Equilibrium price formation in markets with differentially informed agents
From MaRDI portal
Publication:639900
DOI10.1007/s00199-010-0582-6zbMath1232.91474OpenAlexW2161283880MaRDI QIDQ639900
Carlos Hervés-Beloso, Marta Faias, Emma Moreno-García
Publication date: 11 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0582-6
Noncooperative games (91A10) Economics of information (91B44) Special types of economic markets (including Cournot, Bertrand) (91B54)
Related Items (3)
Market games and Walrasian equilibria ⋮ An asymptotic analysis of strategic behavior for exchange economies ⋮ Large market games, the law of one price, and market structure
Cites Work
- Incomplete financial markets and differential information
- A market game approach to differential information economies
- Equilibrium theory with asymmetric information and infinitely many states
- Prudent expectations equilibrium in economies with uncertain delivery
- Noncooperative general exchange with a continuum of traders: Two models
- From Nash to Walras via Shapley-Shubik.
- On extensive form implementation of contracts in differential information economies
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- Characterization and incentive compatibility of Walrasian expectations equilibrium in infinite dimensional commodity spaces
- An equivalence theorem for a differential information economy
- Asset market equilibrium with short-selling and differential information
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Walrasian Analysis via Strategic Outcome Functions
- Competitive Equilibrium Under Uncertainty
- Differential information economies: Introduction
- Competitive and core allocations in large economies with differential information
This page was built for publication: Equilibrium price formation in markets with differentially informed agents