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

by Morris, Stephen

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  1. Elchanan Ben-Porath, 2007. "Trade with Heterogeneous Beliefs," Levine's Bibliography 122247000000001494, UCLA Department of Economics.
  2. Bond, Philip & Eraslan, Hülya, 2010. "Information-based trade," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1675-1703, September.
  3. Di Maggio, Marco, 2009. "Sweet Talk: A Theory of Persuasion," MPRA Paper 18697, University Library of Munich, Germany.
  4. 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.
  5. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
  6. Marco Scarsini & Yossi Feinberg, 2003. "Rate of Arbitrage and Reconciled Beliefs," Economics Bulletin, AccessEcon, vol. 4(11), pages 1-12.
  7. Liu, Qingmin, 2015. "Correlation and common priors in games with incomplete information," Journal of Economic Theory, Elsevier, vol. 157(C), pages 49-75.
  8. Fang, Hanming & Moscarini, Giuseppe, 2005. "Morale hazard," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 749-777, May.
  9. Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011. "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-58, April.
  10. 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.
  11. Kfir Eliaz & Ran Spiegler, 2007. "A Mechanism-Design Approach to Speculative Trade," Econometrica, Econometric Society, vol. 75(3), pages 875-884, 05.
  12. Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C., 2013. "Unawareness, beliefs, and speculative trade," Games and Economic Behavior, Elsevier, vol. 77(1), pages 100-121.
  13. Dicks, David & Fulghieri, Paolo, 2015. "Ambiguity, Disagreement, and Allocation of Control in Firms," CEPR Discussion Papers 10400, C.E.P.R. Discussion Papers.
  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. Canice Prendergast & Lars Stole, 2001. "Barter, Liquidity and Market Segmentation," CESifo Working Paper Series 586, CESifo Group Munich.
  16. 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.
  17. 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.
  18. Kajii, Atsushi & Ui, Takashi, 2009. "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, vol. 144(1), pages 337-353, January.
  19. Heifetz, Aviad, 2006. "The positive foundation of the common prior assumption," Games and Economic Behavior, Elsevier, vol. 56(1), pages 105-120, July.
  20. Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
  21. Hellwig, Martin F., 2013. "From posteriors to priors via cycles: An addendum," Economics Letters, Elsevier, vol. 118(3), pages 455-458.
  22. Bonanno, Giacomo & Nehring, Klaus, 1998. "Assessing the truth axiom under incomplete information," Mathematical Social Sciences, Elsevier, vol. 36(1), pages 3-29, July.
  23. Juan D. Carrillo & Thomas R. Palfrey, 2009. "The Compromise Game: Two-Sided Adverse Selection in the Laboratory," American Economic Journal: Microeconomics, American Economic Association, vol. 1(1), pages 151-181, February.
  24. José Rodrigues-Neto, 2014. "Monotonic models and cycles," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(2), pages 403-413, May.
  25. John A. Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-rate Dynamics: Theory And Evidence," Working Papers 39, Brandeis University, Department of Economics and International Businesss School.
  26. Carrillo, Juan D. & Palfrey, Thomas R., 2011. "No trade," Games and Economic Behavior, Elsevier, vol. 71(1), pages 66-87, January.
  27. Rajiv Sethi & Muhamet Yildiz, 2012. "Public Disagreement," American Economic Journal: Microeconomics, American Economic Association, vol. 4(3), pages 57-95, August.
  28. 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.
  29. Hellman, Ziv, 2011. "Iterated expectations, compact spaces, and common priors," Games and Economic Behavior, Elsevier, vol. 72(1), pages 163-171, May.
  30. repec:ebl:ecbull:v:4:y:2003:i:11:p:1-12 is not listed on IDEAS
  31. Eric Van den Steen, 2011. "Overconfidence by Bayesian-Rational Agents," Management Science, INFORMS, vol. 57(5), pages 884-896, May.
  32. Matthew Gentzkow & Jesse M. Shapiro, 2006. "Media Bias and Reputation," Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 280-316, April.
  33. Muller, Ulrich A. & Dacorogna, Michel M. & Dave, Rakhal D. & Olsen, Richard B. & Pictet, Olivier V. & von Weizsacker, Jacob E., 1997. "Volatilities of different time resolutions -- Analyzing the dynamics of market components," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 213-239, June.
  34. 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.
  35. Ziv Hellman, 2014. "Countable spaces and common priors," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(1), pages 193-213, February.
  36. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
  37. Giacomo Bonanno & Klaus Nehring, "undated". "Intersubjective Consistency Of Knowledge And Belief," Department of Economics 98-03, California Davis - Department of Economics.
  38. Morris, Stephen & Skiadas, Costis, 2000. "Rationalizable Trade," Games and Economic Behavior, Elsevier, vol. 31(2), pages 311-323, May.
