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Information and Learning in Markets: The Impact of Market Microstructure
16 references·16 citing·39 second hopsampled
Information and Learning in Markets: The Impact of Market Microstructure (2008)Information and Learning in Markets: The …Information and the Cost of Capital (2004)Information and the Cost of C…Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …The Use of Knowledge in Society (1996)The Use of Knowledge in Socie…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…A Theory of Auctions and Competitive Bidding (1982)A Theory of Auctions and Comp…Good News and Bad News: Representation Theorems and Applications (1981)Good News and Bad News: Repre…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Essays in Positive Economics. (1954)Essays in Positive Economics.Uncertainty, Evolution, and Economic Theory (1950)Uncertainty, Evolution, and E…A model of investor sentiment /A model of investor sentiment…Investor experiences and financial market dynamics (2019)Investor experiences and fina…Does size matter? Bailouts with large and small banks (2019)Does size matter? Bailouts wi…The internet as an information intermediary (2017)The internet as an informatio…Public information and uninformed trading: Implications for market liquidity and price efficiency (2016)Public information and uninfo…Incomplete Information in Macroeconomics (2016)Incomplete Information in Mac…The Beauty Contest and Short‐Term Trading (2015)The Beauty Contest and Short‐…Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal (2015)Price Reaction to Information…Information acquisition and learning from prices over the business cycle (2015)Information acquisition and l…Do I Follow My Friends or the Crowd? Information Cascades in Online Movie Ratings (2015)Do I Follow My Friends or the…Cournot competition and the social value of information (2014)Cournot competition and the s…Estimating a Structural Model of Herd Behavior in Financial Markets (2013)Estimating a Structural Model…The More We Know about the Fundamental, the Less We Agree on the Price (2012)The More We Know about the Fu…Price Inference in Small Markets (2012)Price Inference in Small Mark…Dynamic Trading and Asset Prices: Keynes vs. Hayek (2011)Dynamic Trading and Asset Pri…Policy with Dispersed Information: Policy with Dispersed Information (2009)Policy with Dispersed Informa…Complementarities, Multiplicity, and Supply Information (2009)Complementarities, Multiplici…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Optimal Auction Design (1981)The Theory of Incentives: The Principal-Agent Model (2001)Field Experiments (2004)Moral Hazard and Observability (1979)An Analysis of the Principal-Agent Problem (1983)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Signaling in Retrospect and the Informational Structure of Markets (2002)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)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)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Introduction: epistemic communities and international policy coordination (1992)Increasing Returns, Path Dependence, and the Study of Politics (2000)Beyond Markets and States: Polycentric Governance of Complex Economic Systems (2010)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)
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References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1996The Use of Knowledge in Society6,434 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1950Uncertainty, Evolution, and Economic Theory4,005 cited
  • 1982A Theory of Auctions and Competitive Bidding3,770 cited
  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2001Learning and Expectations in Macroeconomics

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2,079 cited

Cited by

  • 2015Do I Follow My Friends or the Crowd? Information Cascades in Online Movie Ratings377 cited
  • 2017The internet as an information intermediary159 cited
  • 2009Complementarities, Multiplicity, and Supply Information149 cited
  • 2013Estimating a Structural Model of Herd Behavior in Financial Markets147 cited
  • 2012Price Inference in Small Markets145 cited
  • 2019Does size matter? Bailouts with large and small banks121 cited
  • 2016Public information and uninformed trading: Implications for market liquidity and price efficiency119 cited
  • 2019Investor experiences and financial market dynamics119 cited
  • 2009Policy with Dispersed Information: Policy with Dispersed Information114 cited
  • 2012The More We Know about the Fundamental, the Less We Agree on the Price107 cited
  • 2015Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal104 cited
  • 2015The Beauty Contest and Short‐Term Trading98 cited
  • 2011Dynamic Trading and Asset Prices: Keynes vs. Hayek91 cited
  • 2015Information acquisition and learning from prices over the business cycle90 cited
  • 2016Incomplete Information in Macroeconomics72 cited
  • 2014Cournot competition and the social value of information67 cited