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)

zbMATH Keywords

interdependent valuesstrategic tradinginformation spillover

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)

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

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