An Introduction to the Theory of Rational Expectations Under Asymmetric Information
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Publication:3944282
DOI10.2307/2297195zbMATH Open0484.90013OpenAlexW2078378390MaRDI QIDQ3944282FDOQ3944282
Authors: Sanford J. Grossman 
Publication date: 1981
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297195
rational expectationsasymmetric informationstochastic equilibriumrecontractingprice expectationsstochastic demand-supply market model
Cited In (33)
- An axiomatic characterization of wagering mechanisms
- Dynamic portfolio choice and asset pricing with differential information
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
- A learning-to-forecast experiment on the foreign exchange market with a classifier system
- On aggregation of information in competitive markets: The dynamic case
- An in-depth analysis of information markets with aggregate uncertainty
- Rational expectations equilibria and the ex-post core of an economy with asymmetric information.
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
- Price and quantity signals in financial markets
- Belief aggregation in financial markets and the nature of price fluctuations
- Rational expectations, inflation and the nominal interest rate
- Elections with limited information: A fulfilled expectations model using contemporaneous poll and endorsement data as information sources
- Nonlinear incentive provision in Walrasian markets: a Cournot convergence approach
- On the revelation of private information in stock market economies
- Rational expectations in microeconomic models: An overview
- Information acquisition and learning from prices over the business cycle
- Equilibrium concepts in differential information economies
- The existence of fully rational expectations approximate equilibria with noisy price observations
- The existence of rational expectations equilibria in a large economy with noisy price observations
- An equilibrium model of insider trading in continuous time
- The pricing effects of ambiguous private information
- PREDICTING UNCERTAIN OUTCOMES USING INFORMATION MARKETS: TRADER BEHAVIOR AND INFORMATION AGGREGATION
- Information acquisition and welfare effect in a model of competitive financial markets
- Rational behavior and rational expectations
- Competition in schedules with cursed traders
- Expectations equilibria with dispersed forecasts
- On endogenous formation of price expectations
- Endogenous probabilities and the information revealed by prices
- Information, coordination, and market frictions: an introduction
- Computation in a distributed information market
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
- Admissible market data structures: A complete characterization
- The revelation of information in strategic market games. A critique of rational expectations equilibrium
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