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Excess volatility of stock prices driven by a state-dependent information model
Lee, Kiseok, (1999)
Private information, public information, expectations and prices in financial markets
Besancenot, Damien, (2000)
Information and noise in speculative markets : two essays
Nimalendran, Mahendrarajah, (1990)
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas, (1995)
Strategic trading when agents forecast the forecasts of others
Foster, F. Douglas, (1996)
Trading costs of target firms around corporate takeovers