Uncertainty, information acquisition, and price swings in asset markets

DOI10.1093/RESTUD/RDV017MaRDI QIDQ4610754zbMATH OpenOpenAlexFDO

Authors Antonio Mele, Francesco Sangiorgi

Publication date 23 January 2019

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

Full work available at URL http://doc.rero.ch/record/291652/files/rdv017.pdf

zbMATH Keywords

multiple equilibriaasymmetric informationasset markets with Knightian uncertaintyinformation complementaritiesvalue of parameter uncertainty

Mathematics Subject Classification ID

Decision theory (91B06)

Recommendations

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Cited in

(14)

• On understanding price-QoS war for competitive market and confused consumers
• Welfare implications of mitigating investment uncertainty
• Dynamic information acquisition and time-varying uncertainty
• Trading Uncertainty and Market Form
• Public disclosure and private information acquisition: a global game approach
• Learning from prices: information aggregation and accumulation in an asset market
• Information acquisition and expected returns: evidence from EDGAR search traffic
• The pricing effects of ambiguous private information
• Information acquisition, price informativeness, and welfare
• TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
• Ambiguous price formation
• PREDICTING UNCERTAIN OUTCOMES USING INFORMATION MARKETS: TRADER BEHAVIOR AND INFORMATION AGGREGATION
• Dynamic decision making under ambiguity: an experimental investigation
• Prospect theory and market quality

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