Dynamic price discovery: transparency vs. information design

DOI10.1016/J.GEB.2020.04.009zbMATH Open1447.91065OpenAlexW2954320889MaRDI QIDQ2195698FDOQ2195698

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

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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)

Cites Work

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

Cited In (3)

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

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