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How Equilibrium Prices Reveal Information in a Time Series Model with Disparately Informed, Competitive Traders∗ Todd B. Walker† January 2007 Abstract. Accommodating asymmetric information in a dynamic asset pricing
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Document Date: 2009-09-27 20:58:46

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Company

Midwest Economic Theory Group / Hp / L. / Midwest Macroeconomics Conference / /

Country

United States / /

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Facility

Miami University / University of Iowa Alumni Conference / Indiana University / New York University / /

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IndustryTerm

unitary operator / Then trader / lag operator / /

Organization

the University of Iowa / New York University / Miami University / Department of Economics / US Federal Reserve / Federal Reserve Board / University of Iowa Alumni Conference / Indiana University / U.S. Treasury / /

Person

John Geweke / Shin / Morris / Matthew Billett / Todd B. Walker / Allen / Ken Kasa / Gene Savin / Matthew Pritsker / M. Beth Ingram / Chuck Whiteman / /

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Position

advisor / trader / /

ProvinceOrState

Indiana / /

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