Updating pricing rules
Aloisio Araujo, Alain Chateauneuf, José Heleno Faro, Bruno Holanda
| Year of publication: |
2018
|
|---|---|
| Authors: | Araújo, Aloísio Barboza de ; Chateauneuf, Alain ; Faro, José Heleno ; Holanda, Bruno |
| Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 68.2019, 2, p. 335-361
|
| Subject: | Bid-ask spreads | Efficient complete markets | Full Bayesian update | Incomplete markets | Pricing rules | Theorie | Theory | Unvollkommener Markt | Incomplete market | Geld-Brief-Spanne | Bid-ask spread | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00199-018-1125-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012108419