Information acquisition and welfare effect in a model of competitive financial markets
From MaRDI portal
Publication:372365
DOI10.1007/S00199-012-0711-5zbMATH Open1386.91089OpenAlexW2046164266MaRDI QIDQ372365FDOQ372365
Authors: Xiaojuan Hu, Cheng-Zhong Qin
Publication date: 7 October 2013
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-012-0711-5
Recommendations
Cites Work
- Title not available (Why is that?)
- Non-implementation of rational expectations as a perfect Bayesian equilibrium
- Informational efficiency with ambiguous information
- Core and equilibria under ambiguity
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- On non-revealing rational expectations equilibrium
- The revelation of information in strategic market games. A critique of rational expectations equilibrium
- Further results on the informational efficiency of competitive stock markets
- Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information
- On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
Cited In (17)
- Information Acquisition in Financial Markets
- On comparisons of information structures with infinite states
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
- Informational efficiency and welfare
- The possibility of informationally efficient markets
- Information Acquisition and Relative Efficiency of Competitive, Oligopoly and Monopoly Markets
- Information Sharing and Information Acquisition in Credit Markets*
- Information acquisition and asset allocation with unknown income growth
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA
- Information linkages in a financial market with imperfect competition
- Informational differences and learning in an asset market with boundedly rational agents
- Value of information in competitive economies with incomplete markets
- Information acquisition, price informativeness, and welfare
- The complexity of an investment competition dynamical model with imperfect information in a security market
- Strategic complementarity of information in financial markets with large shocks
- On “Acquisition of Information in Financial Markets”
- Financial prices and information acquisition in large Cournot markets
This page was built for publication: Information acquisition and welfare effect in a model of competitive financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q372365)