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On intraday risk premia

Spiegel, Matthew - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 319-339

Persistent link: https://www.econbiz.de/10001178304

Destructive interference in an imperfectly competitive multi-security market

Bhattacharya, Utpal - In: Journal of economic theory 65 (1995) 1, pp. 136-170

Persistent link: https://www.econbiz.de/10001178544

Private value components, and the winner's curse in an art index

Goetzmann, William N. - In: European economic review : EER 39 (1995) 3, pp. 549-555

Persistent link: https://www.econbiz.de/10001181578

Informed speculation and hedging in a noncompetitive securities market

Spiegel, Matthew - In: The review of financial studies 5 (1992) 2, pp. 307-329

Persistent link: https://www.econbiz.de/10001123792

Insiders, outsiders, and market breakdowns

Bhattacharya, Utpal - In: The review of financial studies 4 (1991) 2, pp. 255-282

Persistent link: https://www.econbiz.de/10001109999

A theory of the distribution of underpriced initial public offers by investment banks

Fulghieri, Paolo - In: Journal of economics & management strategy : JEMS 2 (1993) 4, pp. 509-530

Persistent link: https://www.econbiz.de/10001169426

Understanding when agents are fairmen or gamesmen

Spiegel, Matthew (contributor) - In: Games and economic behavior 7 (1994) 1, pp. 104-115

Persistent link: https://www.econbiz.de/10001171175

A further test of noncooperative bargaining theory : comment

Neelin, Janet - In: The American economic review 78 (1988) 4, pp. 824-836

Persistent link: https://www.econbiz.de/10001058868

Insiders, Outsiders, and Market Breakdowns.

Bhattacharya, Utpal; Spiegel, Matthew - In: Review of Financial Studies 4 (1991) 2, pp. 255-82

A simple classical Walrasian framework is proposed for the study of manipulation among asymmetrically informed risk-averse traders in financial markets, and it is used to analyze the occurrence of a market breakdown in the trading system. Such a phenomenon occurs when the outsiders refuse to...

Persistent link: https://www.econbiz.de/10005569853

Stock Price Volatility in a Multiple Security Overlapping Generations Model.

Spiegel, Matthew - In: Review of Financial Studies 11 (1998) 2, pp. 419-47

Persistent link: https://www.econbiz.de/10005569933