Noise and aggregation of information in large markets
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More about this item
Keywords
Partially revealing equilibria; competitive equilibrium; rational expectations; information acquisition; markets for information; derivatives trading; multi-asset markets; share auctions;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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