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Optimal Speculation against an Efficient Market

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  • Jaffe, Jeffrey F
  • Winkler, Robert L

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  • Jaffe, Jeffrey F & Winkler, Robert L, 1976. "Optimal Speculation against an Efficient Market," Journal of Finance, American Finance Association, vol. 31(1), pages 49-61, March.
    • Handle: RePEc:bla:jfinan:v:31:y:1976:i:1:p:49-61
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    Cited by:

    1. Xin, Baohua, 2022. "From Lab Experiments to the Field: The Case of a Price Formation Model Based on Laboratory Findings," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
    2. Lyons, R.K., 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," Papers 91-17, Columbia - Graduate School of Business.
    3. David Abad & Antonio Rubia, 2004. "Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market," Working Papers. Serie AD 2004-38, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley.
    5. Benos, Alexandros V., 1998. "Aggressiveness and survival of overconfident traders," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 353-383, September.
    6. Giovanni Luca & Giampiero Gallo, 2009. "Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 102-120.
    7. Golec, Joseph & Tamarkin, Maurry, 1991. "The degree of inefficiency in the football betting market : Statistical tests," Journal of Financial Economics, Elsevier, vol. 30(2), pages 311-323, December.
    8. Montone, Maurizio, 2021. "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 344-363.
    9. Venkateswar, Sankaran, 1992. "Replacement cost disclosures, information asymmetry and market-maker behaviour: Assessment through the bid-ask spread," The British Accounting Review, Elsevier, vol. 24(2), pages 139-155.
    10. Elaine Mosakowski & Srilata Zaheer, 1999. "The Global Configuration of a Speculative Trading Operation: An Empirical Study of Foreign Exchange Trading," Organization Science, INFORMS, vol. 10(4), pages 401-423, August.
    11. Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler, 1993. "Several Bayesians: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 1-32, December.
    12. Robert E. Verrecchia & Joseph Weber, 2006. "Redacted Disclosure," Journal of Accounting Research, Wiley Blackwell, vol. 44(4), pages 791-814, September.

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