IMPERFECT COMPETITION IN A MULTI-SECURITY MARKET WITH RISK NEUTRALITY

被引：55

作者：

CABALLE, J

KRISHNAN, M

机构：

[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213

[2] PURDUE UNIV,KRANNERT GRAD SCH MANAGEMENT,W LAFAYETTE,IN 47907

来源：

关键词：

D O I：

10.2307/2951665

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：695 / 704

页数：10

共 14 条

[1] A Theory of Intraday Patterns: Volume and Price Variability [J].

Admati, Anat R. ;

Pfleiderer, Paul .

ADMATI, AR .

[3]

Bellman R., 1970, INTRO MATRIX ANAL

[4]

BHASIN A, 1992, INTERCONNECTEDNESS F

[5]

CABALLE J, 1990, INSIDER TRADING ASSE

[6]

CABALLE J, 1991, UNPUB TEST RESTRICTI

[7] PRICE-COMPETITION BETWEEN MARKET MAKERS [J].

DENNERT, J .

[8]

GRAYBILL FA, 1993, MATRICES APPLICATION

[9]

GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[10] ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS [J].

HELLWIG, MF .