Market equilibria with endogenous, hierarchical information

DOI10.1016/0165-1889(95)00867-5zbMath0875.90230OpenAlexW2044695198MaRDI QIDQ1351331

Mark S. McNulty, Wallace E. Huffman

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00867-5

zbMATH Keywords

ExpectationsPricesEndogenous informationHierarchical information structureMarket equilibria

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Economics of information (91B44)

Cites Work

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• A Model of Intertemporal Asset Prices Under Asymmetric Information