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Citations for "Trade with Heterogeneous Prior Beliefs and Asymmetric Information"

by Morris, Stephen

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  1. Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014. "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, Oxford University Press, vol. 129(4), pages 1753-1797.
  2. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
  3. Hulya Eraslan & Philip Bond, 2008. "Information Based Trade," 2008 Meeting Papers 1012, Society for Economic Dynamics.
  4. Stephen Morris, 1997. "Risk, uncertainty and hidden information," Theory and Decision, Springer, vol. 42(3), pages 235-269, May.
  5. Elchanan Ben-Porath, 2007. "Trade with Heterogeneous Beliefs," Levine's Bibliography 122247000000001494, UCLA Department of Economics.
  6. Van den Steen, Eric, 2007. "The Limits of Authority: Motivation versus Coordination," Working papers 37305, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  7. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
  8. Heifetz, Aviad, 2006. "The positive foundation of the common prior assumption," Games and Economic Behavior, Elsevier, vol. 56(1), pages 105-120, July.
  9. Canice Prendergast & Lars Stole, 2001. "Barter, Liquidity and Market Segmentation," CESifo Working Paper Series 586, CESifo Group Munich.
  10. Giacomo Bonanno & Klaus Nehring, . "Intersubjective Consistency Of Knowledge And Belief," Department of Economics 98-03, California Davis - Department of Economics.
  11. Aviad Heifetz & Martin Meier & Burkhard Schipper, 2011. "Unawareness, Beliefs, and Speculative Trade," Working Papers 118, University of California, Davis, Department of Economics.
  12. Eric J. Van den Steen, 2009. "Culture Clash: The Costs and Benefits of Homogeneity," Harvard Business School Working Papers 10-003, Harvard Business School.
  13. Barton L. Lipman, 1997. "Finite Order Implications of Common Priors," Game Theory and Information 9703005, EconWPA.
  14. Yue Fang, 2000. "When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data," Econometric Society World Congress 2000 Contributed Papers 0843, Econometric Society.
  15. Eric Van den Steen, 2011. "Overconfidence by Bayesian-Rational Agents," Management Science, INFORMS, vol. 57(5), pages 884-896, May.
  16. Carrillo, Juan D. & Palfrey, Thomas R., 2007. "No Trade," Working Papers 1279, California Institute of Technology, Division of the Humanities and Social Sciences.
  17. Atsushi Kajii & Takashi Ui, 2007. "Interim Efficient Allocations under Uncertainty," KIER Working Papers 642, Kyoto University, Institute of Economic Research.
  18. Carrillo, Juan D. & Palfrey, Thomas R., 2006. "The compromise game: Two-sided adverse selection in the laboratory," Working Papers 1259, California Institute of Technology, Division of the Humanities and Social Sciences.
  19. R. J. Aumann & J. H. Dreze, 2005. "When All is Said and Done, How Should You Play and What Should You Expect?," Discussion Paper Series dp387, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  20. Ludwig, Alexander & Zimper, Alexander, 2007. "Attitude polarization," Sonderforschungsbereich 504 Publications 07-66, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  21. Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," Economics Working Papers (Ensaios Economicos da EPGE) 696, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  22. Dov Samet, 1997. "Common Priors and Separation of Convex Sets," Game Theory and Information 9701002, EconWPA.
  23. Lehrer, Ehud & Samet, Dov, 2011. "Agreeing to agree," Theoretical Economics, Econometric Society, vol. 6(2), May.
  24. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
  25. Dicks, David & Fulghieri, Paolo, 2015. "Ambiguity, Disagreement, and Allocation of Control in Firms," CEPR Discussion Papers 10400, C.E.P.R. Discussion Papers.
  26. David McMillan & Alan Speight, 2006. "Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 959-972.
  27. Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," WEF Working Papers 0045, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  28. Ziv Hellman, 2014. "Countable spaces and common priors," International Journal of Game Theory, Game Theory Society, vol. 43(1), pages 193-213, February.
  29. Nehring, Klaus, 2004. "The veil of public ignorance," Journal of Economic Theory, Elsevier, vol. 119(2), pages 247-270, December.
