Information, coordination, and market frictions: an introduction
From MaRDI portal
Publication:896957
DOI10.1016/j.jet.2015.05.001zbMath1330.91007OpenAlexW2201226501MaRDI QIDQ896957
Xavier Vives, Alessandro Pavan
Publication date: 15 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.05.001
Proceedings of conferences of miscellaneous specific interest (00B25) Microeconomic theory (price theory and economic markets) (91B24) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Economics of information (91B44)
Related Items (2)
Informed speculation with k-level reasoning ⋮ Majoritarian preference, Utilitarian welfare and public information in Cournot oligopoly
Cites Work
- Information percolation in segmented markets
- Learning from private and public observations of others' actions
- Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity
- Duopoly information equilibrium: Cournot and Bertrand
- Information acquisition in global games of regime change
- Information and volatility
- Cournot competition and the social value of information
- Characterizing social value of information
- Information and strategic behavior
- Private information and sunspots in sequential asset markets
- Information acquisition and learning from prices over the business cycle
- Liquid bundles
- Rigid pricing and rationally inattentive consumer
- Market composition and price informativeness in a large market with endogenous order types
- Should we regulate financial information?
- Coordination with flexible information acquisition
- Information quality and crises in regime-change games
- Financial prices and information acquisition in large Cournot markets
- Investment horizons and asset prices under asymmetric information
- On the existence of rational expectations equilibrium
- Learning from others: A welfare analysis
- Equilibrium selection in global games with strategic complementarities.
- The speed of information revelation in a financial market mechanism
- Social learning and costly information acquisition
- Monotone equilibria in Bayesian games of strategic complementarities
- A general model of information sharing in oligopoly
- Slow boom, sudden crash
- Sentiments
- Price Inference in Small Markets
- Robust Predictions in Games With Incomplete Information
- Strategic Supply Function Competition With Private Information
- Auctions of Shares
- Adverse Selection in Competitive Search Equilibrium
- Global Games and Equilibrium Selection
- A Convergence Theorem for Competitive Bidding with Differential Information
- Uncertainty Resolution, Private Information Aggregation and the Cournot Competitive Limit
- Toward a Strategic Foundation for Rational Expectations Equilibrium
- Knowing What Others Know: Coordination Motives in Information Acquisition
- Liquidity in Asset Markets With Search Frictions
- Information Percolation With Equilibrium Search Dynamics
- Continuous Auctions and Insider Trading
- Information Sharing in Oligopoly
- Aggregation of Information in Large Cournot Markets
- Informed Speculation with Imperfect Competition
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Rational Expectations, Information Acquisition, and Competitive Bidding
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
- Information Acquisition in a Noisy Rational Expectations Economy
- Selection-free predictions in global games with endogenous information and multiple equilibria
- Endogenous Information Acquisition in Coordination Games
- Dynamic Trading and Asset Prices: Keynes vs. Hayek
- Information Manipulation, Coordination, and Regime Change*
- Information Acquisition and Welfare
- Trade Dynamics in the Market for Federal Funds
- Decentralized Trading With Private Information
- Regulating Insider Trading When Investment Matters *
- A Liquidity-based Model of Security Design
- Information Acquisition in Financial Markets
- How Fast do Rational Agents Learn?
- Cursed Equilibrium
- Over-the-Counter Markets
- A Structure Theorem for Rationalizability with Application to Robust Predictions of Refinements
- [https://portal.mardi4nfdi.de/wiki/Publication:5441272 Efficient Use of Information and Social�Value�of�Information]
- Dynamic Global Games of Regime Change: Learning, Multiplicity, and the Timing of Attacks
- Team Decision Problems
This page was built for publication: Information, coordination, and market frictions: an introduction