IDEAS home Printed from https://ideas.repec.org/a/kap/theord/v64y2008i2p193-228.html
   My bibliography  Save this article

Private Information and the ‘Information Function’: A Survey of Possible Uses

Author

Listed:
  • Emmanuel Haven

Abstract

No abstract is available for this item.

Suggested Citation

  • Emmanuel Haven, 2008. "Private Information and the ‘Information Function’: A Survey of Possible Uses," Theory and Decision, Springer, vol. 64(2), pages 193-228, March.
    • Handle: RePEc:kap:theord:v:64:y:2008:i:2:p:193-228
    DOI: 10.1007/s11238-007-9054-2
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11238-007-9054-2
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11238-007-9054-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. Shubik, 1987. "What is an Application and When is Theory a Waste of Time?," Management Science, INFORMS, vol. 33(12), pages 1511-1522, December.
    2. Piotrowski, E.W & Sładkowski, J, 2002. "Quantum market games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 208-216.
    3. Milgrom, Paul & Stokey, Nancy, 1982. "Information, trade and common knowledge," Journal of Economic Theory, Elsevier, vol. 26(1), pages 17-27, February.
    4. Sulganik, Eyal & Zilcha, Itzhak, 1997. "The value of information: The case of signal-dependent opportunity sets," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1615-1625, August.
    5. Edward W. Piotrowski & Jan Sladkowski, "undated". "Trading by Quantum Rules - Quantum Anthropic Principle," Departmental Working Papers 9, University of Bialtystok, Department of Theoretical Physics.
    6. Tirole, Jean, 1982. "On the Possibility of Speculation under Rational Expectations," Econometrica, Econometric Society, vol. 50(5), pages 1163-1181, September.
    7. Shubik, Martin, 1999. "Quantum economics, uncertainty and the optimal grid size," Economics Letters, Elsevier, vol. 64(3), pages 277-278, September.
    8. Ariane Lambert Mogiliansky & Shmuel Zamir & Herve Zwirn, 2003. "Type Indeterminacy: A Model of the KT(Kahneman-Tversky)-man," Discussion Paper Series dp343, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    9. Edward W. Piotrowski & Jan Sladkowski, "undated". "An Invitation to Quantum Game Theory," Departmental Working Papers 15, University of Bialtystok, Department of Theoretical Physics.
    10. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.
    11. Badredine Arfi, 2005. "Resolving the Trust Predicament: A Quantum Game-theoretic Approach," Theory and Decision, Springer, vol. 59(2), pages 127-174, September.
    12. Piotrowski, Edward W. & Sładkowski, Jan, 2002. "Quantum bargaining games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 391-401.
    13. Pierfrancesco La Mura, 2003. "Correlated Equilibria of Classical Strategic Games with Quantum Signals," Papers quant-ph/0309033, arXiv.org.
    14. Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
    15. Fedotov, Sergei & Panayides, Stephanos, 2005. "Stochastic arbitrage return and its implication for option pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(1), pages 207-217.
    16. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Khrennikova, Polina, 2016. "Application of quantum master equation for long-term prognosis of asset-prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 253-263.
    2. Haven, Emmanuel, 2008. "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 41-58, March.
    3. Baaquie, Belal E., 2013. "Statistical microeconomics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4400-4416.
    4. Khrennikova, Polina & Patra, Sudip, 2019. "Asset trading under non-classical ambiguity and heterogeneous beliefs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 562-577.
    5. Paras M. Agrawal & Ramesh Sharda, 2013. "OR Forum---Quantum Mechanics and Human Decision Making," Operations Research, INFORMS, vol. 61(1), pages 1-16, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Haven, Emmanuel, 2008. "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 41-58, March.
    2. Dieler, T., 2014. "Essays on asset trading," Other publications TiSEM ea0c811e-e335-402f-a3e2-8, Tilburg University, School of Economics and Management.
    3. Mauricio Contreras G, 2020. "Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model," Papers 2009.09329, arXiv.org.
    4. Piotrowski, Edward W. & Sładkowski, Jan, 2008. "Quantum auctions: Facts and myths," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3949-3953.
    5. Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantum Games and Programmable Quantum Systems," Departmental Working Papers 22, University of Bialtystok, Department of Theoretical Physics.
    6. Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Working Papers hal-02187362, HAL.
    7. Luca Lambertini, 2013. "John von Neumann between Physics and Economics: A methodological note," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 177-189, December.
    8. Pakuła, Ireneusz & Piotrowski, Edward W. & Sładkowski, Jan, 2007. "Universality of measurements on quantum markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 385(1), pages 397-405.
    9. Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantum solution to the Newcomb's paradox," Departmental Working Papers 10, University of Bialtystok, Department of Theoretical Physics.
    10. Contreras, Mauricio & Montalva, Rodrigo & Pellicer, Rely & Villena, Marcelo, 2010. "Dynamic option pricing with endogenous stochastic arbitrage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3552-3564.
    11. Katarzyna Miakisz & Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantization of Games: Towards Quantum Artificial Intelligence," Departmental Working Papers 21, University of Bialtystok, Department of Theoretical Physics.
    12. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    13. Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02187362, HAL.
    14. Mauricio Contreras & Rely Pellicer & Daniel Santiagos & Marcelo Villena, 2015. "Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods," Papers 1512.05377, arXiv.org.
    15. John Geanakoplos, 1993. "Common Knowledge," Cowles Foundation Discussion Papers 1062, Cowles Foundation for Research in Economics, Yale University.
    16. Choi, Jaehyung, 2012. "Spontaneous symmetry breaking of arbitrage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3206-3218.
    17. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010. "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2273-2287, November.
    18. Jason Shachat & Anand Srinivasan, 2022. "Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(4), pages 388-407, November.
    19. Philippe Jehiel, 2022. "Analogy-Based Expectation Equilibrium and Related Concepts:Theory, Applications, and Beyond," PSE Working Papers halshs-03735680, HAL.
    20. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:theord:v:64:y:2008:i:2:p:193-228. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.