Belief-free price formation
Year of publication: |
February 2018
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Authors: | Hörner, Johannes ; Lovo, Stefano M. ; Tomala, Tristan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 2, p. 342-365
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Subject: | Financial market microstructure | Informed dealers | Price volatility | Belief-free equilibria | Theorie | Theory | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Börsenkurs | Share price | Finanzmarkt | Financial market | CAPM |
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