Journal of Finance Vol. 31 No. 4 1976

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

Thomas E. Copeland Economics

DOI

10.1111/j.1540-6261.1976.tb01966.x

Volume

31

Issue

4

Pages

1149-1168

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