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Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros

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  • Jordi Caballe

    (Universidad Autónoma de Barcelona)

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  • Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January.
  • Handle: RePEc:iec:inveco:v:15:y:1991:i:1:p:3-34
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    References listed on IDEAS

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    5. Admati, Anat R. & Pfleiderer, Paul, 1987. "Viable allocations of information in financial markets," Journal of Economic Theory, Elsevier, vol. 43(1), pages 76-115, October.
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    7. Allen, Beth E, 1981. "Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information," Econometrica, Econometric Society, vol. 49(5), pages 1173-1199, September.
    8. Bhattacharya, Utpal & Krishnan, Murugappa, 1999. "To believe or not to believe1," Journal of Financial Markets, Elsevier, vol. 2(1), pages 69-98, February.
    9. Beaver, William & Lambert, Richard & Morse, Dale, 1980. "The information content of security prices," Journal of Accounting and Economics, Elsevier, vol. 2(1), pages 3-28, March.
    10. Ho, Thomas & Stoll, Hans R., 1981. "Optimal dealer pricing under transactions and return uncertainty," Journal of Financial Economics, Elsevier, vol. 9(1), pages 47-73, March.
    11. Caballe, J. & Krishnan, M., 1989. "Insider Trading and asset Pricing in an Imperfectly Competitive Multi- Secrity Market," UFAE and IAE Working Papers 132.90, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    12. Albert S. Kyle, 1989. "Informed Speculation with Imperfect Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(3), pages 317-355.
    13. Allen, Franklin, 1990. "The market for information and the origin of financial intermediation," Journal of Financial Intermediation, Elsevier, vol. 1(1), pages 3-30, March.
    14. Franklin Allen, "undated". "The Social Value of Asymmetric Information," Rodney L. White Center for Financial Research Working Papers 19-87, Wharton School Rodney L. White Center for Financial Research.
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    20. repec:bla:jfinan:v:44:y:1989:i:1:p:115-34 is not listed on IDEAS
    21. Sanford J. Grossman, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 44(3), pages 431-449.
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    24. Amihud, Yakov & Mendelson, Haim, 1987. "Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-553, July.
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