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

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  • Thomas E. Copeland Economics

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    • I would like to express my gratitude to those who contributed significantly to my efforts: Hans R. Stoll and James Pickands III, my dissertation advisors, Randolph Westerfield and Steve Ross who sat on my dissertation committee, and John DeCani, Steve Lippman, David Mayers, and Joe Troxell whose comments were helpful.

  • Assistant Professor of Finance and Business Economics, University of California, Los Angeles.

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