Dynamic information acquisition and time-varying uncertainty

DOI10.1016/j.jet.2019.104947zbMath1426.91153OpenAlexW2980872026WikidataQ127020240 ScholiaQ127020240MaRDI QIDQ2334137

Zhifeng Cai

Publication date: 7 November 2019

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.sas.rutgers.edu/virtual/snde/wp/2020-02.pdf

zbMATH Keywords

multiplicityfinancial marketsinformation acquisitiondynamic complementarity

Mathematics Subject Classification ID

Economics of information (91B44) Actuarial science and mathematical finance (91G99)

Related Items (1)

Public disclosure and private information acquisition: a global game approach

Cites Work

• Investment horizons and asset prices under asymmetric information
• On the aggregation of information in competitive markets
• The Impact of Uncertainty Shocks
• Equilibrium in a Production Economy with an Income Tax
• Smart Money, Noise Trading and Stock Price Behaviour
• On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1
• Uncertainty, Information Acquisition, and Price Swings in Asset Markets
• China’s Model of Managing the Financial System
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Information Markets and the Comovement of Asset Prices

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