NONHOMOGENEOUS EXPECTATIONS AND INFORMATION IN CAPITAL ASSET MARKET

被引:8
作者
RABINOVITCH, R [1 ]
OWEN, J [1 ]
机构
[1] NYU, NEW YORK, NY 10003 USA
关键词
D O I
10.2307/2326570
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:575 / 587
页数:13
相关论文
共 25 条
[1]  
Arrow K., 1971, ESSAYS THEORY RISK B
[2]   THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].
ARROW, KJ .
REVIEW OF ECONOMIC STUDIES, 1964, 31 :91-96
[3]  
Bagehot W., 1971, FINANC ANAL J, V27, P12
[4]   CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].
BLACK, F .
JOURNAL OF BUSINESS, 1972, 45 (03) :444-455
[5]   RISK, RETURN, AND EQUILIBRIUM [J].
FAMA, EF .
JOURNAL OF POLITICAL ECONOMY, 1971, 79 (01) :30-55
[6]   RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].
FAMA, EF .
JOURNAL OF FINANCE, 1968, 23 (01) :29-40
[7]   INFORMATION AND CAPITAL MARKETS [J].
FAMA, EF ;
LAFFER, AB .
JOURNAL OF BUSINESS, 1971, 44 (03) :289-298
[8]   CAPITAL-MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A 2-PARAMETER WORLD [J].
GONEDES, NJ .
JOURNAL OF FINANCE, 1976, 31 (01) :1-15
[9]  
HIRSHLEIFER J, 1971, AM ECON REV, V61, P561
[10]  
HIRSHLEIFER J, 1972, UCLA189 WEST MAN SCI