Price Dynamics on a Stock Market with Asymmetric Information
Year of publication: |
2007-02
|
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Authors: | Meyer, Bernard De |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymmetric information | Price dynamics | Martingales of maximal variation | Repeated games |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Games and Economic Behavior (May 2010), 69(1): 42-71 The price is None Number 1604 27 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games ; D44 - Auctions |
Source: |
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