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Information Aggregation in Common Value Auctions
Citations
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Cited by:
- Azrieli, Yaron & Levin, Dan, 2011. "Dominance-solvable common-value large auctions," Games and Economic Behavior, Elsevier, vol. 73(2), pages 301-309.
- Brendan Daley & Brett Green & Victoria Vanasco, 2016. "Designing securities for scrutiny," Economics Working Papers 1818, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2021.
- Hernando-Veciana, Ángel & Tröge, Michael, 2011.
"The insider's curse,"
Games and Economic Behavior, Elsevier, vol. 71(2), pages 339-350, March.
- Angel Hernando-Veciana & Michael Tröge, 2005. "The Insider's Curse," Microeconomics 0503012, University Library of Munich, Germany.
- Ángel Hernando Veciana & Michael Tröge, 2005. "The Insider'S Curse," Working Papers. Serie AD 2005-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Mezzetti, Claudio & Tsetlin, Ilia, 2008.
"On the lowest-winning-bid and the highest-losing-bid auctions,"
Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 1040-1048, September.
- Claudio Mezzetti & Ilia Tsetlin, 2006. "On the Lowest-Winning-Bid and the Highest-Losing-Bid Auctions," Discussion Papers in Economics 06/16, Division of Economics, School of Business, University of Leicester.
- Mezzetti, Claudio & Tsetlin, Ilia, 2007. "On the Lowest-Winning-Bid and the Highest-Losing-Bid Auctions," Economic Research Papers 269781, University of Warwick - Department of Economics.
- Mezzetti, Claudio & Tsetlin, Ilia, 2007. "On the Lowest-Winning-Bid and the Highest-Losing-Bid Auctions," The Warwick Economics Research Paper Series (TWERPS) 832, University of Warwick, Department of Economics.
- Murto, Pauli & Välimäki, Juuso, 2013. "Delay and information aggregation in stopping games with private information," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2404-2435.
- Ergun, Lerby & Uthemann, Andreas, 2020. "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics 118893, London School of Economics and Political Science, LSE Library.
- García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
- Lin William Cong & Yizhou Xiao, 2024.
"Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding,"
Journal of Finance, American Finance Association, vol. 79(1), pages 579-629, February.
- Lin William Cong & Yizhou Xiao, 2023. "Information Cascades and Threshold Implementation: Theory and An Application to Crowdfunding," NBER Working Papers 30820, National Bureau of Economic Research, Inc.
- Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021.
"Aggregation and design of information in asset markets with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 191(C).
- William Fuchs & Brett Green & Vladimir Asriyan, 2017. "Aggregation and Design of Information in Asset Markets with Adverse Selection," Working Papers 979, Barcelona School of Economics.
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers 1573, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2019.
- Kyungmin Kim & Benjamin Lester & Braz Camargo, 2012.
"Subsidizing Price Discovery,"
2012 Meeting Papers
338, Society for Economic Dynamics.
- Braz Camargo & Kyungmin (Teddy) Kim & Benjamin Lester, 2013. "Subsidizing price discovery," Working Papers 13-20, Federal Reserve Bank of Philadelphia.
- Alp E. Atakan & Mehmet Ekmekci, 2014.
"Auctions, Actions, and the Failure of Information Aggregation,"
American Economic Review, American Economic Association, vol. 104(7), pages 2014-2048, July.
- Alp Atakan & Mehmet Ekmekci, 2012. "Auctions, Actions, and the Failure of Information Aggregation," Discussion Papers 1553, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Michael Ostrovsky, 2012.
"Information Aggregation in Dynamic Markets With Strategic Traders,"
Econometrica, Econometric Society, vol. 80(6), pages 2595-2647, November.
- Ostrovsky, Michael, 2009. "Information Aggregation in Dynamic Markets with Strategic Traders," Research Papers 2053, Stanford University, Graduate School of Business.
- Hashimoto, Tadashi, 2018. "The generalized random priority mechanism with budgets," Journal of Economic Theory, Elsevier, vol. 177(C), pages 708-733.
- Han Hong & Harry J. Paarsch & Pai Xu, 2013.
"On the asymptotic distribution of the transaction price in a clock model of a multi-unit, oral, ascending-price auction within the common-value paradigm,"
RAND Journal of Economics, RAND Corporation, vol. 44(4), pages 664-685, December.
- Han Hong & Harry J. Paarsch & Pai Xu, 2010. "On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm," Carlo Alberto Notebooks 186, Collegio Carlo Alberto.
- Hong, Han & Paarsch, Harry J. & Xu, Pai, 2010. "On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm," CEI Working Paper Series 2010-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Braz Camargo & Kyungmin Kim & Benjamin Lester, 2016.
