Information Revelation and Market Incompleteness

DOI10.1111/1467-937X.00144MaRDI QIDQ4512704zbMATH OpenOpenAlexFDO

Authors J. M. Marín, Rohit Rahi

Publication date 2000

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-937x.00144

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(15)

• Incomplete financial markets and differential information
• Equilibrium in risk-sharing games
• The possibility of informationally efficient markets
• Guiding the guiders: Foundations of a market-driven theory of disclosure
• Asset bundling and information acquisition of investors with different expertise
• On the revelation of private information in stock market economies
• Financial Disclosure and Market Transparency with Costly Information Processing*
• How does asymmetric information create market incompleteness?
• Reinsurance or securitization: the case of natural catastrophe risk
• Incomplete markets, allocative efficiency, and the information revealed by prices
• Spoiled for choice: Variety and efficiency in markets with incomplete information
• Information-based trade
• ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
• Informational leverage: the problem of noise traders
• Stress tests and information disclosure

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