Equilibrium price formation in markets with differentially informed agents
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Publication:639900
DOI10.1007/S00199-010-0582-6zbMATH Open1232.91474OpenAlexW2161283880MaRDI QIDQ639900FDOQ639900
Authors: Marta Faias, Carlos Hervés-Beloso, Emma Moreno-García 
Publication date: 11 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0582-6
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Cites Work
- From Nash to Walras via Shapley-Shubik.
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Characterization and incentive compatibility of Walrasian expectations equilibrium in infinite dimensional commodity spaces
- Competitive and core allocations in large economies with differential information
- On extensive form implementation of contracts in differential information economies
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- Prudent expectations equilibrium in economies with uncertain delivery
- An equivalence theorem for a differential information economy
- Competitive Equilibrium Under Uncertainty
- Equilibrium theory with asymmetric information and infinitely many states
- Noncooperative general exchange with a continuum of traders: Two models
- Asset market equilibrium with short-selling and differential information
- Walrasian Analysis via Strategic Outcome Functions
- Incomplete financial markets and differential information
- A market game approach to differential information economies
- Differential information economies: Introduction
Cited In (6)
- Equilibrium price formation with a major player and its mean field limit
- Informational differences and learning in an asset market with boundedly rational agents
- An asymptotic analysis of strategic behavior for exchange economies
- Large market games, the law of one price, and market structure
- Intertemporal pricing in laboratory posted offer markets with differential information
- Market games and Walrasian equilibria
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