Risk aversion and information aggregation in binary‐asset markets

DOI10.3982/qe1981OpenAlexW4376470746MaRDI QIDQ6088819

Marco Mantovani, Antonio Filippin

Publication date: 16 November 2023

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1981

zbMATH Keywords

risk preferencesinformation aggregationlaboratory experimentWalrasian equilibriumasset marketsoperational conservatism

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

Risk aversion and information aggregation in binary‐asset markets

Cites Work

• On the aggregation of information in competitive markets
• Information, trade and common knowledge
• Just who are you calling risk averse?
• Prediction market prices under risk aversion and heterogeneous beliefs
• The Binarized Scoring Rule
• NATURALLY OCCURRING PREFERENCES AND GENERAL EQUILIBRIUM: A LABORATORY STUDY
• An Axiomatic Model of Non-Bayesian Updating
• Risk aversion and information aggregation in binary‐asset markets