  30. Di Maggio, Marco, 2009. "Sweet Talk: A Theory of Persuasion," MPRA Paper 18697, University Library of Munich, Germany.
  31. Hellwig, Martin F., 2013. "From posteriors to priors via cycles: An addendum," Economics Letters, Elsevier, vol. 118(3), pages 455-458.
  32. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
  33. Jean-Marc Tallon & Jean-Christophe Vergnaud & Shmuel Zamir, 2003. "Contradicting Beliefs and Communication," Discussion Paper Series dp311, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  34. Atsushi Kajii & Takashi Ui, 2004. "Trade with Heterogeneous Multiple Priors," KIER Working Papers 582, Kyoto University, Institute of Economic Research.
  35. Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014. "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 235-246.
  36. Alberto Galasso, 2007. "Broad Cross-License Agreements andPersuasive Patent Litigation: Theory andEvidence from the Semiconductor Industry," STICERD - Economics of Industry Papers 45, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  37. Rodrigues-Neto, José Alvaro, 2012. "The cycles approach," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
  38. Hellman, Ziv, 2007. "Iterated Expectations, Compact Spaces and Common Priors," MPRA Paper 3794, University Library of Munich, Germany.
  39. José Rodrigues-Neto, 2014. "Monotonic models and cycles," International Journal of Game Theory, Game Theory Society, vol. 43(2), pages 403-413, May.
  40. Hanming Fang & Giuseppe Moscarini, 2004. "Morale Hazard," Yale School of Management Working Papers ysm386, Yale School of Management.
  41. Ng, Man-Chung, 2003. "On the duality between prior beliefs and trading demands," Journal of Economic Theory, Elsevier, vol. 109(1), pages 39-51, March.
  42. Luo, Xiao & Ma, Chenghu, 2003. ""Agreeing to disagree" type results: a decision-theoretic approach," Journal of Mathematical Economics, Elsevier, vol. 39(8), pages 849-861, November.
  43. Stephen Morris & Skiadas Costis, 1999. "Rationalizable Trade," Cowles Foundation Discussion Papers 1211, Cowles Foundation for Research in Economics, Yale University.
  44. Dirk Bergemann & Stephen Morris, 2009. "Robust Virtual Implementation," Levine's Working Paper Archive 814577000000000155, David K. Levine.
  45. Ngai-Ching Wong & Man-Chung Ng, 2004. "The No Trade Principle in General Environments," Econometric Society 2004 Far Eastern Meetings 630, Econometric Society.
  46. Geoffroy de Clippel, 2010. "Copmment on "The Veil of Public Ignorance"," Working Papers 2010-3, Brown University, Department of Economics.
  47. Kaivanto, Kim & Stoneman, Paul, 2007. "Public provision of sales contingent claims backed finance to SMEs: A policy alternative," Research Policy, Elsevier, vol. 36(5), pages 637-651, June.
  48. Joao Correia-da-Silva, 2013. "Impossibility of market division with two-sided private information about production costs," FEP Working Papers 490, Universidade do Porto, Faculdade de Economia do Porto.
  49. Joseph Y. Halpern, 2000. "Characterizing the Common Prior Assumption," Game Theory and Information 0004009, EconWPA.
  50. Rajiv Sethi & Muhamet Yildiz, 2012. "Public Disagreement," American Economic Journal: Microeconomics, American Economic Association, vol. 4(3), pages 57-95, August.
  51. Lehrer, Ehud & Samet, Dov, 2014. "Belief consistency and trade consistency," Games and Economic Behavior, Elsevier, vol. 83(C), pages 165-177.
  52. Ki Beom Binh & Hogyu Jhang, 2015. "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 335-352, November.
  53. Luciana C. Fiorini & José A. Rodrigues-Neto, 2014. "Self-Consistency and Common Prior in Non-Partitional Knowledge Models," ANU Working Papers in Economics and Econometrics 2014-621, Australian National University, College of Business and Economics, School of Economics.
  54. Konrad Grabiszewski, 2015. "Epistemic Self-Analysis and Epistemic Bounded Rationality," Economics Bulletin, AccessEcon, vol. 35(3), pages 1941-1948.
