@Article{W:RevealInformation:2007,
    author = {Todd B. Walker},
    title = {How equilibrium prices reveal information in a time series model with disparately informed, competitive traders},
    journal = {Journal of Economic Theory},
    year = {2007},
    volume = {137},
    number = {1},
    pages = {512--537},
    doi = {10.1016/j.jet.2007.01.011}
}