Market equilibria with endogenous, hierarchical information
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- McNulty, M. & Huffman, Wallace, 1996. "Market Equilibria with Endogenous, Hierarchical Information," Staff General Research Papers Archive 5166, Iowa State University, Department of Economics.
References listed on IDEAS
- Grossman, Sanford J & Stiglitz, Joseph E, 1980.
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- Stein, Jeremy C., 1987. "Informational Externalities and Welfare-Reducing Speculation," Scholarly Articles 3660740, Harvard University Department of Economics.
- Hellwig, Martin F., 1980. "On the aggregation of information in competitive markets," Journal of Economic Theory, Elsevier, vol. 22(3), pages 477-498, June.
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- Hellwig, Martin F., 1982.
"Rational expectations equilibrium with conditioning on past prices: A mean-variance example,"
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- HELLWIG, Martin F., 1982. "Rational expectations equilibrium with conditioning on past prices: a mean-variance example," CORE Discussion Papers RP 480, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sargent, Thomas J., 1991. "Equilibrium with signal extraction from endogenous variables," Journal of Economic Dynamics and Control, Elsevier, vol. 15(2), pages 245-273, April.
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- Admati, Anat R. & Pfleiderer, Paul, 1986. "A monopolistic market for information," Journal of Economic Theory, Elsevier, vol. 39(2), pages 400-438, August.
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