Information linkages in a financial market with imperfect competition

DOI10.1016/j.jedc.2023.104643zbMath1518.91263OpenAlexW4353094061MaRDI QIDQ6165252

Youcheng Lou, Yaqing Yang

Publication date: 4 July 2023

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104643

zbMATH Keywords

imperfect competitioninformation linkagesmarket equilibrium outcomes

Mathematics Subject Classification ID

Economics of information (91B44) Financial markets (91G15)

Cites Work

• Asset pricing in large information networks
• Information and strategic behavior
• On the aggregation of information in competitive markets
• Information aggregation in a financial market with general signal structure
• Price Inference in Small Markets
• Strategic Supply Function Competition With Private Information
• Continuous Auctions and Insider Trading
• Informed Speculation with Imperfect Competition
• Information Acquisition in a Noisy Rational Expectations Economy
• Endogenous Public Information and Welfare in Market Games
• Smooth Trading with Overconfidence and Market Power
• Trading, Profits, and Volatility in a Dynamic Information Network Model
• Market power and welfare in asymmetric divisible good auctions