Information, coordination, and market frictions: an introduction
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Cites work
- A Convergence Theorem for Competitive Bidding with Differential Information
- A Liquidity-based Model of Security Design
- A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements
- A general model of information sharing in oligopoly
- Adverse selection in competitive search equilibrium
- Aggregation of Information in Large Cournot Markets
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
- Auctions of Shares
- Characterizing social value of information
- Continuous Auctions and Insider Trading
- Coordination with flexible information acquisition
- Cournot competition and the social value of information
- Cursed Equilibrium
- Decentralized trading with private information
- Duopoly information equilibrium: Cournot and Bertrand
- Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks
- Dynamic trading and asset prices: Keynes vs. Hayek
- Efficient Use of Information and Social�Value�of�Information
- Endogenous Information Acquisition in Coordination Games
- Equilibrium selection in global games with strategic complementarities.
- Financial prices and information acquisition in large Cournot markets
- Global Games and Equilibrium Selection
- How Fast do Rational Agents Learn?
- Information Acquisition and Welfare
- Information Acquisition in Financial Markets
- Information Acquisition in a Noisy Rational Expectations Economy
- Information Manipulation, Coordination, and Regime Change*
- Information Sharing in Oligopoly
- Information acquisition and learning from prices over the business cycle
- Information acquisition in global games of regime change
- Information and strategic behavior
- Information and volatility
- Information percolation in segmented markets
- Information percolation with equilibrium search dynamics
- Information quality and crises in regime-change games
- Informed Speculation with Imperfect Competition
- Investment horizons and asset prices under asymmetric information
- Knowing What Others Know: Coordination Motives in Information Acquisition
- Learning from others: A welfare analysis
- Learning from private and public observations of others' actions
- Liquid bundles
- Liquidity in Asset Markets With Search Frictions
- Market composition and price informativeness in a large market with endogenous order types
- Monotone equilibria in Bayesian games of strategic complementarities
- On the existence of rational expectations equilibrium
- Over-the-Counter Markets
- Price inference in small markets
- Private information and sunspots in sequential asset markets
- Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Rational Expectations, Information Acquisition, and Competitive Bidding
- Regulating Insider Trading When Investment Matters *
- Rigid pricing and rationally inattentive consumer
- Robust predictions in games with incomplete information
- Selection-free predictions in global games with endogenous information and multiple equilibria
- Sentiments
- Should we regulate financial information?
- Slow boom, sudden crash
- Social learning and costly information acquisition
- Strategic supply function competition with private information
- Team Decision Problems
- The speed of information revelation in a financial market mechanism
- Toward a Strategic Foundation for Rational Expectations Equilibrium
- Trade dynamics in the market for federal funds
- Uncertainty Resolution, Private Information Aggregation and the Cournot Competitive Limit
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