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Price Inference in Small Markets
13 references·16 citing·44 second hop
Price Inference in Small Markets (2012)Price Inference in Small MarketsInformation Choice in Macroeconomics and Finance (2011)Information Choice in Macroec…Strategic Supply Function Competition with Private Information (2009)Strategic Supply Function Com…Information Linkages and Correlated Trading (2009)Information Linkages and Corr…The Small World of Investing: Board Connections and Mutual Fund Returns (2008)The Small World of Investing:…Information and Learning in Markets: The Impact of Market Microstructure (2008)Information and Learning in M…Social Interaction and Stock‐Market Participation (2004)Social Interaction and Stock‐…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …Social Interaction and Stock Market Participation (2001)Social Interaction and Stock …Asset Pricing under Asymmetric Information (2001)Asset Pricing under Asymmetri…The Use of Knowledge in Society (1996)The Use of Knowledge in Socie…Informed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Auctions of Shares (1979)Auctions of SharesHow Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing (2025)How Competitive Is the Stock …Market Power and Price Informativeness (2024)Market Power and Price Inform…Illiquidity and Higher Cumulants (2022)Illiquidity and Higher Cumula…Market Fragmentation (2021)Market FragmentationConnecting Disconnected Financial Markets? (2021)Connecting Disconnected Finan…Liquidity regimes and optimal dynamic asset allocation (2019)Liquidity regimes and optimal…The pricing effects of ambiguous private information (2017)The pricing effects of ambigu…Size Discovery (2017)Size DiscoveryFull Implementation and Belief Restrictions (2017)Full Implementation and Belie…Market making with asymmetric information and inventory risk (2016)Market making with asymmetric…Core-Periphery Trading Networks (2016)Core-Periphery Trading Networ…Information, Coordination, and Market Frictions: An Introduction (2015)Information, Coordination, an…Dynamic Thin Markets (2015)Dynamic Thin MarketsON THE POSSIBILITY OF INFORMATIONALLY EFFICIENT MARKETS (2014)ON THE POSSIBILITY OF INFORMA…Smooth Trading with Overconfidence and Market Power (2013)Smooth Trading with Overconfi…Redistribution and market efficiency: An experimental study (2013)Redistribution and market eff…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)The determinants of cross-border equity flows (2004)Does function follow organizational form? 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Evidence from Expectations and Actions (2003)Social capital and growth (2003)Consumer Confidence and Asset Prices: Some Empirical Evidence (2004)The General Theory of Employment, Interest and Money. (1936)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Learning in Financial Markets (2009)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Who Drove and Burst the Tech Bubble? (2011)Comparative Economic Organization: The Analysis of Discrete Structural Alternatives (1991)A Dynamic Theory of Organizational Knowledge Creation (1994)The New Institutional Economics: Taking Stock, Looking Ahead (2000)The Role of Social Capital in Financial Development (2004)Financial Literacy and Stock Market Participation (2007)The price of sin: The effects of social norms on markets (2009)Macroeconomics with Financial Frictions: A Survey (2013)Bank Transparency and Deposit Flows (2018)Economic uncertainty and investor attention (2023)
this work references cited by second hop

References

  • 1996The Use of Knowledge in Society6,434 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2004Social Interaction and Stock‐Market Participation1,826 cited
  • 2008The Small World of Investing: Board Connections and Mutual Fund Returns1,297 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 1979Auctions of Shares733 cited
  • 2001Asset Pricing under Asymmetric Information408 cited
  • 2011Information Choice in Macroeconomics and Finance274 cited
  • 2001Social Interaction and Stock Market Participation225 cited
  • 2009Strategic Supply Function Competition with Private Information219 cited
  • 2008Information and Learning in Markets: The Impact of Market Microstructure183 cited
  • 2009Information Linkages and Correlated Trading180 cited

Cited by

  • 2025How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing120 cited
  • 2013Smooth Trading with Overconfidence and Market Power95 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2015Dynamic Thin Markets94 cited
  • 2014ON THE POSSIBILITY OF INFORMATIONALLY EFFICIENT MARKETS94 cited
  • 2021Market Fragmentation75 cited
  • 2016Core-Periphery Trading Networks69 cited
  • 2017Size Discovery58 cited
  • 2019Liquidity regimes and optimal dynamic asset allocation54 cited
  • 2016Market making with asymmetric information and inventory risk50 cited
  • 2017Full Implementation and Belief Restrictions49 cited
  • 2017The pricing effects of ambiguous private information37 cited
  • 2013Redistribution and market efficiency: An experimental study36 cited
  • 2024Market Power and Price Informativeness30 cited
  • 2021Connecting Disconnected Financial Markets?29 cited
  • 2022Illiquidity and Higher Cumulants29 cited
  • 2015Information, Coordination, and Market Frictions: An Introduction17 cited