Market Selection and Asymmetric Information

We consider a dynamic general equilibrium asset pricing model with heterogeneous agents and asymmetric information. We show how agents' different methods of gathering information affect their chances of survival in the market depending upon the nature of the information and the level of noise in the economy. Copyright The Review of Economic Studies Limited, 2003.

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Year of publication:	2003
Authors:	Mailath, George J. ; Sandroni, Alvaro
Published in:	Review of Economic Studies. - Wiley Blackwell, ISSN 0034-6527. - Vol. 70.2003, 2, p. 343-368
Publisher:	Wiley Blackwell

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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