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InfoTrad : An R Package for Estimating the Probability of Informed Trading

Celik, Duygu - 2018

The purpose of this paper is to introduce the R package InfoTrad for estimating the proba- bility of informed trading (PIN) initially proposed by Easley et al. (1996). PIN is a popular information asymmetry measure that proxies the proportion of informed traders in the market. This study...

Persistent link: https://www.econbiz.de/10012935024

Subgame perfect implementation with almost perfect information

Aghion, Philippe (contributor); Fudenberg, Drew (contributor) - 2008

Persistent link: https://www.econbiz.de/10003712719

Learning and information aggregation in an exit game

Murto, Pauli (contributor); Välimäki, Juuso (contributor) - 2008

Persistent link: https://www.econbiz.de/10003756798

Long persuasion games

Forges, Françoise (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003305022

Long persuasion games

Forges, Françoise; Koessler, Frédéric - In: Journal of economic theory 143 (2008) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10003812133

Subgame perfect implementation with almost perfect information and the hold-up problem

Aghion, Philippe; Fudenberg, Drew; Holden, Richard T. - 2009

"The foundations of incomplete contracts have been questioned using or extending the subgame perfect implementation approach of Moore and Repullo (1988). We consider the robustness of subgame perfect implementation to the introduction of small amounts of asymmetric information. We show that...