Efficiency in trading markets with multi-dimensional signals
DOI10.1016/J.JET.2020.105156zbMATH Open1458.91092OpenAlexW3099932414MaRDI QIDQ1995299FDOQ1995299
Authors: Tibor Heumann 
Publication date: 23 February 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2020.105156
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information aggregationrational expectations equilibriummulti-dimensional signalssupply function competitiondemand function competition
Consumer behavior, demand theory (91B42) Microeconomic theory (price theory and economic markets) (91B24)
Cites Work
- Aggregation of Information in Large Cournot Markets
- Efficient Use of Information and Social�Value�of�Information
- Price inference in small markets
- Strategic supply function competition with private information
- Endogenous public information and welfare in market games
- Information and volatility
- Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
- Bilateral trading in divisible double auctions
- Strategic trading in informationally complex environments
- Information acquisition, price informativeness, and welfare
- Information and strategic behavior
- A concise introduction to linear algebra
- Trading and information diffusion in over-the-counter markets
- Information aggregation in a financial market with general signal structure
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