The speed of information revelation in a financial market mechanism
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Publication:1906727
DOI10.1006/JETH.1995.1070zbMath0840.90043WikidataQ57388275 ScholiaQ57388275MaRDI QIDQ1906727
Publication date: 6 February 1996
Published in: Journal of Economic Theory (Search for Journal in Brave)
private informationdegree of risk aversioninformation adjustment mechanismspeed of information revelation
Related Items (11)
The possibility of informationally efficient markets ⋮ Local mispricing and microstructural noise: a parametric perspective ⋮ Informational cascades with endogenous prices: the role of risk aversion ⋮ Information, coordination, and market frictions: an introduction ⋮ Market composition and price informativeness in a large market with endogenous order types ⋮ Fostering collusion through action revision in duopolies ⋮ Liquidity and asset prices in rational expectations equilibrium with ambiguous information ⋮ Learning about analysts ⋮ Coordinated bubbles and crashes ⋮ Learning from prices: information aggregation and accumulation in an asset market ⋮ Preferences, Homophily, and Social Learning
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