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Volumn , Issue , 2010, Pages 199-205

Information aggregation in smooth markets

Author keywords

dynamic games; information aggregation; prediction markets; risk aversion

Indexed keywords

DYNAMIC GAME; INFORMATION AGGREGATION; MARKET MODEL; MARKET-MAKER; PER UNIT; PREDICTION MARKETS; PRIVATE INFORMATION; RATIONAL RISKS; RISK AVERSION; SCORING RULES; SMOOTHNESS CONDITIONS;

EID: 77954724151     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1807342.1807373     Document Type: Conference Paper
Times cited : (14)

References (18)
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  • 7
    • 0345401653 scopus 로고
    • Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
    • March
    • Lawrence R. Glosten and Paul R. Milgrom. Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders. Journal of Financial Economics, 14(1):71-100, March 1985.
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    • Glosten, L.R.1    Milgrom, P.R.2
  • 8
    • 0037258594 scopus 로고    scopus 로고
    • Combinatorial Information Market Design
    • January
    • Robin Hanson. Combinatorial Information Market Design. Information Systems Frontiers, 5(1):107-119, January 2003.
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    • Hanson, R.1
  • 10
    • 0001073135 scopus 로고
    • The Use of Knowledge in Society
    • F. A. Hayek. The Use of Knowledge in Society. The American Economic Review, 35(4):519-530, 1945.
    • (1945) The American Economic Review , vol.35 , Issue.4 , pp. 519-530
    • Hayek, F.A.1
  • 12
    • 0000859303 scopus 로고
    • Continuous Auctions and Insider Trading
    • Albert S. Kyle. Continuous Auctions and Insider Trading. Econometrica, 53(6):1315-1335, 1985.
    • (1985) Econometrica , vol.53 , Issue.6 , pp. 1315-1335
    • Kyle, A.S.1
  • 14
    • 49049133343 scopus 로고
    • Information, Trade and Common Knowledge
    • February
    • Paul Milgrom and Nancy Stokey. Information, Trade and Common Knowledge. Journal of Economic Theory, 26(1):17-27, February 1982.
    • (1982) Journal of Economic Theory , vol.26 , Issue.1 , pp. 17-27
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  • 16
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    • Computational Aspects of Prediction Markets
    • Noam Nisan, Tim Roughgarden, Éva Tardos, and Vijay V. Vazirani, editors, Cambridge University Press, Cambridge, UK
    • David M. Pennock and Rahul Sami. Computational Aspects of Prediction Markets. In Noam Nisan, Tim Roughgarden, Éva Tardos, and Vijay V. Vazirani, editors, Algorithmic Game Theory, pages 651-675. Cambridge University Press, Cambridge, UK, 2007.
    • (2007) Algorithmic Game Theory , pp. 651-675
    • Pennock, D.M.1    Sami, R.2
  • 17
    • 0000844235 scopus 로고
    • Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
    • Roy Radner. Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices. Econometrica, 47(3):655-678, 1979.
    • (1979) Econometrica , vol.47 , Issue.3 , pp. 655-678
    • Radner, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.