Market Structure, Security Prices, and Informational Efficiency

نویسندگان

  • JENNIFER HUANG
  • JIANG WANG
چکیده

We consider an economy with an incomplete securities market and heterogeneously informed investors. Each investor trades in the market to hedge the risk to his endowment and to speculate on future security payoffs using his private information. We examine the efficiency of the securities market in allocating risk and transmitting information under different market structures, as defined by the set of securities traded in the market. We show that the introduction of derivative securities can decrease the market’s efficiency in revealing information on security payoffs, and increase the equity premium and price volatility in the market.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Informational Content of Option Volume Prior to Takeovers*

The capital-allocation role of financial markets rests on the informational efficiency of security prices. For the capital allocation determined by markets to be efficient, it is essential that security prices reflect all relevant information fully and accurately. Then, what types of security markets are the most conducive to price discovery and information incorporation? To investigate these i...

متن کامل

Basket Securities, Price Formation, and Informational Efficiency

This paper investigates the role of basket securities in the efficient price formation process of individual component securities. The study focuses on one type of basket security, exchange traded funds (ETFs), which includes some of the most actively traded securities in the U.S. equity market. A multi-asset variance decomposition methodology is developed to measure the information contributio...

متن کامل

Expectations, Liquidity, and Short-term Trading

In a market with short term agents and heterogeneous information, when liquidity trading displays persistence, prices reflect average expectations about fundamentals and liquidity trading. Informed investors exploit a private learning channel to infer the demand of liquidity traders from the order flow to anticipate the evolution of the future aggregate demand for the stock. This yields multipl...

متن کامل

Food Security Impacts of Increasing Energy Prices on Iranian Meat Market

 In accordance with the Iranian government intention toward two step forward elimination of energy subsidies policy in coming years, we focus in this study on the extent by which the corresponding raising costs will be distributed across the livestock sector and how they affected food security. For this purpose, scenario of increasing energy prices and improving productivity at vertical and hor...

متن کامل

Comparing Market Structures: Allocative and Informational Efficiencies of Continuous Trading, Periodic Auctions, and Dark Pools

This paper compares three market structures in a dynamic dealer-mediated market with asymmetric information about an asset’s value. The compared market structures are (i) the continuous protocol of Glosten and Milgrom (1985), where a just-arrived trader trades immediately at a bid or an ask price publicly posted by the dealer, (ii) the periodic auction, wherein trades are cleared in batches, pu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1997