Information and learning in markets : the impact of market microstructure /
Vives, Xavier.
Information and learning in markets : the impact of market microstructure / Xavier Vives. - Princeton : Princeton University Press, c2008. - xii, 406 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9780691127439 (hbk.) 0691127433 (hbk.)
2008921431
GBA848102 bnb
Stock exchanges.
HG4551 / .V58 2008
332.642
Information and learning in markets : the impact of market microstructure / Xavier Vives. - Princeton : Princeton University Press, c2008. - xii, 406 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9780691127439 (hbk.) 0691127433 (hbk.)
2008921431
GBA848102 bnb
Stock exchanges.
HG4551 / .V58 2008
332.642