Asset markets and the information revealed by prices

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Publication:1341463

DOI10.1007/BF01210264zbMath0821.90035OpenAlexW1998215648MaRDI QIDQ1341463

Paolo Siconolfi, Herakles M. Polemarchakis

Publication date: 5 January 1995

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

Full work available at URL: https://doi.org/10.1007/bf01210264




Related Items (21)

Partially revealing rational expectations equilibria with nominal assetsPartially revealing rational expectations equilibrium with real assets and binding constraintsThe revelation of information and self-fulfilling beliefsA new approach to the rational expectations equilibrium: existence, optimality and incentive compatibilityExtrinsic uncertainty and the informational role of pricesOn endogenous formation of price expectationsIndeterminacy of rational expectations equilibria in sequential financial markets.Rational expectations equilibrium and the strategic choice of costly informationTrade and revelation of informationIncomplete markets, allocative efficiency, and the information revealed by pricesIncomplete financial markets and differential informationEndogenous probabilities and the information revealed by pricesArbitrage and equilibrium with portfolio constraintsAggregation, determinacy, and informational efficiency for a class of economies with asymmetric informationPartial revelation within rational expectationsGeneral equilibrium with endogenously incomplete financial marketsA remark on rational expectation equilibria with incomplete markets and real assetsExistence and regularity of partially revealing rational expectations equilibrium in finite economiesFully revealing equilibria in sequential economies with asset marketsOn the revelation of private information in stock market economiesA role for monetary policy when prices reveal information: An example



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