Information and strategic behavior

DOI10.1016/J.JET.2014.12.005MaRDI QIDQ896964zbMATH OpenOpenAlexFDO

Authors Marzena Rostek, Marek Weretka

Publication date 15 December 2015

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

Full work available at URL https://doi.org/10.1016/j.jet.2014.12.005

zbMATH Keywords

double auctionmarket designprice impactprice informativenessrational expectations

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)

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• Strategic trading in informationally complex environments
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Cites work

• A Bidding Model of Perfect Competition
• Aggregation of Information in Large Cournot Markets
• Convergence to Efficiency in a Simple Market with Incomplete Information
• Informed Speculation with Imperfect Competition
• On the aggregation of information in competitive markets
• Partially-revealing rational expectations equilibrium in a competitive economy
• Price inference in small markets
• Rational Expectations, Information Acquisition, and Competitive Bidding
• Strategic supply function competition with private information
• The revelation of information in strategic market games. A critique of rational expectations equilibrium

Cited in

(21)

• The strategic exploitation of limited information and opportunity in networked markets
• Information acquisition, price informativeness, and welfare
• Information acquisition with heterogeneous valuations
• Efficiency in trading markets with multi-dimensional signals
• Strategic information flow under the influence of industry structure
• Strategic effects between price-takers and non-price-takers
• Informed speculation with k-level reasoning
• Strategic Information Revelation
• Strategic Trading and Welfare in a Dynamic Market
• scientific article; zbMATH DE number 1755743 (Why is no real title available?)
• Strategic trading in informationally complex environments
• Market-making with search and information frictions
• On the functional equivalence of two perfectly competitive economies with negative exponential utility and linear utility with a quadratic holding cost
• Information, market power and welfare
• Information linkages in a financial market with imperfect competition
• The negative value of private information in illiquid markets
• Endogenous market power
• Competition in schedules with cursed traders
• Information spillover in markets with heterogeneous traders
• Information, coordination, and market frictions: an introduction
• Strategic information acquisition and the mitigation of global warming

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