Strategic complementarity of information in financial markets with large shocks

DOI10.1007/S10436-009-0130-1zbMath1233.91103OpenAlexW1975544602MaRDI QIDQ666438

Christophe Chamley

Publication date: 8 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-009-0130-1

zbMATH Keywords

financial marketsstrategic complementarityendogenous informationaggregation of information

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Actuarial science and mathematical finance (91G99)

Related Items (1)

SPACETIME DISCOUNTED VALUE OF NETWORK CONNECTIVITY

Cites Work

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