Price Dynamics on a Stock Market with Asymmetric Information
Year of publication: |
2007
|
---|---|
Authors: | De Meyer, Bernard |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 1604 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2007 erstellt |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games ; D44 - Auctions |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner, (2011)
-
When (If Ever) Has it Paid to Wait for a Stock Market Correction?
Haghani, Victor, (2017)
-
Competition in the Stock Market with Asymmetric Information
Wang, Kun Tracy, (2017)
- More ...
-
Repeated Games and the Central Limit Theorem
DE MEYER, Bernard, (1993)
-
Price dynamics on a stock market with asymmetric information
De Meyer, Bernard, (2010)
-
De Meyer, Bernard, (1995)
- More ...