Strategic Trading in Informationally Complex Environments
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Publication:4682705
DOI10.3982/ECTA12635zbMath1396.91462OpenAlexW3123444079MaRDI QIDQ4682705
Nicolas S. Lambert, Michael Ostrovsky, Mikhail Panov
Publication date: 19 September 2018
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta12635
rational expectations equilibriumefficient market hypothesismarket microstructureinformation aggregationstrategic trading
Related Items (7)
Insider trading with different risk attitudes ⋮ Dampening effect and market efficiency ⋮ Efficiency in trading markets with multi-dimensional signals ⋮ Rational destabilization in a frictionless market ⋮ Snowballing private information ⋮ Robust pricing under strategic trading ⋮ Information aggregation in a financial market with general signal structure
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