This article reviews static and dynamic models of information aggregation in the literature. It highlights the key assumptions these models make, the results they obtain and the issues that still need to be explored to further our understanding of information aggregation in financial markets
A noisy rational expectations model of asset trading is extended to incorporate costs of information...
This thesis develops a theory of endogenous information asymmetry in dynamic financial markets. The ...
This paper examines the value of aggregate accounting information. Summary financial reports play an...
This dissertation consists of three self-contained chapters, which are ordered from oldest to younge...
Information Aggregation Markets, often referred to as prediction markets, are markets that are desig...
The theoretical approach in dealing with the aggregation of information in markets in general and fi...
This paper studies information aggregation in financial markets with recurrent in-vestor exit and en...
Aggregation is one of the key characteristics of information delivered by "information systems....
Markets serve a price discovery function. In commodity markets, this supports efficient trade betwee...
The major determiner of price changes is new information. When a new piece of information circulates...
This thesis investigates how the information dispersed among market participants dynamically aggrega...
We attempt to replicate a seminal paper that offered support for the rational expectations hypothesi...
The paper surveys and appraises the recent theoretical research on informational cascades and herdin...
We study information aggregation in a dynamic trading model with partially informed and ambiguity av...
Abstract. We study necessary and sufficient conditions for information to aggregate in a stylized on...
A noisy rational expectations model of asset trading is extended to incorporate costs of information...
This thesis develops a theory of endogenous information asymmetry in dynamic financial markets. The ...
This paper examines the value of aggregate accounting information. Summary financial reports play an...
This dissertation consists of three self-contained chapters, which are ordered from oldest to younge...
Information Aggregation Markets, often referred to as prediction markets, are markets that are desig...
The theoretical approach in dealing with the aggregation of information in markets in general and fi...
This paper studies information aggregation in financial markets with recurrent in-vestor exit and en...
Aggregation is one of the key characteristics of information delivered by "information systems....
Markets serve a price discovery function. In commodity markets, this supports efficient trade betwee...
The major determiner of price changes is new information. When a new piece of information circulates...
This thesis investigates how the information dispersed among market participants dynamically aggrega...
We attempt to replicate a seminal paper that offered support for the rational expectations hypothesi...
The paper surveys and appraises the recent theoretical research on informational cascades and herdin...
We study information aggregation in a dynamic trading model with partially informed and ambiguity av...
Abstract. We study necessary and sufficient conditions for information to aggregate in a stylized on...
A noisy rational expectations model of asset trading is extended to incorporate costs of information...
This thesis develops a theory of endogenous information asymmetry in dynamic financial markets. The ...
This paper examines the value of aggregate accounting information. Summary financial reports play an...
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