𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Clarification and Extension of Beaver’s Definitions of Market Informational Efficiency: A Note

✍ Scribed by Don Vickrey; Carr Bettis

Book ID
108514014
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
86 KB
Volume
37
Category
Article
ISSN
0001-3072

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rational expectations and market efficie
Rational expectations and market efficiency in the U.S. live cattle futures market: The role of proprietary information
✍ Matthew P. Schaefer; Robert J. Myers; Stephen R. Koontz 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB 👁 2 views

## Abstract The role of proprietary information in forecasting and market efficiency in the U.S. live cattle futures market is investigated. Using a unique proprietary data source collected by a private firm, we test whether the initial estimates in the USDA __Cattle on Feed Report__ and the Knight

A Markovian model market—Akerlof’s lemon
A Markovian model market—Akerlof’s lemons and the asymmetry of information
✍ Paulo F.C. Tilles; Fernando F. Ferreira; Gerson Francisco; Carlos de B. Pereira; 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 742 KB

In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purch