Belief-free Price Formation
Download full text from publisher
References listed on IDEAS
- Johannes Hörner & Stefano Lovo, 2009.
"Belief-Free Equilibria in Games With Incomplete Information,"
Econometric Society, vol. 77(2), pages 453-487, March.
- LOVO, Stefano & HÖRNER, Johanes, 2006. "Belief-free Equilibria in games with incomplete information," HEC Research Papers Series 845, HEC Paris.
- Stefano Lovo & Johannes Hörner, 2007. "Belief-free equilibria in games with incomplete information," Working Papers hal-00580152, HAL.
- Stefano, LOVO, 2007. "Belief-free equilibria in games with incomplete information," HEC Research Papers Series 884, HEC Paris.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2009. "Belief-Free Equilibria in Games With Incomplete Information," Post-Print hal-00459955, HAL.
- Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.
- Riccardo Calcagno & Stefano Lovo, 2006.
"Bid-Ask Price Competition with Asymmetric Information between Market-Makers,"
Review of Economic Studies,
Oxford University Press, vol. 73(2), pages 329-355.
- Stefano Lovo & Riccardo Calcagno, 1998. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Working Papers hal-00600245, HAL.
- Stefano Lovo & Riccardo Calcagno, 2006. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Post-Print halshs-00119559, HAL.
- Stefano Lovo & Ricardo Calcagno, 2006. "Bid-Ask Price Competition with Asymmetric Information between Market-Makers," Post-Print hal-00460018, HAL.
- Drew Fudenberg & Eric Maskin, 2008.
"The Folk Theorem In Repeated Games With Discounting Or With Incomplete Information,"
World Scientific Book Chapters,in: A Long-Run Collaboration On Long-Run Games, chapter 11, pages 209-230
World Scientific Publishing Co. Pte. Ltd..
- Fudenberg, Drew & Maskin, Eric, 1986. "The Folk Theorem in Repeated Games with Discounting or with Incomplete Information," Econometrica, Econometric Society, vol. 54(3), pages 533-554, May.
- De Meyer, Bernard, 2010.
"Price dynamics on a stock market with asymmetric information,"
Games and Economic Behavior,
Elsevier, vol. 69(1), pages 42-71, May.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
- Angeles de Frutos, M. & Manzano, Carolina, 2005. "Trade disclosure and price dispersion," Journal of Financial Markets, Elsevier, vol. 8(2), pages 183-216, May.
- Calcagno, Riccardo & Lovo, Stefano M., 1998. "Bid-Ask Price Competition with Asymmetric Information between Market Makers," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Peter C. Reiss, 2005. "Anonymity, Adverse Selection, and the Sorting of Interdealer Trades," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 599-636.
- Hadiza Moussa Saley & Bernard De Meyer, 2003.
"On the strategic origin of Brownian motion in finance,"
International Journal of Game Theory,
Springer;Game Theory Society, vol. 31(2), pages 285-319.
- DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000. "On the strategic origin of Brownian motion in finance," CORE Discussion Papers 2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Katrina Ellis & Roni Michaely & Maureen O'Hara, 2002. "The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks," Journal of Finance, American Finance Association, vol. 57(5), pages 2289-2316, October.
More about this item
KeywordsFinancial Market Microstructure; Belief-free Equilibria; Informed Market Makers; Price Volatility;
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2017-04-23 (Market Microstructure)
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:tse:wpaper:31598. 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: (). General contact details of provider: http://edirc.repec.org/data/tsetofr.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.