Dynamic price discovery: transparency vs. information design

DOI10.1016/J.GEB.2020.04.009MaRDI QIDQ2195698zbMATH OpenOpenAlexFDO

Authors A. Kakhbod, Fei Song

Publication date 27 August 2020

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.geb.2020.04.009

zbMATH Keywords

asymmetric informationprice discoveryincentiveinformation disclosureheterogeneous risk-aversionpublic offer vs. private offer

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)

Recommendations

• Transparency and distressed sales under asymmetric information
• Transparency and price formation
• Informed Traders as Liquidity Providers: Anonymity, Liquidity and Price Formation
• Dynamic signaling and market breakdown
• Bid-Ask Price Competition with Asymmetric Information between Market-Makers

Cites work

• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Consumer scores and price discrimination
• Continuous Auctions and Insider Trading
• Financial Disclosure and Market Transparency with Costly Information Processing*
• Information and Timing in Repeated Partnerships
• Liquidity in Asset Markets With Search Frictions
• Over-the-Counter Markets
• Public vs. Private Offers in the Market for Lemons
• Rational cooperation in the finitely repeated prisoners' dilemma
• Spread of (mis)information in social networks
• The Folk Theorem with Imperfect Public Information
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring

Cited in

(3)

• Inducing information transparency: the roles of gray market and dual-channel
• Transparency and distressed sales under asymmetric information
• Transparency, price-dependent demand and product variety

This page was built for publication: Dynamic price discovery: transparency vs. information design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2195698)