Financial prices and information acquisition in large Cournot markets
From MaRDI portal
Publication:896984
DOI10.1016/J.JET.2014.12.004zbMATH Open1330.91136OpenAlexW2118913636MaRDI QIDQ896984FDOQ896984
Authors: Giacomo Rondina, Myungkyu Shim 
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.2014.12.004
Recommendations
- Information Acquisition in Financial Markets
- Strategic complementarity of information in financial markets with large shocks
- On “Acquisition of Information in Financial Markets”
- Information acquisition and welfare effect in a model of competitive financial markets
- Viable allocations of information in financial markets
Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Efficient Use of Information and Social�Value�of�Information
- Knowing What Others Know: Coordination Motives in Information Acquisition
- Continuous Auctions and Insider Trading
- Information Acquisition and Welfare
- Learning from private and public observations of others' actions
- Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
- Endogenous Information Acquisition in Coordination Games
Cited In (11)
- Does higher firm profit dispersion reflect greater micro uncertainty?
- The time cost of information in financial markets
- Information acquisition and learning from prices over the business cycle
- Information linkages in a financial market with imperfect competition
- Market Selection and the Information Content of Prices
- Short-sale constraints, information acquisition, and asset prices
- Disclosure, competition, and learning from asset prices
- Information, coordination, and market frictions: an introduction
- Strategic complementarity of information in financial markets with large shocks
- On the relation between private information and non-fundamental volatility
- On “Acquisition of Information in Financial Markets”
This page was built for publication: Financial prices and information acquisition in large Cournot markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q896984)
