[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Noise Traders. (2006). Gorton, Gary ; Dow, James.
In: NBER Working Papers.
RePEc:nbr:nberwo:12256.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 36

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Insider trading with partially informed traders. (2011). Aase, Knut ; ksendal, Bernt ; Bjuland, Terje .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2011_021.

    Full description at Econpapers || Download paper

  2. The 2008 Financial Crisis and Taxation Policy. (2010). Nicodème, Gaëtan ; Hemmelgarn, Thomas ; Nicodème, Gaëtan.
    In: Taxation Papers.
    RePEc:tax:taxpap:0020.

    Full description at Econpapers || Download paper

  3. The 2008 Financial Crisis and Taxation Policy. (2010). Nicodème, Gaëtan ; Hemmelgarn, Thomas ; Gaetan J. A. Nicodeme, ; Nicodème, Gaëtan ; Gaetan J. A. Nicodeme, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2932.

    Full description at Econpapers || Download paper

  4. Lacunae in Financial Regulatory Framework Vis-?-Vis Financial Repression.. (). Singh, Gurbachan.
    In: Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers.
    RePEc:ind:citdwp:09-10.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, Beth (1981), A Class of monotone Economies in which Rational Expectations Equilibria Exist But Prices do not Reveal all Information, Economics Letters 7: 227-232.

  2. Allen, Beth and James Jordan (1998), The Existence of Rational Expectations Equilibrium: A Retrospective, Federal Reserve Bank of Minneapolis, Research Department Staff Report 252.

  3. Ausubel, Lawrence (1990), Partially-revealing Rational Expectations Equilibrium in a Competitive Economy, Journal of Economic Theory 50: 93-126.

  4. Bagehot, Walter (Pseudonym for Jack Treynor) (1971), The Only Game in Town, Financial Analysts Journal 22: 12-14.
    Paper not yet in RePEc: Add citation now
  5. Barberis, Nicholas and Richard Thaler (2003), A Survey of Behavioral Finance, Chapter 18 of the Handbook of the Economics of Finance: Financial Markets and Asset Pricing, Vol.

  6. Beja, Abram (1976), The Limited Information Efficiency of Market Processes, Research Program in Finance, Working Paper No. 43, University of California, Berkeley.

  7. Biais, Bruno and Tomas Mariotti (2005), Strategic Liquidity Supply and Security Design, Review of Economic Studies 72: 615-649.

  8. Blume, Lawrence and David Easley (2004), If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets, Econometrica, forthcoming.

  9. Blume, Lawrence, Margaret Bray, and David Easley (1982), Introduction to the Stability of Rational Expectations Equilibrium, Journal of Economic Theory 26: 313-317.

  10. DeLong, J. Bradford, Andrei Shleifer, Lawrence Summers, and Robert Waldman (1990), Noise Trader Risk in Financial Markets, Journal of Political Economy 98: 703-738.

  11. Demarzo, P. and Duffie, D. (1999), A Liquidity-Based Model of Security Design, Econometrica 67: 65-99.

  12. Diamond, Douglas and Robert Verrecchia (1981), Information Aggregation in a Noisy Rational Expectations Economy, Journal of Financial Economics 9: 221-235.

  13. Dow, James and Gary Gorton (1994), Arbitrage Chains, Journal of Finance 49: 819-850.

  14. Dow, James and Gary Gorton (1995), Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing, Journal of Economic Theory 67: 327-369.

  15. Dow, James and Gary Gorton (1997), Noise Trading, Delegated Portfolio Management, and Economic Welfare, Journal of Political Economy 105: 1024-1050.

  16. Dow, James and Rohit Rahi (2000), Should Speculators be Taxed?, Journal of Business 73: 89107.

  17. Dow, James and Rohit Rahi (2003), Informed Trading, Investment, and Economic Welfare, Journal of Business 76: 430-454.

  18. Easley, David and Maureen OHara (2003), Microstructure and Asset Pricing, chapter 17 of the Handbook of the Economics of Finance: Financial Markets and Asset Pricing, edited by George Constantinides, Milton Harris, and Rene Stulz (Elsevier North-Holland).

  19. Friedman, Milton (1953), The Case for Flexible Exchange Rates, in Essays in Positive Economics (University of Chicago Press; Chicago).
    Paper not yet in RePEc: Add citation now
  20. Garman, Mark (1976), Market Microstructure, Journal of Financial Economics 3: 257-75.

  21. Glosten, Lawrence and Paul Milgrom (1985), Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders, Journal of Financial Economics 14: 71100.

  22. Green, Jerry (1977), The Non-Existence of Informational Equilibria, Review of Economic Studies 44: 451-463.

  23. Grossman, Sanford (1976), On the Efficiency of Competitive Stock Markets Where Traders Have Diverse Information, Journal of Finance 32: 573-585.
    Paper not yet in RePEc: Add citation now
  24. Grossman, Sanford (1977), The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities, Review of Economic Studies 44: 431-449.

  25. Grossman, Sanford (1978), Further Results on the Informational Efficiency of Competitive Stock Markets, Journal of Economic Theory 18: 81-101.

  26. Grossman, Sanford (1981), An Introduction to the Theory of Rational Expectations under Asymmetric Information, Review of Economic Studies 48: 541-559.

