Stability under Learning of Equilibria in Financial Markets with Supply Information
Download full text from publisher
References listed on IDEAS
- Grossman, Sanford J & Stiglitz, Joseph E, 1980.
"On the Impossibility of Informationally Efficient Markets,"
American Economic Review,
American Economic Association, vol. 70(3), pages 393-408, June.
- Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
- Jayant Vivek Ganguli & Liyan Yang, 2009. "Complementarities, Multiplicity, and Supply Information," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 90-115, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Manzano, Carolina & Vives, Xavier, 2009. "Information Dispersion and Equilibrium Multiplicity," Working Papers 2072/43862, Universitat Rovira i Virgili, Department of Economics.
More about this item
KeywordsRecursive Least Squares Learning; Eductive Stability; Rational Expectations; Private Information;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-28 (All new papers)
- NEP-CTA-2009-03-28 (Contract Theory & Applications)
- NEP-ORE-2009-03-28 (Operations Research)
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:lue:wpaper:122. 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: (Joachim Wagner). General contact details of provider: https://leuphana.de/institute/ivwl.html .