The negative value of private information in illiquid markets
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Publication:6166483
DOI10.1016/J.JET.2023.105664zbMATH Open1520.91392OpenAlexW4367056757MaRDI QIDQ6166483FDOQ6166483
Authors: Mahdi Nezafat, Mark Schroder 
Publication date: 6 July 2023
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2023.105664
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rational expectationsimperfect competitioninformation acquisitionretail tradersretail investor sentiment
Cites Work
- Information Acquisition in Auctions
- Optimal research for Cournot oligopolists
- Aggregation of Information in Large Cournot Markets
- Competitive rational expectations equilibria without apology
- Strategic supply function competition with private information
- Knowing What Others Know: Coordination Motives in Information Acquisition
- Continuous Auctions and Insider Trading
- Informed Speculation with Imperfect Competition
- Information Acquisition in a Noisy Rational Expectations Economy
- Secret information acquisition in Cournot markets
- Information Markets and the Comovement of Asset Prices
- Optimal information acquisition for heterogeneous duopoly firms
Cited In (3)
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