Information Acquisition in a Noisy Rational Expectations Economy
From MaRDI portal
Publication:3956711
DOI10.2307/1913389zbMath0493.90024OpenAlexW4240208207MaRDI QIDQ3956711
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913389
Related Items (40)
A monopolistic market for information ⋮ General equilibrium with information sales ⋮ Public information and uninformed trading: implications for market liquidity and price efficiency ⋮ Information acquisition and mutual funds ⋮ The tradeoff between risk sharing and information production in financial markets ⋮ Overconfidence and market efficiency with heterogeneous agents ⋮ Information acquisition and expected returns: evidence from EDGAR search traffic ⋮ Estimating information cost functions in models of rational inattention ⋮ Making money out of publicly available information ⋮ Public disclosure and private information acquisition: a global game approach ⋮ Information, coordination, and market frictions: an introduction ⋮ Information acquisition and learning from prices over the business cycle ⋮ Market composition and price informativeness in a large market with endogenous order types ⋮ Should we regulate financial information? ⋮ The impact of relative wealth concerns on wealth gap and welfare in a noisy rational expectations economy ⋮ Forecasting the forecasts of others: implications for asset pricing ⋮ Information linkages in a financial market with imperfect competition ⋮ The negative value of private information in illiquid markets ⋮ On the equilibrium of insider trading under information acquisition with long memory ⋮ Competitive rational expectations equilibria without apology ⋮ Prospect theory and market quality ⋮ Conformism and public news ⋮ Consumer Choice Under Limited Attention When Alternatives Have Different Information Costs ⋮ Portfolio choice, attention allocation, and price comovement ⋮ Rational expectations equilibrium and the strategic choice of costly information ⋮ Endogenous information acquisition with Cournot competition ⋮ Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise ⋮ The time cost of information in financial markets ⋮ Firm size, information acquisition and price efficiency ⋮ The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information ⋮ Viable allocations of information in financial markets ⋮ Partially-revealing rational expectations equilibrium in a competitive economy ⋮ Information aggregation in a financial market with general signal structure ⋮ E-stability and stability of adaptive learning in models with private information ⋮ Price and quantity signals in financial markets ⋮ Information and inequality ⋮ Existence of an equilibrium for lower semicontinuous information acquisition functions ⋮ Information acquisition in the era of fair disclosure: an application of asymmetric awareness ⋮ 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
This page was built for publication: Information Acquisition in a Noisy Rational Expectations Economy