  27. Grossman, Sanford and Joseph Stiglitz (1980), On the Impossibility of Informationally Efficient Markets, American Economic Review 70: 393-408.

  28. Hellwig, Martin (1980), On the Aggregation of Information in Competitive Markets, Journal of Economic Theory 22: 477- 498.

  29. Jordan, James (1983), On the Efficient Market Hypothesis, Econometrica 51: 1325-1343.

  30. Kyle, Albert S. (1985), Continuous Auctions and Insider Trading, Econometrica 53: 13151335.

  31. Lucas, Robert E. (1972), Expectations and the Neutrality of Money, Journal of Economic Theory 4: 103-124.

  32. Milgrom, Paul and Nancy Stokey (1982), Information, Trade and Common Knowledge, Journal of Economic Theory 26: 17-27.

  33. Radner, R. (1979), Rational Expectations Equilibrium: Existence and Information Revealed by Prices, Econometrica 47: 370-391.

  34. Shiller, Robert J. (1984), Stock Prices and Social Dynamics, Brookings Papers on Economic Activity, Fall: 457-498.

  35. Shleifer, Andrei and Lawrence Summers (1990), The Noise Trader Approach to Finance, Journal of Economic Perspectives 4: 19-33.

  36. Shleifer, Andrei and Robert Vishny (1997), The Limits of Arbitrage, Journal of Finance 51: 3555.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

    Full description at Econpapers || Download paper

  2. On endogenous formation of price expectations. (2019). Vailakis, Yiannis ; Navrouzoglou, Paulina ; le Van, Cuong.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:115:y:2019:i:c:p:436-458.

    Full description at Econpapers || Download paper

  3. Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

    Full description at Econpapers || Download paper

  4. Rationalizable Information Equilibria. (2017). Zimper, Alexander.
    In: Working Papers.
    RePEc:pre:wpaper:201745.

    Full description at Econpapers || Download paper

  5. Partially revealing rational expectations equilibrium with real assets and binding constraints. (2016). Zierhut, Michael.
    In: Economic Theory.
    RePEc:spr:joecth:v:62:y:2016:i:3:d:10.1007_s00199-015-0910-y.

    Full description at Econpapers || Download paper

  6. Vote trading with and without party leaders. (2014). Palfrey, Thomas ; casella, alessandra ; Turban, Sebastien .
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:112:y:2014:i:c:p:115-128.

    Full description at Econpapers || Download paper

  7. Democracy undone. Systematic minority advantage in competitive vote markets. (2014). casella, alessandra ; Turban, Sebastien .
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:88:y:2014:i:c:p:47-70.

    Full description at Econpapers || Download paper

  8. On the Possibility of Informationally Efficient Markets. (2014). Vives, Xavier.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-1104.

    Full description at Econpapers || Download paper

  9. Dynamic market participation and endogenous information aggregation. (2013). Yu, Edison.
    In: Working Papers.
    RePEc:fip:fedpwp:13-42.

    Full description at Econpapers || Download paper

  10. Rational expectations in urban economics. (2013). Berliant, Marcus ; Yu, Chia-Ming .
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:43:y:2013:i:2:p:197-208.

    Full description at Econpapers || Download paper

  11. Democracy Undone. Systematic Minority Advantage in Competitive Vote Markets. (2012). casella, alessandra ; Turban, Sebastien .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18573.

    Full description at Econpapers || Download paper

  12. Democracy Undone. Systematic Minority Advantage in Competitive Vote Markets. (2012). casella, alessandra ; Turban, Sebastien .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9242.

    Full description at Econpapers || Download paper

  13. Rational Expectations in Urban Economics. (2010). Yu, Chia-Ming ; Berliant, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:22562.

    Full description at Econpapers || Download paper

  14. Information-based trade. (2010). Eraslan, Hülya ; Bond, Philip.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:5:p:1675-1703.

    Full description at Econpapers || Download paper

  15. Rational expectations in urban economics. (2009). Yu, Chia-Ming ; Berliant, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:17327.

    Full description at Econpapers || Download paper

  16. Rational expectations in urban economics. (2009). Yu, Chia-Ming ; Berliant, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:12709.

    Full description at Econpapers || Download paper

  17. Trade and revelation of information. (2008). Pietra, Tito ; Siconolfi, Paolo .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:138:y:2008:i:1:p:132-164.

    Full description at Econpapers || Download paper

  18. Noise Traders. (2006). Gorton, Gary ; Dow, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12256.

    Full description at Econpapers || Download paper

  19. Partial Revelation with Rational Expectations. (1998). Polemarchakis, Herakles ; Heifetz, Aviad.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:80:y:1998:i:1:p:171-181.

    Full description at Econpapers || Download paper

  20. Extrinsic Uncertainty and the Informational Role of Prices. (1997). Pietra, Tito ; Siconolfi, Paolo .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:77:y:1997:i:1:p:154-180.

    Full description at Econpapers || Download paper

  21. The Revelation of Information and Self-Fulfilling Beliefs. (1995). Morris, Stephen ; Dutta, Jayasri.
    In: CARESS Working Papres.
    RePEc:wop:pennca:95-03.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-07 14:37:55 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.