The dynamics of information incorporation into asset prices
Subtitle: an empirical analysis
By: Shmuel Kandel, Aharon R. Ofer, Oded Sarig
Series: Sidrat neyarot-diyun -- mis. 10-92; Discussion paper series -- no. 10-92; Discussion paper (Merkaz le-fituaḥ ʻal-shem P. Sapir) -- mis. 10-92
Publisher: ha-Merkaz le-fituaḥ ʻal shem Pinḥas Sapir le-yad Universiṭat Tel Aviv
Published: 1992
Place of publication: Tel Aviv
Language: eng
Number of pages: 29
Subjects: Speculation; Econometric models; Securities; Prices; Information theory in economic