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@misc{Information and learning in markets: The impact of market microstructure - Library Discovery, url={http://qmul.summon.serialssolutions.com/search?utf8=%E2%9C%93&s.q=Cochrane,+J.H.,+(2005).+Asset+Pricing,#!/search/document?ho=t&l=en-UK&q=Information%20and%20learning%20in%20markets:%20the%20impact%20of%20market%20microstructure&id=FETCHMERGED-scopus_primary_2551014692} }