Profitable informed trading in a simple general equilibrium model of asset pricing

DOI10.1006/jeth.1995.1077zbMath0840.90020OpenAlexW3022313936MaRDI QIDQ1906694

Gary Gorton, James P. jun. Dow

Publication date: 6 February 1996

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w4315.pdf

zbMATH Keywords

asset pricinggeneral equilibrium model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Related Items (1)

Information-based trade

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