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Arbitrage chains

Dow, James; Gorton, Gary - 1993

Persistent link: https://www.econbiz.de/10000863079

Profitable informed trading in a simple general equilibrium model of asset pricing

Dow, James; Gorton, Gary - 1993

Persistent link: https://www.econbiz.de/10000863080

Informed trading, investment, and welfare

Dow, James; Rahi, Rohit - 1997

Persistent link: https://www.econbiz.de/10000962259

Informed trading, investment, and welfare

Dow, James; Rahi, Rohit - 1998

Persistent link: https://www.econbiz.de/10000985814

Arbitrage chains

Dow, James - In: The journal of finance : the journal of the American … 49 (1994) 3, pp. 819-849

Persistent link: https://www.econbiz.de/10001172390

Trading, communication and the response of asset prices to news

Dow, James - In: The economic journal : the journal of the Royal … 103 (1993) 418, pp. 639-646

Persistent link: https://www.econbiz.de/10001145949

Informed trading, investment, and welfare

Dow, James; Rahi, Rohit - In: The journal of business : B 76 (2003) 3, pp. 439-454

Persistent link: https://www.econbiz.de/10001826345

Profitable informed trading in a simple general equilibrium model of asset pricing

Dow, James - In: Journal of economic theory 67 (1995) 2, pp. 327-369

Persistent link: https://www.econbiz.de/10001192457

Arbitrage chains

Dow, James; Gorton, Gary - In: New research in financial markets, (pp. 175-205). 2001

Persistent link: https://www.econbiz.de/10001674485

Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing

Dow, James - 1993

This paper presents a simple general equilibrium model of asset pricing in which profitable informed trading can occur without any "noise" added to the model. It shows that models of profitable informed trading must restrict the portfolio choices of uninformed traders: in particular, they cannot...

Persistent link: https://www.econbiz.de/10012474643