When Do Security Markets Aggregate Dispersed Information?
- Brice Corgnet ,
Brice Corgnet
[email protected]https://orcid.org/0000-0002-0329-7933
Emlyon Business School, GATE L-SE, Lyon, 69130 Écully, France;
- Cary Deck ,
Cary Deck
[email protected]https://orcid.org/0000-0002-4475-1768
Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, Alabama 35487;Economic Science Institute, Chapman University, Orange, California 92866;
- Mark DeSantis ,
Corresponding Author
Mark DeSantis
[email protected]https://orcid.org/0000-0002-4771-0419
Economic Science Institute, Chapman University, Orange, California 92866;Argyros School of Business and Economics, Chapman University, Orange, California 92866;
- Kyle Hampton,
Kyle Hampton
[email protected]Smith Institute for Political Economy and Philosophy, Argyros School of Business and Economics, Chapman University, Orange, California 92866
- Erik O. Kimbrough
Erik O. Kimbrough
[email protected]https://orcid.org/0000-0002-6495-0430
Smith Institute for Political Economy and Philosophy, Argyros School of Business and Economics, Chapman University, Orange, California 92866
Brice Corgnet
[email protected]https://orcid.org/0000-0002-0329-7933
Emlyon Business School, GATE L-SE, Lyon, 69130 Écully, France;
Cary Deck
[email protected]https://orcid.org/0000-0002-4475-1768
Department of Economics, Finance and Legal Studies, University of Alabama, Tuscaloosa, Alabama 35487;Economic Science Institute, Chapman University, Orange, California 92866;
Corresponding Author
Mark DeSantis
[email protected]https://orcid.org/0000-0002-4771-0419
Economic Science Institute, Chapman University, Orange, California 92866;Argyros School of Business and Economics, Chapman University, Orange, California 92866;
Kyle Hampton
[email protected]Smith Institute for Political Economy and Philosophy, Argyros School of Business and Economics, Chapman University, Orange, California 92866
Erik O. Kimbrough
[email protected]https://orcid.org/0000-0002-6495-0430
Smith Institute for Political Economy and Philosophy, Argyros School of Business and Economics, Chapman University, Orange, California 92866
Supplemental Material
The replication files for this article are available HERE.
