Price crashes, information aggregation, and market-making
type: Item
instance of: scholarly article
title: Price crashes, information aggregation, and market-making
zbMATH Open document ID: 0888.90041
author: Vicente Madrigal
author: José A. Scheinkman
published in: Journal of Economic Theory
publication date: 1998-05-21T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1069697
zbMATH Keywords: market-making
zbMATH Keywords: private and heterogeneous information
zbMATH Keywords: equilibrium price
MaRDI profile type: Publication
full work available at URL: jeth.1997.2261
OpenAlex ID: W1982667353
cites work: A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
cites work: Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
cites work: On the aggregation of information in competitive markets
cites work: Continuous Auctions and Insider Trading
cites work: Informed Speculation with Imperfect Competition
cites work: Rational expectations with imperfect competition: a Bertrand-Edgeworth example
cites work: Information, trade and common knowledge
DOI: 10.1006/JETH.1997.2261
description: scientific article; zbMATH DE number 1069697