foundation (SOC 75-13437)
- Princeton University (SOC 75-13437)
This publication has 6 references indexed in Scilit:
- Further results on the informational efficiency of competitive stock marketsJournal of Economic Theory, 1978
- The Existence of Futures Markets, Noisy Rational Expectations and Informational ExternalitiesThe Review of Economic Studies, 1977
- ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATIONThe Journal of Finance, 1976
- The allocation of individual risks in large marketsJournal of Economic Theory, 1972
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- Risk Aversion in the Small and in the LargeEconometrica, 1964