SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Trade with Heterogeneous Prior Beliefs and Asymmetric Information
12 references·16 citing·45 second hop
Trade with Heterogeneous Prior Beliefs and Asymmetric Information (1994)Trade with Heterogeneous Prior Beliefs an…Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)Games with Incomplete Informa…Game theory: analysis of conflict (1992)Game theory: analysis of conf…Intertemporal asset pricing (1990)Intertemporal asset pricingDifferences of Opinion in Financial Markets (1989)Differences of Opinion in Fin…Efficient and Durable Decision Rules with Incomplete Information (1983)Efficient and Durable Decisio…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Information, trade and common knowledge (1982)Information, trade and common…An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)An Introduction to the Theory…An Axiomatic Characterization of Common Knowledge (1981)An Axiomatic Characterization…Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices (1979)Rational Expectations Equilib…Agreeing to Disagree (1976)Agreeing to DisagreeThe Theory of Linear Economic Models (1962)The Theory of Linear Economic…Trading Costs and Informational Efficiency (2021)Trading Costs and Information…High-Frequency Measures of Informed Trading and Corporate Announcements (2018)High-Frequency Measures of In…Bayesian persuasion with heterogeneous priors (2016)Bayesian persuasion with hete…Epistemic Game Theory (2014)Epistemic Game TheoryA Welfare Criterion For Models With Distorted Beliefs* (2014)A Welfare Criterion For Model…Unawareness, beliefs, and speculative trade (2012)Unawareness, beliefs, and spe…Interpersonal Authority in a Theory of the Firm (2010)Interpersonal Authority in a …Disagreement and the Allocation of Control (2008)Disagreement and the Allocati…Mutual Optimism and War (2007)Mutual Optimism and WarOverconfidence and Trading Volume (2005)Overconfidence and Trading Vo…Morale hazard (2005)Morale hazardModeling Knowledge in Economic Analysis (2004)Modeling Knowledge in Economi…Characterizing Common Priors in the Form of Posteriors (2000)Characterizing Common Priors …Iterated Expectations and Common Priors (1998)Iterated Expectations and Com…Common Priors and Separation of Convex Sets (1998)Common Priors and Separation …Asset Prices and Trading Volume in a Beauty Contest (1998)Asset Prices and Trading Volu…An Intertemporal Capital Asset Pricing Model (1973)Expected stock returns and volatility (1987)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Labor Income and Predictable Stock Returns (2005)Asset Pricing Models and Financial Market Anomalies (2006)‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables (2012)The Problem of Social Cost (1960)Manipulation of Voting Schemes: A General Result (1973)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Collusive Bidder Behavior at Single-Object Second-Price and English Auctions (1987)The Principal-Agent Relationship with an Informed Principal, II: Common Values (1992)Screening by the Company You Keep: Joint Liability Lending and the Peer Selection Effect (2000)The Private and Social Value of Information and the Reward to Inventive Activity (1978)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)Crises and Prices: Information Aggregation, Multiplicity, and VolatilityRational Expectations and the Theory of Price Movements (1961)Expectations and the neutrality of money (1972)The Logic of Economic Organization (1988)The Use of Knowledge in Society (1996)Sentiments (2013)A Random Walk Down Wall Street (1973)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Asset Bubbles and Overlapping Generations (1985)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Judgment under Uncertainty: Heuristics and Biases (1975)The Nash Bargaining Solution in Economic Modelling (1986)The interdisciplinary study of coordination (1994)Rationalist explanations for war (1995)Information and Competitive Price Systems (1976)Forecasting the Forecasts of Others (1983)Methodological Individualism and Social Knowledge (1994)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)An experimental analysis of ultimatum bargaining (1982)The Grammar of Society (2005)Theory of games and economic behavior (2019)The Theory of Incentives: The Principal-Agent Model (2001)Culture and Institutions: Economic Development in the Regions of Europe (2010)The Politics of Authoritarian Rule (2012)A Notion of Equilibrium and Its Possibility Under Majority Rule (1967)On Cores and Indivisibility (1973)Fairness, Responsibility, and Welfare (2008)
this work references cited by second hop

References

  • 1992Game theory: analysis of conflict3,325 cited
  • 1976Agreeing to Disagree2,499 cited
  • 2004Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model2,127 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1962The Theory of Linear Economic Models901 cited
  • 1983Efficient and Durable Decision Rules with Incomplete Information670 cited
  • 1979Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices607 cited
  • 1990Intertemporal asset pricing598 cited
  • 1981An Introduction to the Theory of Rational Expectations Under Asymmetric Information430 cited
  • 1989Differences of Opinion in Financial Markets289 cited
  • 1981An Axiomatic Characterization of Common Knowledge187 cited

Cited by

  • 2014A Welfare Criterion For Models With Distorted Beliefs*198 cited
  • 2010Interpersonal Authority in a Theory of the Firm153 cited
  • 2016Bayesian persuasion with heterogeneous priors151 cited
  • 2004

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

Modeling Knowledge in Economic Analysis
121 cited
  • 2000Characterizing Common Priors in the Form of Posteriors120 cited
  • 1998Asset Prices and Trading Volume in a Beauty Contest111 cited
  • 1998Common Priors and Separation of Convex Sets104 cited
  • 2014Epistemic Game Theory94 cited
  • 2005Overconfidence and Trading Volume93 cited
  • 2005Morale hazard88 cited
  • 2012Unawareness, beliefs, and speculative trade85 cited
  • 2021Trading Costs and Informational Efficiency82 cited
  • 1998Iterated Expectations and Common Priors81 cited
  • 2018High-Frequency Measures of Informed Trading and Corporate Announcements75 cited
  • 2007Mutual Optimism and War74 cited
  • 2008Disagreement and the Allocation of Control70 cited