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.