Price volatility without news about fundamentals

DOI10.1016/0165-1765(91)90086-ZzbMath0825.90284OpenAlexW2005039908MaRDI QIDQ1189361

Shangjin Wei

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90086-z

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Price volatility without news about fundamentals

Cites Work

• Price volatility without news about fundamentals
• Continuous Auctions and Insider Trading
• On Endogenous Competitive Business Cycles
• Informed Speculation with Imperfect Competition
• Simple mathematical models with very complicated dynamics