Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
DOI10.1016/J.JMATECO.2010.12.011zbMATH Open1242.91077OpenAlexW3126007269WikidataQ57388179 ScholiaQ57388179MaRDI QIDQ433153FDOQ433153
Carolina Manzano, Xavier Vives
Publication date: 13 July 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2072/151544
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asymmetric informationhedginginformation acquisitionrational expectations equilibriumrisk exposuresupply information
Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Actuarial science and mathematical finance (91G99)
Cites Work
- Nash equilibrium with strategic complementarities
- On the aggregation of information in competitive markets
- Knowing What Others Know: Coordination Motives in Information Acquisition
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
- Information Markets and the Comovement of Asset Prices
- Comparative Statics by Adaptive Dynamics and the Correspondence Principle
- Information Acquisition in Financial Markets
- How Fast do Rational Agents Learn?
- Anchoring Economic Predictions in Common Knowledge
- Introduction to the stability of rational expectations equilibrium
- Financial market innovation and security design: An introduction
- Learning and Complementarities in Speculative Attacks
- On “Acquisition of Information in Financial Markets”
- Regulating Insider Trading When Investment Matters *
Cited In (20)
- Efficiency in trading markets with multi-dimensional signals
- Information acquisition with heterogeneous valuations
- Rational destabilization in a frictionless market
- Information percolation in segmented markets
- Information aggregation in a financial market with general signal structure
- Searching for information
- Reprint of: ``Information percolation in segmented markets
- Public disclosure and private information acquisition: a global game approach
- Strategic complementarity in games
- The normality assumption in coordination games with flexible information acquisition
- Comments on: ``Government intervention through informed trading in financial markets
- Competitive rational expectations equilibria without apology
- Information acquisition, price informativeness, and welfare
- Snowballing private information
- Cocktails done right: price competition and welfare when substitutes become complements
- Information, coordination, and market frictions: an introduction
- Knowing What Others Know: Coordination Motives in Information Acquisition
- On the relation between private information and non-fundamental volatility
- An ascending auction with multi-dimensional signals
- Financial prices and information acquisition in large Cournot markets
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