The OECD’s dataset on socio-demographic information accompanying the distributional information presents socio-demographic characteristics of the individuals and households included in the various household groups as distinguished in the dataset on distributional information on household...

The rate of information diffusion and consequently price discovery, is conditional upon not only the design of the market microstructure, but also the informational structure. This paper presents a market microstructure model showing that an increasing number of information hierarchies among...