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Information aggregation in a financial market with general signal structure

Lou, Youcheng; Parsa, Sahar; Ray, Debraj; Li, Duan; … - In: Journal of economic theory 183 (2019), pp. 594-624

Persistent link: https://www.econbiz.de/10012131377

Information and capital asset pricing

Li, Baibing; Yin, Xiangkang - In: The European journal of finance 17 (2011) 7/8, pp. 505-523

Persistent link: https://www.econbiz.de/10009509857

Information acquisition and learning from prices over the business cycle

Mäkinen, Taneli; Ohl, Björn - In: Journal of economic theory 158 (2015), pp. 585-633

Persistent link: https://www.econbiz.de/10011548905

Ambiguity effects on asset market equilibrium under two-tiered asymmetric information

Hahn, Guangsug; Kwon, Joon Yeop - In: Korea and the world economy 15 (2014) 2, pp. 243-264

Persistent link: https://www.econbiz.de/10010414239

Ambiguity aversion, information acquisition, and market opacity

He, Junyong; Huang, Hui; Zhang, Shunming - In: Annals of economics and finance 21 (2020) 2, pp. 263-329

Persistent link: https://www.econbiz.de/10012647782

Multidimensional noise and non-fundamental information diversity

Russ, David - 2020

In this paper, I relax the common assumption of the one-dimensionality of noise made in the standard competitive noisy rational expectations framework. Within an environment characterized by multidimensional noise, I explore the strategic interactions between different traders that are informed...

Persistent link: https://www.econbiz.de/10012392302