On the relation between private information and non-fundamental volatility

DOI10.1515/BEJTE-2021-0166zbMATH Open1521.91351OpenAlexW4294805307MaRDI QIDQ6136272FDOQ6136272

Authors: Myungkyu Shim, Doyoung Song 

Publication date: 29 August 2023

Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2021-0166

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zbMATH Keywords

coordination gamefinancial pricesdispersed informationnon-fundamental volatility

Mathematics Subject Classification ID

Applications of game theory (91A80) Financial markets (91G15)

Cites Work

• Efficient Use of Information and Social�Value�of�Information
• Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
• Financial prices and information acquisition in large Cournot markets

Cited In (2)

• ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS
• Information and volatility

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