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Volatility, Information, and Noise Trading

Jean-Pierre Danthine and Serge Moresi

Cahiers de Recherches Economiques du Département d'économie from Université de Lausanne, Faculté des HEC, Département d’économie

Keywords: market; efficiency; welfare; economic equilibrium; economic models (search for similar items in EconPapers)
Pages: 29 pages
Date: 1990-08
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Citations: View citations in EconPapers (4)

Published in European Economic Review, vol. 37 (5), 1993, pp. 961-982

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Journal Article: Volatility, information and noise trading (1993) Downloads
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