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04/01/2002 03:23 PM by Sungbin Cho; Re:Game Theory analysis of well known financial models | Many papers in corporate finance(corporate governance) take agency-theory approach. For example you can visit and find papers at
http://gsbwww.uchicago.edu/fac/luigi.zingales/research/gov.htm
I don't know much about the papers on EMH. But it might be interesting to look at
The Efficient Market Hypothesis and Insider Trading on the Stock Market Jean-Jacques Laffont, Eric S. Maskin, The Journal of Political Economy, Vol. 98, No. 1. (Feb., 1990), pp. 70-93.
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03/29/2002 12:30 AM by name withheld; Game Theory analysis of well known financial models | Hi does anyone know any papers analysing well known financial models such as the EMH or Agency Theory in terms of Game Theory? Please email me [View full text and thread]
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