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Speculative equilibrium with differences in higher-order beliefs

Han, Jungsuk; Kyle, Albert S. - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4317-4332

Persistent link: https://www.econbiz.de/10011921524

Self-generating trade and rational fads : the response of price to new information

Dow, James; Gorton, Gary - 1990

Persistent link: https://www.econbiz.de/10000800650

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 - 1998

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

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

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

Informed trading, investment, and welfare

Dow, James; Rahi, Rohit - 1997

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

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

Dow, James; Gorton, Gary - 2021

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/10013232909

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

Dow, James - 1993

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