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Destructive Interference in an Imperfectly Competitive Multi-Security Market

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  • Bhattacharya Utpal
  • Reny Philip J.
  • Spiegel Matthew

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  • Bhattacharya Utpal & Reny Philip J. & Spiegel Matthew, 1995. "Destructive Interference in an Imperfectly Competitive Multi-Security Market," Journal of Economic Theory, Elsevier, vol. 65(1), pages 136-170, February.
  • Handle: RePEc:eee:jetheo:v:65:y:1995:i:1:p:136-170
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    Cited by:

    1. José M. Marín & Rohit Rahi, 2000. "Information Revelation and Market Incompleteness," Review of Economic Studies, Oxford University Press, vol. 67(3), pages 563-579.
    2. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Review of Economic Studies, Oxford University Press, pages 883-904.
    3. Muendler, Marc-Andreas, 2005. "The Action Value of Information and the Natural Transparency Limit¤," University of California at San Diego, Economics Working Paper Series qt6qb079x5, Department of Economics, UC San Diego.
    4. Kazuhiko Ohashi, 2003. "When Should a CAT Index Futures Be Created?," ISER Discussion Paper 0576, Institute of Social and Economic Research, Osaka University.
    5. Giovanni Cespa, 2005. "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 983-997.
    6. Spiegel, Matthew, 2008. "Patterns in cross market liquidity," Finance Research Letters, Elsevier, vol. 5(1), pages 2-10, March.
    7. George J. Mailath & Georg Nöldeke, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers 2006/09, Faculty of Business and Economics - University of Basel.
    8. Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection - Revised November, 2010," Working Papers 1282, Princeton University, Department of Economics, Econometric Research Program..
    9. Rossen Valkanov & Andra Ghent, 2014. "Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors," 2014 Meeting Papers 104, Society for Economic Dynamics.
    10. Mailath, George J. & Nöldeke, Georg, 2008. "Does competitive pricing cause market breakdown under extreme adverse selection?," Journal of Economic Theory, Elsevier, vol. 140(1), pages 97-125, May.
    11. Stephen Morris & Hyun Song Shin, 2012. "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, pages 1-21.
    12. Itay Goldstein & Philip Bond, 2012. "Government intervention and information aggregation by prices," 2012 Meeting Papers 225, Society for Economic Dynamics.

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