  55. Marco Scarsini & Yossi Feinberg, 2003. "Rate of arbitrage and reconciled beliefs," Post-Print hal-00539814, HAL.
  56. repec:dau:papers:123456789/8575 is not listed on IDEAS
  57. Nabil I. Al-Najjar & Luciano De Castro, 2010. "Uncertainty, Efficiency and Incentive Compatibility," Discussion Papers 1532, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  58. Matthew Gentzkow & Jesse Shapiro, 2005. "Media Bias and Reputation," NBER Working Papers 11664, National Bureau of Economic Research, Inc.
  59. Feinberg, Yossi, 2000. "Characterizing Common Priors in the Form of Posteriors," Journal of Economic Theory, Elsevier, vol. 91(2), pages 127-179, April.
  60. Bonanno, Giacomo & Nehring, Klaus, 1998. "On the logic and role of Negative Introspection of Common Belief," Mathematical Social Sciences, Elsevier, vol. 35(1), pages 17-36, January.
  61. Eliaz, Kfir & Spiegler, Ran, 2005. "A Mechanism-Design Approach to Speculative Trade," CEPR Discussion Papers 5434, C.E.P.R. Discussion Papers.
  62. Chen, Yi-Chun & Lehrer, Ehud & Li, Jiangtao & Samet, Dov & Shmaya, Eran, 2015. "Agreeing to agree and Dutch books," Games and Economic Behavior, Elsevier, vol. 93(C), pages 108-116.
  63. Khan, M. Ali & Sun, Yeneng & Tourky, Rabee & Zhang, Zhixiang, 2008. "Similarity of differential information with subjective prior beliefs," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 1024-1039, September.
  64. Thakor, Anjan V., 2015. "Strategic information disclosure when there is fundamental disagreement," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 131-153.
  65. Carol L. Osler, 2006. "Macro lessons from microstructure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
  66. repec:ebl:ecbull:v:4:y:2003:i:11:p:1-12 is not listed on IDEAS
  67. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
  68. Marco Ottaviani & Peter Norman Sørensen, 2009. "Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets," Discussion Papers 09-14, University of Copenhagen. Department of Economics.
  69. Klaus Nehring, 2003. "Common Priors For Like-Minded Agents," Economics Working Papers 0035, Institute for Advanced Study, School of Social Science.
  70. Galanis, Spyros, 2013. "Trade and the value of information under unawareness," Discussion Paper Series In Economics And Econometrics 1313, Economics Division, School of Social Sciences, University of Southampton.
  71. Liu, Qingmin, 2015. "Correlation and common priors in games with incomplete information," Journal of Economic Theory, Elsevier, vol. 157(C), pages 49-75.
  72. Barelli, Paulo, 2009. "Consistency of beliefs and epistemic conditions for Nash and correlated equilibria," Games and Economic Behavior, Elsevier, vol. 67(2), pages 363-375, November.
  73. José Alvaro Rodrigues-Neto, 2012. "Cycles of length two in monotonic models," ANU Working Papers in Economics and Econometrics 2012-587, Australian National University, College of Business and Economics, School of Economics.
  74. Lawrence Blume & Tarek Coury & David Easley, 2006. "Information, trade and incomplete markets," Economic Theory, Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 379-394, October.
  75. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
  76. Ricardo Alonso & Odilon Câmara, 2014. "Persuading skeptics and reaffirming believers," LSE Research Online Documents on Economics 58680, London School of Economics and Political Science, LSE Library.
  77. Dov Samet, 1996. "Common Priors and Markov Chains," Game Theory and Information 9610008, EconWPA.
  78. Dekel, Eddie & Siniscalchi, Marciano, 2015. "Epistemic Game Theory," Handbook of Game Theory with Economic Applications, in: Handbook of Game Theory with Economic Applications, volume 4, chapter 12, pages 619-702 Elsevier.
  79. Qin, Cheng-Zhong & Yang, Chun-Lei, 2009. "An Explicit Approach to Modeling Finite-Order Type Spaces and Applications," University of California at Santa Barbara, Economics Working Paper Series qt8hq7j89k, Department of Economics, UC Santa Barbara.
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