Information aggregation in a financial market with general signal structure
Year of publication: |
2019
|
---|---|
Authors: | Lou, Youcheng ; Parsa, Sahar ; Ray, Debraj ; Li, Duan ; Wang, Shouyang |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 183.2019, p. 594-624
|
Subject: | Asymmetric information | Information aggregation | Multidimensional signals | Rational expectations equilibrium | Asymmetrische Information | Theorie | Theory | Rationale Erwartung | Rational expectations | Informationsökonomik | Economics of information | Signalling | Finanzmarkt | Financial market | Börsenkurs | Share price |
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