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Securities Market Efficiency in an Arrow-Debreu Economy

Mark Rubinstein

American Economic Review · 1975 · 160 citations · 1 references

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BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMicroeconomicsAsset AllocationAsset Pricing EmpiricsCapital Asset Pricing ModelCapital MarketsInvestmentMarket EfficiencyArrow-debreu Equilibrium ExistenceFinancial Market EfficiencyInformational EfficiencyMarket Efficiency TestingMarket Efficiency Tests

References

1

A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates

J. E. Stiglitz · The Review of Economic Studies · 1970 · 160 citations

Social Sciences, Business Economics, Economics +15