How equilibrium prices reveal information in a time series model with disparately informed, competitive traders

Todd Walker

Journal of Economic Theory, 2007, vol. 137, issue 1, 512-537

Date: 2007
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Working Paper: How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders (2006)
Working Paper: How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jetheo:v:137:y:2007:i:1:p:512-537

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