Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist

M. BARRY GOLDMAN^*, AVRAHAM BEJA

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{b493e16061c94d7d88d0491ca4c8d21b,

title = "Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist",

author = "GOLDMAN, {M. BARRY} and AVRAHAM BEJA",

year = "1979",

month = jun,

doi = "10.1111/j.1540-6261.1979.tb02127.x",

language = "אנגלית",

volume = "34",

pages = "595--607",

journal = "Journal of Finance",

issn = "0022-1082",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}

TY - JOUR

T1 - Market Prices vs. Equilibrium Prices

T2 - Returns' Variance, Serial Correlation, and the Role of the Specialist

AU - GOLDMAN, M. BARRY

AU - BEJA, AVRAHAM

PY - 1979/6

Y1 - 1979/6

UR - http://www.scopus.com/inward/record.url?scp=84977352892&partnerID=8YFLogxK

U2 - 10.1111/j.1540-6261.1979.tb02127.x

DO - 10.1111/j.1540-6261.1979.tb02127.x

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:84977352892

SN - 0022-1082

VL - 34

SP - 595

EP - 607

JO - Journal of Finance

JF - Journal of Finance

IS - 3

ER -