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
[11]  
HIRSHLEIFER J, 1973, UCLA32 EC DEP DISC P
[12]   SPECIAL INFORMATION AND INSIDER TRADING [J].
JAFFE, JF .
JOURNAL OF BUSINESS, 1974, 47 (03) :410-428
[13]   CAPITAL MARKETS - THEORY AND EVIDENCE [J].
JENSEN, MC .
BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398
[15]   SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].
LINTNER, J .
JOURNAL OF FINANCE, 1965, 20 (04) :587-616
[16]   MARKET PRICE OF RISK, SIZE OF MARKET AND INVESTORS RISK AVERSION [J].
LINTNER, J .
REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) :87-99
[17]   AGGREGATION OF INVESTORS DIVERSE JUDGMENTS AND PREFERENCES IN PURELY COMPETITIVE SECURITY MARKETS [J].
LINTNER, J .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1969, 4 (04) :347-400
[18]   ANALYTIC DERIVATION OF EFFICIENT PORTFOLIO FRONTIER [J].
MERTON, RC .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1972, 7 (04) :1851-1872
[19]   EQUILIBRIUM IN A CAPITAL ASSET MARKET [J].
MOSSIN, J .
ECONOMETRICA, 1966, 34 (04) :768-+
[20]  
MOSSIN J, 1969, AM ECON REV, V59, P749