On the revelation of private information in stock market economies

DOI10.1016/S0304-4068(97)00032-3zbMath0944.91039MaRDI QIDQ1300438

Sankar De, Marcus Berliant

Publication date: 1 September 1999

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

equilibriumprivate informationstock market economy

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Cites Work

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• On equilibrium in Hart's securities exchange model
• Equilibrium in abstract economies without ordered preferences
• Further results on the informational efficiency of competitive stock markets
• Asset markets and the information revealed by prices
• Partially revealing rational expectations equilibria with nominal assets
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
• An Introduction to the Theory of Rational Expectations Under Asymmetric Information
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Nonnegative Square Matrices
• Existence of an Equilibrium for a Competitive Economy

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