Publications

Selling and Trading on Information in Financial Markets

Anat R. Admati, Paul Pfleiderer

American Economic Review 1988 Vol. 78 Issue 2, Papers and Proceedings of the One-Hundredth Annual Meeting of the American Economic Association Pages 96–103.

A Theory of Intraday Patterns: Volume and Price Variability

Anat R. Admati, Paul Pfleiderer

Review of Financial Studies 1988 Vol. 1 Issue 1 Pages 3-40.

Stochastic Equilibria with Incomplete Financial Markets

Darrell Duffie

Journal of Economic Theory April1987 Vol. 41 Issue 2 Pages 405-416.

Strategic Delay in Bargaining

Anat R. Admati, Motty Perry

Review of Economic Studies 1987 Vol. 54 Issue 3 Pages 345-364.

Viable Allocations of Information in Financial Markets

Anat R. Admati, Paul Pfleiderer

Journal of Economic Theory 1987 Vol. 43 Issue 1 Pages 76-115.

Modeling the term structure of interest rates under non-separable utility and durability of goods

Kenneth J. Singleton, Kenneth B. Dunn

Journal of Financial Economics September1986 Vol. 17 Issue 1 Pages 27.

Multiperiod Security Markets with Differential Information: Martingales and Resolution Times

Darrell Duffie, Chi-fu Huang

Journal of Mathematical Economics September1986 Vol. 15 Issue 3 Pages 283-303.

Stochastic Equilibria: Existence, Spanning Number, and the 'No Expected Financial Gain From Trade' Hypothesis

Darrell Duffie

Econometrica September1986 Vol. 54 Issue 5 Pages 1161-1183.

Equilibrium in incomplete markets: II: Generic existence in stochastic economies

Darrell Duffie, Wayne Shafer

Journal of Mathematical Economics June1986 Vol. 15 Issue 3 Pages 199-216.

Competitive Equilibria in General Choice Spaces

Darrell Duffie

Journal of Mathematical Economics 1986 Vol. 15 Issue 1 Pages 1-23.

A Monopolistic Market for Information

Anat R. Admati, Paul Pfleiderer

Journal of Economic Theory 1986 Vol. 39 Issue 2 Pages 400–438.

On Timing and Selectivity

Anat R. Admati, Sudipto Bhattacharya, Paul Pfleiderer, Stephen A. Ross

Journal of Finance 1986 Vol. 41 Issue 3 Pages 715–730.

Equilibrium in Incomplete Markets: I. A Basic Model of Generic Existence

Darrell Duffie, Wayne Shafer

Journal of Mathematical Economics December1985 Vol. 14 Issue 3 Pages 285-300.

Implementing Arrow-Debreu Equilibria By Continuous Trading of Few Long-Lived Securities

Darrell Duffie, Chi-fu Huang

Econometrica November1985 Vol. 53 Issue 6 Pages 1337-1356.

Interpreting the Factor Risk Premia in the Arbitrage Pricing Theory

Anat R. Admati, Paul Pfleiderer

Journal of Economic Theory 1985 Vol. 35 Issue 1 Pages 191–195.

Measuring Investment Performance in a Rational Expectations Equilibrium Model

Anat R. Admati, Stephen A. Ross

Journal of Business 1985 Vol. 58 Issue 1 Pages 1-26.

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

Anat R. Admati

Econometrica 1985 Vol. 53 Issue 3 Pages 629-657.

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

Kenneth J. Singleton

Journal of Econometrics 1985 Vol. 30 Issue 1-2 Pages 391-413.

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton

Econometrica 1982 Vol. 50 Issue 5 Pages 1269-1286.

Latent variable models for time series*: A frequency domain approach with an application to the permanent income hypothesis

Kenneth J. Singleton, John F. Geweke

Journal of Econometrics December1981 Vol. 17 Issue 3 Pages 287-304.