Delay and information aggregation in stopping games with private information

DOI10.1016/j.jet.2013.07.022zbMath1284.91085OpenAlexW2039481875MaRDI QIDQ2434232

Juuso Välimäki, Pauli Murto

Publication date: 5 February 2014

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://aaltodoc.aalto.fi/handle/123456789/34968

zbMATH Keywords

dynamic gamesinformation aggregationobservational learning

Mathematics Subject Classification ID

Dynamic games (91A25) Rationality and learning in game theory (91A26) Probabilistic games; gambling (91A60)

Related Items

Information, stochastic dominance and bidding: the case of treasury auctions, Strategic investment and learning with private information, Strategic investment evaluation, Hiding and herding in market entry, Repeated games in continuous time as extensive form games, Strategic observation with exponential bandits, Preemption games under Lévy uncertainty, Large common value auctions with risk averse bidders

Cites Work

• Investment dynamics with common and private values
• Competitive experimentation with private information: the survivor's curse
• Notes on the smoothing of aggregate demand
• Sur la distribution limite du terme maximum d'une série aléatoire
• Learning and Information Aggregation in an Exit Game
• Preemption and Rent Equalization in the Adoption of New Technology
• Information Revelation and Strategic Delay in a Model of Investment
• The Loser's Curse and Information Aggregation in Common Value Auctions
• Information Aggregation in Common Value Auctions
• Unnamed Item
• Unnamed Item