Market composition and price informativeness in a large market with endogenous order types

DOI10.1016/j.jet.2014.12.006zbMath1330.91079OpenAlexW2237293122MaRDI QIDQ896974

Edouard Challe, Edouard Chrétien

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.2014.12.006

zbMATH Keywords

market microstructureprice informativenessmarket orders

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Signaling and communication in game theory (91A28)

Related Items (1)

Information, coordination, and market frictions: an introduction

Cites Work

• The tradeoff between risk sharing and information production in financial markets
• The speed of information revelation in a financial market mechanism
• Informed Speculation with Imperfect Competition
• Information Acquisition in a Noisy Rational Expectations Economy
• Information Acquisition in Financial Markets

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