Information Aggregation in Dynamic Markets With Strategic Traders
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Ostrovsky, Michael, 2009. "Information Aggregation in Dynamic Markets with Strategic Traders," Research Papers 2053, Stanford University, Graduate School of Business.
References listed on IDEAS
- DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 80(1), pages 123-152, May.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 1982. "Revelation of Information in Strategic Market Games: A Critique of Rational Expectations," Cowles Foundation Discussion Papers 634R, Cowles Foundation for Research in Economics, Yale University, revised Nov 1985.
- Wolfgang Pesendorfer & Jeroen M. Swinkels, 1997.
"The Loser's Curse and Information Aggregation in Common Value Auctions,"
Econometric Society, vol. 65(6), pages 1247-1282, November.
- Wolfgang Pesendorfer & Jeroen M. Swinkels, 1995. "The Loser's Curse and Information Aggregation in Common Value Auctions," Discussion Papers 1147, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Dutta, Jayasri & Morris, Stephen, 1997.
"The Revelation of Information and Self-Fulfilling Beliefs,"
Journal of Economic Theory,
Elsevier, vol. 73(1), pages 231-244, March.
- Jayasri Dutta & Stephen Morris, "undated". "The Revelation of Information and Self-Fulfilling Beliefs," Penn CARESS Working Papers 269cceedcbd401a5e46548b88, Penn Economics Department.
- DUTTA, Jayasri & MORRIS, Stephen, 1995. "The Revelation of Information and Self-Fulfilling Beliefs," CORE Discussion Papers 1995076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dutta, J. & Morris, S., 1997. "The revelation of information and self-fulfilling beliefs," CORE Discussion Papers RP 1264, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jayasri Dutta & Stephen Morris, "undated". ""The Revelation of Information and Self-Fulfilling Beliefs''," CARESS Working Papres 95-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Philip J Reny & Motty Perry, 2006. "Toward a Strategic Foundation for Rational Expectations Equilibrium," Econometrica, Econometric Society, vol. 74(5), pages 1231-1269, September.
- Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2014.
"Decentralized Trading With Private Information,"
Econometric Society, vol. 82(3), pages 1055-1091, May.
- Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008. "Decentralized trading with private information," 2008 Meeting Papers 391, Society for Economic Dynamics.
- Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2009. "Decentralized Trading with Private Information," NBER Working Papers 15513, National Bureau of Economic Research, Inc.
- Peter DeMarzo & Costis Skiadas, 1999. "On the uniqueness of fully informative rational expectations equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(1), pages 1-24.
- Kerry Back & C. Henry Cao & Gregory A. Willard, 2000. "Imperfect Competition among Informed Traders," Journal of Finance, American Finance Association, vol. 55(5), pages 2117-2155, October.
- Nielsen, Lars Tyge, et al, 1990. "Common Knowledge of an Aggregate of Expectations," Econometrica, Econometric Society, vol. 58(5), pages 1235-1239, September.
- Robert Wilson, 1977. "A Bidding Model of Perfect Competition," Review of Economic Studies, Oxford University Press, vol. 44(3), pages 511-518.
More about this item
StatisticsAccess and download statistics
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:ecm:emetrp:v:80:y:2012:i:6:p:2595-2647. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/essssea.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.