Publication:

Models of information aggregation in financial markets: a review

Date

Date

Date
1996
Journal Article
Published version

Citations

Citation copied

Habib, M., & Naik, N. (1996). Models of information aggregation in financial markets: a review. Applied Mathematical Finance, 3(2), 159–166. https://doi.org/10.1080/13504869600000008

Abstract

Abstract

Abstract

This article reviews static and dynamic models of information aggregation in the literature. It highlights the key assumptions these models make, the results they obtain and the issues that still need to be explored to further our understanding of information aggregation in financial markets.

Additional indexing

Creators (Authors)

Journal/Series Title

Journal/Series Title

Journal/Series Title

Volume

Volume

Volume
3

Number

Number

Number
2

Page range/Item number

Page range/Item number

Page range/Item number
159

Page end

Page end

Page end
166

Item Type

Item Type

Item Type
Journal Article

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Scope

Scope

Scope
Discipline-based scholarship (basic research)

Language

Language

Language
English

Publication date

Publication date

Publication date
1996-01-01

Date available

Date available

Date available
2020-08-14

Publisher

Publisher

Publisher

ISSN or e-ISSN

ISSN or e-ISSN

ISSN or e-ISSN
1350-486X

OA Status

OA Status

OA Status
Closed

Other Identification Number

Other Identification Number

Other Identification Number
merlin-id:19646

Citations

Citation copied

Habib, M., & Naik, N. (1996). Models of information aggregation in financial markets: a review. Applied Mathematical Finance, 3(2), 159–166. https://doi.org/10.1080/13504869600000008

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Files
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Files

Files

Files
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