Market composition and price informativeness in a large market with endogenous order types

DOI10.1016/J.JET.2014.12.006zbMATH Open1330.91079OpenAlexW2237293122MaRDI QIDQ896974FDOQ896974

Authors: Edouard Challe, Edouard Chrétien 

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.2014.12.006

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zbMATH Keywords

market microstructuremarket ordersprice informativeness

Mathematics Subject Classification ID

Signaling and communication in game theory (91A28) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44)

Cites Work

• Informed Speculation with Imperfect Competition
• Information Acquisition in a Noisy Rational Expectations Economy
• Information Acquisition in Financial Markets
• The speed of information revelation in a financial market mechanism
• The tradeoff between risk sharing and information production in financial markets

Cited In (1)

• Information, coordination, and market frictions: an introduction

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