"Information Spillovers, Gains from Trade, and Interventions in Frozen Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(5), pages 1291-1329.
- Braz Camargo & Kyungmin (Teddy) Kim & Benjamin Lester, 2016. "Information Spillovers, Gains From Trade, And Interventions In Frozen Markets," Working Papers 16-28, Federal Reserve Bank of Philadelphia.
- Vladimir Asriyan, 2014.
"Balance sheet recessions with informational and trading frictions,"
Economics Working Papers
1463, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2018.
- Vladimir Asriyan, 2018. "Balance sheet recessions with information and trading frictions," 2018 Meeting Papers 205, Society for Economic Dynamics.
- Vladimir Asriyan, 2015. "Balance Sheet Recessions with Informational and Trading Frictions," Working Papers 806, Barcelona School of Economics.
- Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018.
"Strategic Trading in Informationally Complex Environments,"
Econometrica, Econometric Society, vol. 86(4), pages 1119-1157, July.
- Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
- Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014. "Strategic Trading in Informationally Complex Environments," NBER Working Papers 20516, National Bureau of Economic Research, Inc.
- Axelson, Ulf, 2005. "Security Design with Investor Private Information," SIFR Research Report Series 37, Institute for Financial Research.
- Theo Offerman & Giorgia Romagnoli & Andreas Ziegler, 2022.
"Why are open ascending auctions popular? The role of information aggregation and behavioral biases,"
Quantitative Economics, Econometric Society, vol. 13(2), pages 787-823, May.
- Theo Offerman & Giorgia Romagnoli & Andreas Ziegler, 2020. "Why are open ascending auctions popular? The role of information aggregation and behavioral biases," Tinbergen Institute Discussion Papers 20-071/I, Tinbergen Institute.
- Diego García & Branko Urosevic, 2004. "Noise and aggregation of information in large markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra.
- Hong, Han & Shum, Matthew, 2004.
"Rates of information aggregation in common value auctions,"
Journal of Economic Theory, Elsevier, vol. 116(1), pages 1-40, May.
- Han Hong & Matthew Shum, 2002. "Rates of Information Aggregation in Common Value Auctions," Economics Working Paper Archive 436, The Johns Hopkins University,Department of Economics.
- 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.
- Marzena Rostek & Ji Hee Yoon, 2013. "Private Information in Markets: A Market Design Perspective," Working Papers 13-21, NET Institute.
- Axelson, Ulf & Makarov, Igor, 2023. "Informational black holes in financial markets," LSE Research Online Documents on Economics 105042, London School of Economics and Political Science, LSE Library.
- Murto, Pauli & Välimäki, Juuso, 2015. "Large common value auctions with risk averse bidders," Games and Economic Behavior, Elsevier, vol. 91(C), pages 60-74.
- Yin, Pai-Ling, 2007. "Empirical tests of information aggregation," International Journal of Industrial Organization, Elsevier, vol. 25(6), pages 1179-1189, December.
- In-Koo Cho, 2004. "Monotonicity and Rationalizability in Large Uniform Price and Double Auctions," Theory workshop papers 658612000000000076, UCLA Department of Economics.
- Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2024.
"Information Aggregation with Asymmetric Asset Payoffs,"
Journal of Finance, American Finance Association, vol. 79(4), pages 2715-2758, August.
- Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2021. "Information Aggregation with Asymmetric Asset Payoffs," TSE Working Papers 21-1172, Toulouse School of Economics (TSE), revised Apr 2023.
- Baruch, Shmuel & Glosten, Lawrence R., 2019. "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, vol. 183(C), pages 661-697.
- Harstad, Ronald M. & Pekec, Aleksandar Sasa & Tsetlin, Ilia, 2008.
"Information aggregation in auctions with an unknown number of bidders,"
Games and Economic Behavior, Elsevier, vol. 62(2), pages 476-508, March.
- Ronald M. Harstad & Aleksandar Pekec & Ilia Tsetlin, 2006. "Information Aggregation in Auctions with an Unknown Number of Bidders," Working Papers 0605, Department of Economics, University of Missouri.
- Au, Pak Hung, 2019. "The loser's curse in the search for advice," Theoretical Economics, Econometric Society, vol. 14(3), July.
- Axelson, Ulf & Makarov, Igor, 2016. "Informational black holes in financial markets," LSE Research Online Documents on Economics 118982, London School of Economics and Political Science, LSE Library.
- Gadi Fibich & Arieh Gavious, 2010. "Large auctions with risk-averse bidders," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(3), pages 359-390, July.