Admati, A., "The Information Role of P rices: A Review Article," Journal of Monetary Economics, Vol. 28 No. 2, (1991), pp. 347-360.  Home/Search   Document Not in Database   Summary   Related Articles

....diminish the adverse effects of location as a factor in information transfer. The choice of three minute intervals for this study is based on the belief that information is transmitted quickly. 7 See the following for discussions of information theory and informed trader models: Admati (1991), Admati and Pfleiderer (1988 89) Bookstaber and Pomerantz (1989) French and Roll (1986) Kyle (1985) and Ross (1989) 8 An example of a dominant market is shown by Blume, MacKinlay and Terker (1989) who found that the S P 500 stocks fell 7 more than non S P 500 stocks on October 19, ....

Admati, A., "The Information Role of P rices: A Review Article," Journal of Monetary Economics, Vol. 28 No. 2, (1991), pp. 347-360.

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