Selloffs, bailouts, and feedback: can asset markets inform policy?

DOI10.1016/J.JET.2017.02.009zbMATH Open1400.91291OpenAlexW2591182231MaRDI QIDQ2397638FDOQ2397638

Raphael Boleslavsky, Curtis R. Taylor, David L. Kelly

Publication date: 23 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.jet.2017.02.009

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zbMATH Keywords

market microstructurestrategic tradecorrective intervention

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) 2-person games (91A05) Economics of information (91B44)

Cites Work

• Comparing location experiments
• Continuous Auctions and Insider Trading
• Reputation in the long-run with imperfect monitoring
• Learning and Complementarities in Speculative Attacks
• Should we regulate financial information?
• An information inequality for agency problems
• Information-based trade
• The Predominant Role of Signal Precision in Experimental Beauty Contests
• What kind of central bank competence?

Cited In (1)

• Aggregation and design of information in asset markets with adverse selection

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