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TRADING, COMMUNICATION AND THE RESPONSE OF ASSET PRICES TO NEWS
被引:17
作者
:
DOW, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
DOW, J
[
1
]
GORTON, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
GORTON, G
[
1
]
机构
:
[1]
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
来源
:
ECONOMIC JOURNAL
|
1993年
/ 103卷
/ 418期
关键词
:
D O I
:
10.2307/2234536
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:639 / 646
页数:8
相关论文
共 7 条
[1]
PRIVATE INFORMATION, TRADING VOLUME, AND STOCK-RETURN VARIANCES
[J].
BARCLAY, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
BARCLAY, MJ
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
LITZENBERGER, RH
;
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
WARNER, JB
.
REVIEW OF FINANCIAL STUDIES,
1990,
3
(02)
:233
-253
[2]
DOW J, 1991, 3687 NAT BUR EC RES
[3]
STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
FRENCH, KR
;
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
:5
-26
[4]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
[J].
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
;
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
.
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
:71
-100
[5]
CONTINUOUS AUCTIONS AND INSIDER TRADING
[J].
KYLE, AS
论文数:
0
引用数:
0
h-index:
0
KYLE, AS
.
ECONOMETRICA,
1985,
53
(06)
:1315
-1335
[6]
TESTING FOR BUBBLES IN EXCHANGE MARKETS - A CASE OF SPARKLING RATES
[J].
MEESE, RA
论文数:
0
引用数:
0
h-index:
0
MEESE, RA
.
JOURNAL OF POLITICAL ECONOMY,
1986,
94
(02)
:345
-373
[7]
A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS
[J].
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
OLDFIELD, GS
;
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
ROGALSKI, RJ
.
JOURNAL OF FINANCE,
1980,
35
(03)
:729
-751
←
1
→
共 7 条
[1]
PRIVATE INFORMATION, TRADING VOLUME, AND STOCK-RETURN VARIANCES
[J].
BARCLAY, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
BARCLAY, MJ
;
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
LITZENBERGER, RH
;
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,BUSINESS ADM,ROCHESTER,NY 14627
WARNER, JB
.
REVIEW OF FINANCIAL STUDIES,
1990,
3
(02)
:233
-253
[2]
DOW J, 1991, 3687 NAT BUR EC RES
[3]
STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
FRENCH, KR
;
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
:5
-26
[4]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
[J].
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
;
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
.
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
:71
-100
[5]
CONTINUOUS AUCTIONS AND INSIDER TRADING
[J].
KYLE, AS
论文数:
0
引用数:
0
h-index:
0
KYLE, AS
.
ECONOMETRICA,
1985,
53
(06)
:1315
-1335
[6]
TESTING FOR BUBBLES IN EXCHANGE MARKETS - A CASE OF SPARKLING RATES
[J].
MEESE, RA
论文数:
0
引用数:
0
h-index:
0
MEESE, RA
.
JOURNAL OF POLITICAL ECONOMY,
1986,
94
(02)
:345
-373
[7]
A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS
[J].
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
OLDFIELD, GS
;
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
ROGALSKI, RJ
.
JOURNAL OF FINANCE,
1980,
35
(03)
:729
-751
←
1
→