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Private information, securities lending, and asset prices

Nezafat, Mahdi; Schroder, Mark D. - In: The review of financial studies 35 (2022) 2, pp. 1009-1063

Persistent link: https://www.econbiz.de/10012878981

The negative value of private information in illiquid markets

Nezafat, Mahdi; Schroder, Mark D. - In: Journal of economic theory 210 (2023), pp. 1-50

Persistent link: https://www.econbiz.de/10014422624

Rationalizable trade

Morris, Stephen; Skiadas, Costis - In: Games and economic behavior 31 (2000) 2, pp. 311-323

Persistent link: https://www.econbiz.de/10001489485

Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information

DeMarzo, Peter M. - In: Journal of economic theory 80 (1998) 1, pp. 123-152

Persistent link: https://www.econbiz.de/10001243871

On the uniqueness of fully informative rational expectations equilibria

DeMarzo, Peter; Skiadas, Costis - In: Economic theory : official journal of the Society for … 13 (1999) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10001368221

On the Uniqueness of Fully Informative Rational Expectations Equilibria

Skiadas, Costis; DeMarzo, Peter M. - 2010

This paper analyzes two equivalent equilibrium motions under asymmetric information: risk neutral rational expectations equilibria (rn-REE), and common knowledge equilibria. We show that the set of fully informative rn-REE is a singleton, and we provide necessary and sufficient conditions for...

Persistent link: https://www.econbiz.de/10014064511