Information spillover in markets with heterogeneous traders

DOI10.1016/J.JET.2024.105948MaRDI QIDQ6664611FDOQ6664611

Authors: Bingchao Huangfu, Heng Liu 

Publication date: 16 January 2025

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

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zbMATH Keywords

interdependent valuesstrategic tradinginformation spillover

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Cites Work

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

Cited In (2)

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

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