Expectations equilibrium and informational efficiency for stochastic environments

DOI10.1016/0022-0531(77)90013-8zbMATH Open0396.90013OpenAlexW1965028627MaRDI QIDQ1253597FDOQ1253597

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

• Title not available (Why is that?)
• Competitive Equilibrium Under Uncertainty
• Title not available (Why is that?)
• The Non-Existence of Informational Equilibria
• On the Predictability of Economic Events

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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