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Models of information aggregation in financial markets: a review


Habib, Michel; Naik, Narayan (1996). Models of information aggregation in financial markets: a review. Applied Mathematical Finance, 3(2):159-166.

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.

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.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Scopus Subject Areas:Social Sciences & Humanities > Finance
Physical Sciences > Applied Mathematics
Language:English
Date:1 January 1996
Deposited On:14 Aug 2020 14:50
Last Modified:17 Sep 2020 11:23
Publisher:Taylor & Francis
ISSN:1350-486X
OA Status:Closed
Publisher DOI:https://doi.org/10.1080/13504869600000008
Related URLs:https://www.tandfonline.com/doi/abs/10.1080/13504869600000008 (Publisher)
Other Identification Number:merlin-id:19646

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