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 informationheterogeneous risk-aversionincentiveinformation disclosureprice discoverypublic offer vs. private offer

Mathematics Subject Classification ID

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

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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

(4)

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

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