  39. Rodrigues-Neto, José Alvaro, 2012. "The cycles approach," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 207-211.
  40. Nehring, Klaus, 2004. "The veil of public ignorance," Journal of Economic Theory, Elsevier, vol. 119(2), pages 247-270, December.
  41. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
  42. 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.
  43. Lawrence Blume & Tarek Coury & David Easley, 2006. "Information, trade and incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 379-394, October.
  44. Konrad Grabiszewski, 2015. "Epistemic Self-Analysis and Epistemic Bounded Rationality," Economics Bulletin, AccessEcon, vol. 35(3), pages 1941-1948.
  45. Carol L. Osler, 2006. "Macro lessons from microstructure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
  46. Halpern, Joseph Y., 2002. "Characterizing the Common Prior Assumption," Journal of Economic Theory, Elsevier, vol. 106(2), pages 316-355, October.
  47. repec:eee:matsoc:v:87:y:2017:i:c:p:11-21 is not listed on IDEAS
  48. R.J., AUMANN & Jacques-Henri, DREZE, 2005. "When All is Said and Done, How Should You Play and What Should You Expect ?," Discussion Papers (ECON - Département des Sciences Economiques) 2005021, Université catholique de Louvain, Département des Sciences Economiques.
  49. Lehrer, Ehud & Samet, Dov, 2011. "Agreeing to agree," Theoretical Economics, Econometric Society, vol. 6(2), May.
  50. 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.
  51. Bergemann, Dirk & Morris, Stephen, 2009. "Robust virtual implementation," Theoretical Economics, Econometric Society, vol. 4(1), March.
  52. Alexander Zimper & Alexander Ludwig, 2007. "Attitude polarization," MEA discussion paper series 07155, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  53. 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.
  54. Eric Van den Steen, 2010. "Culture Clash: The Costs and Benefits of Homogeneity," Management Science, INFORMS, vol. 56(10), pages 1718-1738, October.
  55. Geoffroy de Clippel, 2010. "Copmment on "The Veil of Public Ignorance"," Working Papers 2010-3, Brown University, Department of Economics.
  56. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. Ngai-Ching Wong & Man-Chung Ng, 2004. "The No Trade Principle in General Environments," Econometric Society 2004 Far Eastern Meetings 630, Econometric Society.
  62. Samet, Dov, 1998. "Common Priors and Separation of Convex Sets," Games and Economic Behavior, Elsevier, vol. 24(1-2), pages 172-174, July.
  63. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
  64. repec:dau:papers:123456789/8575 is not listed on IDEAS
  65. 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.
  66. Atsushi Kajii & Takashi Ui, 2004. "Trade with Heterogeneous Multiple Priors," KIER Working Papers 582, Kyoto University, Institute of Economic Research.
  67. Feinberg, Yossi, 2000. "Characterizing Common Priors in the Form of Posteriors," Journal of Economic Theory, Elsevier, vol. 91(2), pages 127-179, April.
  68. Thakor, Anjan V., 2015. "Strategic information disclosure when there is fundamental disagreement," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 131-153.
  69. Stephen Morris, 1997. "Risk, uncertainty and hidden information," Theory and Decision, Springer, vol. 42(3), pages 235-269, May.
  70. Barton L. Lipman, 2003. "Finite Order Implications of Common Priors," Econometrica, Econometric Society, vol. 71(4), pages 1255-1267, 07.
  71. Rodrigues-Neto, José Alvaro, 2009. "From posteriors to priors via cycles," Journal of Economic Theory, Elsevier, vol. 144(2), pages 876-883, March.
  72. 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.
  73. 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.
  74. Alonso, Ricardo & Câmara, Odilon, 2016. "Bayesian persuasion with heterogeneous priors," Journal of Economic Theory, Elsevier, vol. 165(C), pages 672-706.
  75. Klaus Nehring, 2003. "Common Priors For Like-Minded Agents," Economics Working Papers 0035, Institute for Advanced Study, School of Social Science.
  76. Lehrer, Ehud & Samet, Dov, 2014. "Belief consistency and trade consistency," Games and Economic Behavior, Elsevier, vol. 83(C), pages 165-177.
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. repec:spr:reecde:v:21:y:2017:i:2:d:10.1007_s10058-017-0201-0 is not listed on IDEAS
  82. Van den Steen, Eric, 2007. "The Limits of Authority: Motivation versus Coordination," Working papers 37305, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  83. 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.
  84. Dov Samet, 1996. "Common Priors and Markov Chains," Game Theory and Information 9610008, EconWPA.
  85. 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.
  86. Dekel, Eddie & Siniscalchi, Marciano, 2015. "Epistemic Game Theory," Handbook of Game Theory with Economic Applications, Elsevier.
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