Information spillover in markets with heterogeneous traders

DOI10.1016/J.JET.2024.105948MaRDI QIDQ6664611zbMATH OpenFDO

Authors Bingchao Huangfu, Heng Liu

Publication date 16 January 2025

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2024.105948

zbMATH Keywords

information spilloverinterdependent valuesstrategic trading

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Recommendations

• Information, market power and welfare
• Information and strategic behavior
• Asset markets with heterogeneous information
• Information linkages in a financial market with imperfect competition
• Information acquisition, price informativeness, and welfare

Cites work

• Auctions of Shares
• Demand reduction and inefficiency in multi-unit auctions
• Exchange Design and Efficiency
• Information Markets and the Comovement of Asset Prices
• Informed Speculation with Imperfect Competition
• Market power and welfare in asymmetric divisible good auctions
• Price inference in small markets
• Robust mechanism design of exchange
• Strategic supply function competition with private information
• Strategic trading in informationally complex environments
• Supply Function Equilibria in Oligopoly under Uncertainty
• Trading and information diffusion in over-the-counter markets
• Volatility and Links between National Stock Markets
• What is the optimal trading frequency in financial markets?

Cited in

(2)

• Information, market power and welfare
• The social value of overreaction to information

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