Profitable informed trading in a simple general equilibrium model of asset pricing
By: James Dow, Gary Gorton.
Contributors: Gorton, Gary.; National Bureau of Economic Research.
Series: NBER working paper series -- no.4315
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 57
Subjects: Speculation -- Mathematical models.; Information theory in economics.; Stocks -- Prices -- Mathematicalmodels.