Equilibrium price formation in markets with differentially informed agents
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Cites work
- A market game approach to differential information economies
- An equivalence theorem for a differential information economy
- Asset market equilibrium with short-selling and differential information
- Characterization and incentive compatibility of Walrasian expectations equilibrium in infinite dimensional commodity spaces
- Competitive and core allocations in large economies with differential information
- Competitive Equilibrium Under Uncertainty
- Differential information economies: Introduction
- Equilibrium theory with asymmetric information and infinitely many states
- From Nash to Walras via Shapley-Shubik.
- Incomplete financial markets and differential information
- Noncooperative general exchange with a continuum of traders: Two models
- On extensive form implementation of contracts in differential information economies
- Prudent expectations equilibrium in economies with uncertain delivery
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- Walrasian Analysis via Strategic Outcome Functions
Cited in
(7)- An asymptotic analysis of strategic behavior for exchange economies
- Large market games, the law of one price, and market structure
- Market games and Walrasian equilibria
- Equilibrium price formation with a major player and its mean field limit
- Price-based coordinability in hierarchical systems with information asymmetry: a comparative analysis of Nash equilibrium conditions
- Intertemporal pricing in laboratory posted offer markets with differential information
- Informational differences and learning in an asset market with boundedly rational agents
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