Price inference in small markets
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Publication:2859068
DOI10.3982/ECTA9573zbMATH Open1274.91197OpenAlexW1517666003MaRDI QIDQ2859068FDOQ2859068
Authors: Marzena Rostek, Marek Weretka 
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9573
Recommendations
Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)
Cited In (37)
- Learning to coordinate in social networks
- Information, market power and welfare
- Efficiency in trading markets with multi-dimensional signals
- Information acquisition with heterogeneous valuations
- Markets for financial innovation
- Information aggregation in a financial market with general signal structure
- Information frictions and market power: a laboratory study
- Market making with asymmetric information and inventory risk
- AHEAD: \textit{ad hoc} electronic auction design
- Strategic trading in informationally complex environments
- Endogenous market power
- Informed speculation with k-level reasoning
- Price instability in multi-unit auctions
- Dampening effect and market efficiency
- A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy
- Aggregation and design of information in asset markets with adverse selection
- Inference from Auction Prices
- A small model of market behavior
- Information linkages in a financial market with imperfect competition
- Information and strategic behavior
- Market composition and price informativeness in a large market with endogenous order types
- Informational efficiency: Ranking markets
- The pricing effects of ambiguous private information
- Interconnected pay-as-bid auctions
- COMPETITIVE MARKET BEHAVIOR: CONVERGENCE AND ASYMMETRY IN THE EXPERIMENTAL DOUBLE AUCTION
- Information acquisition, price informativeness, and welfare
- Snowballing private information
- Bilateral trading in divisible double auctions
- No-arbitrage, state prices and trade in thin financial markets
- Competition in schedules with cursed traders
- Information spillover in markets with heterogeneous traders
- On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost
- The distribution of information and the price efficiency of markets
- Information, coordination, and market frictions: an introduction
- Firm size, information acquisition and price efficiency
- The effect of market power on risk-sharing
- The Durability of Information, Market Efficiency and the Size of Firms
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