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Price Inference in Small Markets

Author

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  • Marzena Rostek
  • Marek Weretka

Abstract

No abstract is available for this item.

Suggested Citation

  • Marzena Rostek & Marek Weretka, 2012. "Price Inference in Small Markets," Econometrica, Econometric Society, vol. 80(2), pages 687-711, March.
  • Handle: RePEc:ecm:emetrp:v:80:y:2012:i:2:p:687-711
    DOI: ECTA9573
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    File URL: http://hdl.handle.net/10.3982/ECTA9573
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    Citations

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    Cited by:

    1. Kawakami, Kei, 2016. "Market size matters: A model of excess volatility in large markets," Journal of Financial Markets, Elsevier, vol. 28(C), pages 24-45.
    2. Pär Holmberg & Frank Wolak, 2015. "Electricity markets: Designing auctions where suppliers have uncertain costs," Cambridge Working Papers in Economics 1541, Faculty of Economics, University of Cambridge.
    3. Wittwer, Milena, 2017. "Centralizing Disconnected Markets? An Irrelevance Result," MPRA Paper 76534, University Library of Munich, Germany.
    4. Kei Kawakami, 2015. "Market Size Matters:A Model of Excess Volatility in Large Markets," Department of Economics - Working Papers Series 2003, The University of Melbourne.
    5. Braz Camargo & Kyungmin Kim & Benjamin Lester, 2016. "Information Spillovers, Gains from Trade, and Interventions in Frozen Markets," Review of Financial Studies, Society for Financial Studies, vol. 29(5), pages 1291-1329.
    6. Manzano, Carolina & Vives, Xavier, 2016. "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers 11731, C.E.P.R. Discussion Papers.
    7. Dirk Bergemann & Tibor Heumann & Stephen Morris, 2015. "Information and Market Power," Levine's Bibliography 786969000000001101, UCLA Department of Economics.
    8. Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
    9. repec:eee:jetheo:v:172:y:2017:i:c:p:512-557 is not listed on IDEAS
    10. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
    11. Edward Anderson & Pär Holmberg, 2015. "Price Instability in Multi-Unit Auctions," Cambridge Working Papers in Economics 1538, Faculty of Economics, University of Cambridge.
    12. Du, Songzi & Zhu, Haoxiang, 2017. "Bilateral trading in divisible double auctions," Journal of Economic Theory, Elsevier, vol. 167(C), pages 285-311.
    13. Michail Anthropelos & Constantinos Kardaras & Georgios Vichos, 2017. "Effective risk aversion in thin risk-sharing markets," Papers 1707.05096, arXiv.org.
    14. Liu, Hong & Wang, Yajun, 2016. "Market making with asymmetric information and inventory risk," Journal of Economic Theory, Elsevier, vol. 163(C), pages 73-109.
    15. Michail Anthropelos & Constantinos Kardaras, 2018. "Equilibrium in thin security markets under restricted participation," Papers 1802.09954, arXiv.org.
    16. Rostek, Marzena & Weretka, Marek, 2015. "Information and strategic behavior," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 536-557.

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