Investment dynamics with common and private values

DOI10.1016/J.JET.2008.02.001MaRDI QIDQ960246zbMATH OpenOpenAlexFDO

Authors Dan Levin, James Peck

Publication date 16 December 2008

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

Full work available at URL https://doi.org/10.1016/j.jet.2008.02.001

zbMATH Keywords

endogenous timingherdingreversalmulti-dimensional signals

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54) Economic growth models (91B62)

Recommendations

• Investment timing and learning externalities
• Equilibrium delay in a simple dynamic model of investment
• Dynamic investment games
• Efficient investment in a dynamic auction environment
• Information Revelation and Strategic Delay in a Model of Investment

Cites work

• Arms Races and Negotiations
• Bad news can be good news: early dropouts in an English auction with multi-dimensional signals
• Coordinating Coordination Failures in Keynesian Models
• Financial crises as herds: overturning the critiques
• Information Revelation and Strategic Delay in a Model of Investment
• Motives and implementation: On the design of mechanisms to elicit opinions
• Preemption and Rent Equalization in the Adoption of New Technology
• Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
• Social learning with private and common values
• The Paradox of Thrift, Liquidity Preference and Animal Spirits

Cited in

(10)

• Over- and under-investment according to different benchmarks
• Investment timing and learning externalities
• Efficient investment in a dynamic auction environment
• Ex post regret and the decentralized sharing of information
• The effect of endogenous timing on coordination under asymmetric information: an experimental study
• Learning and payoff externalities in an investment game
• Conformism and public news
• Delay and information aggregation in stopping games with private information
• Information aggregation and investment cycles with strategic complementarity
• Information revelation through bunching

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