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London Business School, Sussex Place, Regent's Park, London, NW1 4SA. This paper is based on Chapter I of my MIT Ph.D. dissertation. I thank the members of my dissertation committee, Robert Pindyck (Chairman), Stewart Myers, and Antonio Mello for their contributions. I also thank Carlos Bachrach, Ravi Bhushan, David Brown, Jose DeGregorio, Anthony Neuberger, Neil Pearson, Mitchell Petersen, Jim Poterba, Danny Quah, Nancy Rose, Mark Rzcepczynski, Tom Stoker, Lars Stole, Chester Spatt, and Paul Zacharias for comments on earlier drafts. I would also like to thank Goldman, Sachs & Co. for providing the opportunity to conduct this research as a summer intern.
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Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1991.tb03772.x
1991 The American Finance Association
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How to Cite
UMLAUF, S. R. (1991), Information Asymmetries and Security Market Design: An Empirical Study of the Secondary Market for U.S. Government Securities. The Journal of Finance, 46: 929–953. doi: 10.1111/j.1540-6261.1991.tb03772.x
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London Business School, Sussex Place, Regent's Park, London, NW1 4SA. This paper is based on Chapter I of my MIT Ph.D. dissertation. I thank the members of my dissertation committee, Robert Pindyck (Chairman), Stewart Myers, and Antonio Mello for their contributions. I also thank Carlos Bachrach, Ravi Bhushan, David Brown, Jose DeGregorio, Anthony Neuberger, Neil Pearson, Mitchell Petersen, Jim Poterba, Danny Quah, Nancy Rose, Mark Rzcepczynski, Tom Stoker, Lars Stole, Chester Spatt, and Paul Zacharias for comments on earlier drafts. I would also like to thank Goldman, Sachs & Co. for providing the opportunity to conduct this research as a summer intern.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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