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Dealer behaviour and price volatility in asset markets

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  • Cripps, M.

    (Tilburg University, School of Economics and Management)

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  • Cripps, M., 1989. "Dealer behaviour and price volatility in asset markets," Other publications TiSEM c8760967-252f-4da5-b5e3-b, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:c8760967-252f-4da5-b5e3-b20fbda4964f
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    References listed on IDEAS

    as
    1. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    2. Cukierman, Alex & Meltzer, Allan H, 1986. "A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information," Econometrica, Econometric Society, vol. 54(5), pages 1099-1128, September.
    3. 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.
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    Cited by:

    1. Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Discussion Paper 1989-43, Tilburg University, Center for Economic Research.
    2. Röell, A.A., 1989. "Dual capacity trading and the quality of the market," Other publications TiSEM 3fc015b4-7e90-4ca3-afcf-1, Tilburg University, School of Economics and Management.

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