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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title Models of information aggregation in financial markets: a review
Organization Unit
Authors
  • Michel Habib
  • Narayan Naik
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Applied Mathematical Finance
Publisher Taylor & Francis
Geographical Reach international
ISSN 1350-486X
Volume 3
Number 2
Page Range 159 - 166
Date 1996
Abstract Text 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.
Related URLs
Digital Object Identifier 10.1080/13504869600000008
Other Identification Number merlin-id:19646
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