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