Asset markets and the information revealed by prices
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Cites work
- Competitive Equilibrium Under Uncertainty
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
- Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns
- Indeterminacy in incomplete market economies
- Partially-revealing rational expectations equilibrium in a competitive economy
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Real indeterminacy with financial assets
- Strict rational expectations equilibria with diffuseness
- The generic existence of rational expectations equilibrium in the higher dimensional case
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
Cited in
(25)- Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information
- Partial revelation within rational expectations
- General equilibrium with endogenously incomplete financial markets
- Fully revealing equilibria in sequential economies with asset markets
- On the revelation of private information in stock market economies
- The revelation of information and self-fulfilling beliefs
- Extrinsic uncertainty and the informational role of prices
- Indeterminacy of rational expectations equilibria in sequential financial markets.
- A remark on rational expectation equilibria with incomplete markets and real assets
- Existence and regularity of partially revealing rational expectations equilibrium in finite economies
- A role for monetary policy when prices reveal information: An example
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.
- Partially revealing rational expectations equilibria with nominal assets
- Information and asset prices in complete markets exchange economies
- Incomplete markets, allocative efficiency, and the information revealed by prices
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
- On endogenous formation of price expectations
- Rational expectations equilibrium and the strategic choice of costly information
- Asset prices with investor protection and past information
- Partially revealing rational expectations equilibrium with real assets and binding constraints
- Endogenous probabilities and the information revealed by prices
- Arbitrage and equilibrium with portfolio constraints
- Information structure and equilibrium asset prices
- Trade and revelation of information
- Incomplete financial markets and differential information
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