Parimutuel betting under asymmetric information
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Publication:924933
DOI10.1016/j.jmateco.2006.03.002zbMath1135.91007OpenAlexW2116610050MaRDI QIDQ924933
Anthony Ziegelmeyer, Frédéric Koessler, Charles N. Noussair
Publication date: 29 May 2008
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://edoc.mpg.de/277650
Related Items (4)
Parimutuel betting under asymmetric information ⋮ Congested observational learning ⋮ Accounting for noise in the microfoundations of information aggregation ⋮ An axiomatic characterization of wagering mechanisms
Cites Work
- Parimutuel betting under asymmetric information
- A model of a general parimutuel system: Characterizations and equilibrium selection
- A parimutuel system with two horses and a continuum of bettors
- Parimutuel betting markets as information aggregation devices: experimental results
- The favorite-longshot bias in sequential parimutuel betting with non-expected utility players
- Sequential Equilibria
- Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders
- Sequential parimutuel games
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