College of Business Administration, The University of Iowa, The Fuqua School of Business, Duke University, respectively. This article was first presented in October 1993 at the Fourth Annual Accounting and Finance Conference at the Washington University at St. Louis. We owe a special debt to Pete Kyle for discussions that led to this article and to Kerry Back, René Stulz (the editor), and an anonymous referee for detailed comments that have considerably improved our article. Also, we are grateful to Mark Bagnoli, Utpal Bhattacharya, Peter Carr, Bernard Dumas, Phil Dybvig, Larry Glosten, Kevin McCardle, Duane Seppi, Avanidhar Subrahmanyam, Sheridan Titman, Xavier Vives, seminar participants at Duke University, the 1994 EFA meetings at Brussels, the Fourth Annual Accounting and Finance Conference at Washington University at St. Louis, Hong Kong University of Science and Technology, The University of Iowa, The University of Missouri, University of Notre Dame, and the 1994 WFA meetings at Santa Fe for their suggestions and comments. Viswanathan thanks the Business Associates Fund, the Isle Maligne Fund, and the Futures and Options Research Center (FORCE) of the Fuqua School of Business for financial support.
Strategic Trading When Agents Forecast the Forecasts of Others
Version of Record online: 30 APR 2012
© 1996 the American Finance Association
The Journal of Finance
Volume 51, Issue 4, pages 1437–1478, September 1996
How to Cite
FOSTER, F. D. and VISWANATHAN, S. (1996), Strategic Trading When Agents Forecast the Forecasts of Others. The Journal of Finance, 51: 1437–1478. doi: 10.1111/j.1540-6261.1996.tb04075.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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