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On The Possibility Of Informationally Efficient Markets

Citations

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Cited by:

  1. Elnaboulsi, J.C. & Daher, W. & Sağlam, Y., 2018. "On the social value of publicly disclosed information and environmental regulation," Resource and Energy Economics, Elsevier, vol. 54(C), pages 1-22.
  2. Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2021. "Overweighting of public information in financial markets: A lesson from the lab," Journal of Banking & Finance, Elsevier, vol. 133(C).
  3. Michele Berardi, 2021. "Learning from prices: information aggregation and accumulation in an asset market," Annals of Finance, Springer, vol. 17(1), pages 45-77, March.
  4. Arnold, Lutz G. & Zelzner, Sebastian, 2022. "Financial trading versus entrepreneurship: Competition for talent and negative feedback effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 186-199.
  5. Hjort, Ingrid, 2016. "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum 01/2016, Oslo University, Department of Economics.
  6. Lou, Youcheng & Wang, Shouyang, 2020. "A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 119-126.
  7. Mäkinen, Taneli & Ohl, Björn, 2015. "Information acquisition and learning from prices over the business cycle," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 585-633.
  8. Matteo Bizzarri & Daniele d'Arienzo, 2023. "The social value of overreaction to information," CSEF Working Papers 690, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  9. Manzano, Carolina & Vives, Xavier, 2021. "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, vol. 16(3), July.
  10. Nezafat, Mahdi & Schroder, Mark, 2023. "The negative value of private information in illiquid markets," Journal of Economic Theory, Elsevier, vol. 210(C).
  11. Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
  12. Lou, Youcheng & Rahi, Rohit, 2021. "Information, market power and welfare," LSE Research Online Documents on Economics 118843, London School of Economics and Political Science, LSE Library.
  13. Benhabib, Jess & Liu, Xuewen & Wang, Pengfei, 2016. "Sentiments, financial markets, and macroeconomic fluctuations," Journal of Financial Economics, Elsevier, vol. 120(2), pages 420-443.
  14. Huo, Zhen & Pedroni, Marcelo, 2023. "Dynamic information aggregation: Learning from the past," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 107-124.
  15. Challe, Edouard & Chrétien, Edouard, 2015. "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 679-696.
  16. Rahi, Rohit, 2021. "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, vol. 191(C).
  17. Nathanaël Colin-Jaeger & Thomas Delcey, 2020. "When Efficient Market Hypothesis Meets Hayek on Information: Beyond a Methodological Reading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01933895, HAL.
  18. Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
  19. Paolo Figini & Simona Cicognani & Lorenzo Zirulia, 2023. "Booking in the Rain. Testing the Impact of Public Information on Prices," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(3), pages 1329-1364, November.
  20. Davide Bosco & Luca Portoghese, 2024. "Complementarity, Congestion and Information Design in Epidemics with Strategic Social Behaviour," DEM Working Papers Series 218, University of Pavia, Department of Economics and Management.
  21. Nathanaël Colin-Jaeger & Thomas Delcey, 2020. "When Efficient Market Hypothesis Meets Hayek on Information: Beyond a Methodological Reading," Post-Print hal-01933895, HAL.
  22. Ji, Yucheng & Xu, Weijun & Zhao, Qi & Jia, Zecheng, 2023. "ESG disclosure and investor welfare under asymmetric information and imperfect competition," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  23. Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
  24. Zhou, Xuan & Kang, Junqing, 2023. "Searching for ESG Information: Heterogeneous Preferences and Information Acquisition," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  25. Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, vol. 177(C), pages 558-593.
  26. Junyong He & Helen Hui Huang & Shunming Zhang, 2020. "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 263-329, November.
  27. Kyriakos T. Chousakos & Gary B. Gorton & Guillermo Ordoñez, 2020. "The Macroprudential Role of Stock Markets," NBER Working Papers 27113, National Bureau of Economic Research, Inc.
  28. Davide Bosco & Luca Portoghese, 2022. "On the Decentralized Implementation of Lockdown Policies," Working Papers 500, University of Milano-Bicocca, Department of Economics.
  29. Guillermo Ordonez & Daniel Neuhann & Harold Cole, 2017. "A Walrasian Theory of Sovereign Debt Auctions with Asymmetric Information," 2017 Meeting Papers 787, Society for Economic Dynamics.
  30. Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea, 2018. "Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab," MPRA Paper 88866, University Library of Munich, Germany.
  31. Benhabib, Jess & Wang, Pengfei, 2015. "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 558-584.
  32. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
  33. Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019. "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, vol. 183(C), pages 594-624.
  34. Lou, Youcheng & Rahi, Rohit, 2023. "Information, market power and welfare," Journal of Economic Theory, Elsevier, vol. 214(C).
  35. Bergemann, Dirk & Heumann, Tibor & Morris, Stephen, 2015. "Information and volatility," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 427-465.
  36. Anna Bayona, 2018. "The social value of information with an endogenous public signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 1059-1087, December.
  37. Rostek, Marzena & Weretka, Marek, 2015. "Information and strategic behavior," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 536-557.
  38. Lou, Youcheng & Rahi, Rohit, 2023. "Information, market power and welfare," LSE Research Online Documents on Economics 120479, London School of Economics and Political Science, LSE Library.
  39. Heumann, Tibor, 2021. "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, vol. 191(C).
  40. Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness and welfare," LSE Research Online Documents on Economics 118935, London School of Economics and Political Science, LSE Library.
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