Information, trade and common knowledge
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Publication:1164531
DOI10.1016/0022-0531(82)90046-1zbMath0485.90018OpenAlexW2006553348WikidataQ55869610 ScholiaQ55869610MaRDI QIDQ1164531
Nancy L. Stokey, Paul R. Milgrom
Publication date: 1982
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/377.pdf
traderational expectationsincomplete informationprivate informationrational behaviorPareto optimal allocationrisk-averse traders
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Cites Work
- Agreeing to disagree
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- An Axiomatic Characterization of Common Knowledge
- Rational Expectations, Information Acquisition, and Competitive Bidding
- Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
- The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
- Competitive Exchange
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