Expectations equilibrium and informational efficiency for stochastic environments

DOI10.1016/0022-0531(77)90013-8MaRDI QIDQ1253597zbMATH OpenOpenAlexFDO

Authors James S. Jordan

Publication date 1977

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

Full work available at URL http://purl.umn.edu/54832

zbMATH Keywords

Expectations EquilibriaInformational EfficiencyMessage ProcessesStichastic Exchange Environments

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites work

• scientific article; zbMATH DE number 3487161 (Why is no real title available?)
• scientific article; zbMATH DE number 3215724 (Why is no real title available?)
• Competitive Equilibrium Under Uncertainty
• On the Predictability of Economic Events
• The Non-Existence of Informational Equilibria

Cited in

(8)

• The competitive allocation process is informationally efficient uniquely
• Price and quantity signals in financial markets
• Trade and revelation of information
• Expectations conditioned on past data
• Stationary equilibrium
• On the informational efficiency of the competitive resource allocation process
• A dynamic model of expectations equilibrium
• Admissible market data structures: A complete characterization

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