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

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  • Emmanuel Haven

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  • 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
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    References listed on IDEAS

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    1. Badredine Arfi, 2005. "Resolving the Trust Predicament: A Quantum Game-theoretic Approach," Theory and Decision, Springer, vol. 59(2), pages 127-174, September.
    2. Tirole, Jean, 1982. "On the Possibility of Speculation under Rational Expectations," Econometrica, Econometric Society, vol. 50(5), pages 1163-1181, September.
    3. 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.
    4. 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.
    5. Piotrowski, E.W & Sładkowski, J, 2002. "Quantum market games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 208-216.
    6. Edward W. Piotrowski & Jan Sladkowski, "undated". "An Invitation to Quantum Game Theory," Departmental Working Papers 15, University of Bialtystok, Department of Theoretical Physics.
    7. 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.
    8. Piotrowski, Edward W. & Sładkowski, Jan, 2002. "Quantum bargaining games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 391-401.
    9. Shubik, Martin, 1999. "Quantum economics, uncertainty and the optimal grid size," Economics Letters, Elsevier, vol. 64(3), pages 277-278, September.
    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. Milgrom, Paul & Stokey, Nancy, 1982. "Information, trade and common knowledge," Journal of Economic Theory, Elsevier, vol. 26(1), pages 17-27, February.
    12. Pierfrancesco La Mura, 2003. "Correlated Equilibria of Classical Strategic Games with Quantum Signals," Papers quant-ph/0309033, arXiv.org.
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    14. 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.
    15. Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
    16. Edward W. Piotrowski & Jan Sladkowski, "undated". "Trading by Quantum Rules - Quantum Anthropic Principle," Departmental Working Papers 9, University of Bialtystok, Department of Theoretical Physics.
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    Cited by:

    1. Baaquie, Belal E., 2013. "Statistical microeconomics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4400-4416.
    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. 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.
    4. 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.
    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.

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