Salomonsson, Marcus - Economics Institute for Research (SIR), … - 2006
ENDOGENOUS NOISE TRADERS
Marcus Salomonsson
SSE/EFI Working Paper Series in Economics and Finance
No 644
December 5 … and the Bid-Ask Spread,�
Journal of Financial Economics, 17, 223�249.
Aumann, R. J. (1976): �Agreeing to Disagree …,�Journal of Financial Economics, 9, 221�235.
Dow, J., and G. Gorton (1997): �Noise Trading, Delegated Portfolio Management,
and …