Market composition and price informativeness in a large market with endogenous order types
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Publication:896974
DOI10.1016/j.jet.2014.12.006zbMath1330.91079OpenAlexW2237293122MaRDI QIDQ896974
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
Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Signaling and communication in game theory (91A28)
Related Items (1)
Cites Work
- The tradeoff between risk sharing and information production in financial markets
- The speed of information revelation in a financial market mechanism
- Informed Speculation with Imperfect Competition
- Information Acquisition in a Noisy Rational Expectations Economy
- Information Acquisition in Financial Markets
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