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Viable allocations of information in financial markets

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  • Admati, Anat R.
  • Pfleiderer, Paul

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  • Admati, Anat R. & Pfleiderer, Paul, 1987. "Viable allocations of information in financial markets," Journal of Economic Theory, Elsevier, vol. 43(1), pages 76-115, October.
    • Handle: RePEc:eee:jetheo:v:43:y:1987:i:1:p:76-115
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    Citations

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    Cited by:

    1. Ramdan Dridi & Laurent Germain, 2000. "Noise and Competition in Strategic Oligopoly," STICERD - Econometrics Paper Series 395, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January.
    3. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
    4. Larson, Nathan, 2011. "Clustering on the same news sources in an asset market," MPRA Paper 32823, University Library of Munich, Germany.
    5. Foucault, Thierry & Cespa, Giovanni, 2008. "Insiders-outsiders, transparency and the value of the ticker," HEC Research Papers Series 892, HEC Paris.
    6. He, Xue-Zhong & Li, Youwei & Zheng, Min, 2019. "Heterogeneous agent models in financial markets: A nonlinear dynamics approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 135-149.
    7. Timothy F. Bresnahan & Paul Milgrom & Jonathan Paul, 1992. "The Real Output of the Stock Exchange," NBER Chapters, in: Output Measurement in the Service Sectors, pages 195-216, National Bureau of Economic Research, Inc.
    8. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
    9. Martineau, Charles & Mondria, Jordi, 2022. "News Selection and Asset Pricing Implications," SocArXiv ame2f, Center for Open Science.
    10. Muendler, Marc-Andreas, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series qt5q4764nj, Department of Economics, UC San Diego.
    11. Marcelo Pinheiro, 2005. "Informational asymmetries and a multiplier effect on price correlation and trading," Annals of Finance, Springer, vol. 1(4), pages 395-421, October.
    12. McNulty, Mark S. & Huffman, Wallace E., 1996. "Market equilibria with endogenous, hierarchical information," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 607-626, April.
    13. Sébastien Galanti & Anne-Gaël Vaubourg, 2020. "Unbundling financial services: The case of brokerage and investment research," Economics Bulletin, AccessEcon, vol. 40(1), pages 473-484.
    14. Moresi, Serge, 2000. "Information acquisition and research differentiation prior to an open-bid auction1," International Journal of Industrial Organization, Elsevier, vol. 18(5), pages 723-746, July.
    15. Dridi, Ramdan & Germain, Laurent, 2000. "Noise and competition in strategic oligopoly," LSE Research Online Documents on Economics 6862, London School of Economics and Political Science, LSE Library.
    16. Giovanni Cespa & Thierry Foucault, 2014. "Sale of Price Information by Exchanges: Does It Promote Price Discovery?," Management Science, INFORMS, vol. 60(1), pages 148-165, January.
    17. Russell J. Lundholm, 2021. "FSA in an ETF world," Review of Accounting Studies, Springer, vol. 26(4), pages 1428-1455, December.
    18. Yi Xiang & Miklos Sarvary, 2013. "Buying and selling information under competition," Quantitative Marketing and Economics (QME), Springer, vol. 11(3), pages 321-351, September.
    19. Amin H. Amershi & Peter Cheng, 1990. "Intrafirm resource allocation: The economics of transfer pricing and cost allocations in accounting," Contemporary Accounting Research, John Wiley & Sons, vol. 7(1), pages 61-99, September.
    20. Goettler, Ronald L. & Parlour, Christine A. & Rajan, Uday, 2009. "Informed traders and limit order markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 67-87, July.

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