Econometrica · 1985 · 828 citations · 0 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset AllocationAsset PricesAsset Pricing TheoryCapital Asset PricingCapital MarketsMarket MicrostructureAsset Pricing Under Information AsymmetryEquilibrium Asset PricingMarket NoiseMicrostructure NoiseRational Expectations Equilibrium Existence