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Rational expectations equilibrium with uncertain proportion of informed traders · Study

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ArticleRational expectations equilibrium with uncertain proportion of informed traders

Feng Gao2012

Article2012

Rational expectations equilibrium with uncertain proportion of informed traders

Feng Gao · Fengming Song · Jun Wang

31 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1980On the Impossibility of Informationally Efficient Markets 2003Implications of rational inattention 1993Measuring and Testing the Impact of News on Volatility 1980On the Impossibility of Informationally Efficient Markets 2009Investor Inattention and Friday Earnings Announcements 1993Global Games and Equilibrium Selection

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2018Learning about noise

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Year2012

Typearticle

Published2012-05-24

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2012.04.001

openalex_workW2079629677

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