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Information and learning in markets : the impact of market microstructure /

The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific marke...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Vives, Xavier (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, ©2008.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Aggregation of information in simple market mechanisms : large markets
  • Aggregation of information in simple market mechanisms : how large is large?
  • Rational expectations and supply function competition
  • Rational expectations and market microstructure in financial markets
  • Strategic traders in financial markets
  • Learning from others and herding
  • Dynamic information aggregation
  • Dynamic rational expectations models in competitive financial markets
  • Price and information dynamics in financial markets
  • Technical appendix.