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Markets and Information Aggregation Mechanisms

In: Handbook of Experimental Economics Results

Author

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  • Chen, Kay-Yut
  • Plott, Charles R.

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Suggested Citation

  • Chen, Kay-Yut & Plott, Charles R., 2008. "Markets and Information Aggregation Mechanisms," Handbook of Experimental Economics Results, in: Charles R. Plott & Vernon L. Smith (ed.), Handbook of Experimental Economics Results, edition 1, volume 1, chapter 40, pages 344-352, Elsevier.
    • Handle: RePEc:eee:expchp:2-40
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    Cited by:

    1. Antonio, Filippin & Marco, Mantovani, 2019. "Risk Aversion and Information Aggregation in Asset Markets," Working Papers 404, University of Milano-Bicocca, Department of Economics, revised Apr 2019.
    2. Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2023. "When Do Security Markets Aggregate Dispersed Information?," Management Science, INFORMS, vol. 69(6), pages 3697-3729, June.
    3. Antonio Filippin & Marco Mantovani, 2023. "Risk aversion and information aggregation in binary‐asset markets," Quantitative Economics, Econometric Society, vol. 14(2), pages 753-798, May.
    4. Marco Mantovani & Antonio Filippin, 2024. "When do prediction markets return average beliefs? Experimental evidence," Working Papers 532, University of Milano-Bicocca, Department of Economics.
    5. Robin Hanson, 2006. "Designing real terrorism futures," Public Choice, Springer, vol. 128(1), pages 257-274, July.

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    JEL classification:

    • C - Mathematical and Quantitative Methods

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