Efficiency in trading markets with multi-dimensional signals

DOI10.1016/j.jet.2020.105156zbMath1458.91092OpenAlexW3099932414MaRDI QIDQ1995299

Tibor Heumann

Publication date: 23 February 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2020.105156

zbMATH Keywords

rational expectations equilibriummulti-dimensional signalsinformation aggregationsupply function competitiondemand function competition

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Consumer behavior, demand theory (91B42)

Related Items

Information, market power and welfare

Cites Work

• Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
• Bilateral trading in divisible double auctions
• Information and volatility
• Information and strategic behavior
• Information acquisition, price informativeness, and welfare
• Information aggregation in a financial market with general signal structure
• Price Inference in Small Markets
• A Concise Introduction to Linear Algebra
• Strategic Supply Function Competition With Private Information
• Aggregation of Information in Large Cournot Markets
• Endogenous Public Information and Welfare in Market Games
• Trading and Information Diffusion in Over-the-Counter Markets
• Strategic Trading in Informationally Complex Environments
• [https://portal.mardi4nfdi.de/wiki/Publication:5441272 Efficient Use of Information and Social�Value�of�Information]

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