19 research outputs found
Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Strategic Trading, Unobservable Information Acquisition and Market Breakdowns
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Information Trade-Offs in Dynamic Financial Markets
- Author
- A Manela
- A Mele
- A S Kyle
- B Breon-Drish
- B D Grundy
- B M Breon-Drish
- C Manzano
- C S Armstrong
- C W Holden
- D Brown
- D Easley
- D Garc�a
- D J Bradley
- D W Diamond
- E Albagli
- Efstathios Avdis
- F Allen
- G Cespa
- H He
- H Rao
- H.-C Chen
- I Goldstein
- J R Green
- J V Ganguli
- J Wang
- J Wang
- J Y Campbell
- L Veldkamp
- M F Hellwig
- R Albuquerque
- R Albuquerque
- R E Kihlstrom
- R E Lucas
- R E Verrecchia
- R Frankel
- R Lambert
- S A Corwin
- S Das
- S Grossman
- S Grossman
- S J Grossman
- S J Grossman
- T Chordia
- X Vives
- X Vives
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Bayesian Pricing of News
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
The Value of Scattered Information
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
On Existence and Uniqueness of Equilibrium in Noisy Rational Expectations Economies
- Author
- Albert S Kyle
- Anat R Admati
- Antonio E Bernardo
- Bradyn M. Breon-Drish
- Breon-Drish
- Christophe Chamley
- David Hirshleifer
- David M Cutler
- David M Kreps
- David Romer
- Douglas W Diamond
- D�m�t�r P�lv�lgyi
- Edward M Miller
- Elias Albagli
- Emre Ozdenoren
- F Foster
- Franklin Allen
- Gadi Barlevy
- George Casella
- George-Marios Angeletos
- Gerard Gennotte
- Harrison Hong
- Hayne E Leland
- Hsueh- Cheng
- Ian Jewitt
- James S Jordan
- Jean-Charles Rochet
- Jiang Wang
- Joel M Vanden
- Joel Peress
- Jonathan E Ingersoll
- Jose M Marin
- Jos� M Bernardo
- Karl B Diether
- Kathy Yuan
- Kent Daniel
- Laura E Kodres
- Laura L Veldkamp
- Lawrence M Ausubel
- Mark An
- Mark Bagnoli
- Mark Rubinstein
- Martin F Hellwig
- Matthew Spiegel
- Michael Landsberger
- P Mccullagh
- Patrick Billingsley
- Paul R Milgrom
- Peter Demarzo
- Philippe Bacchetta
- Richard Roll
- Robert E Verrecchia
- Samuel Karlin
- Sanford Grossman
- Sanford J Grossman
- Snehal Banerjee
- Snehal Banerjee
- Stephen Boyd
- Susan Athey
- Tobias Adrian
- Tobias J Moskowitz
- U Bhattacharya
- Victor L Bernard
- William N Goetzmann
- Yang Bai
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Noisy Arrow-Debreu Equilibria
- Author
- A E Bernardo
- A Kagkadis
- A R Admati
- A R Admati
- A S Kyle
- A S Kyle
- B Biais
- B Breon-Drish
- B Breon-Drish
- B Daley
- B Greenwald
- B Holmstr�m
- C Hara
- C R Plott
- C W Holden
- D Duffie
- D Easley
- D Fudenberg
- D M Kreps
- D Palv�lgyi
- D T Breeden
- D W Diamond
- D W Stroock
- E Albagli
- E Albagli
- E Jouini
- F Alvarez
- F Black
- F Black
- F D Foster
- G Barlevy
- G Barlevy
- G Chabakauri
- G Gennotte
- H Cao
- H H Cao
- I Karatzas
- J Hugonnier
- J M Vanden
- J Pan
- J Peress
- J Schneider
- J.-C Rochet
- K Back
- K Back
- K Demeterfi
- K J Arrow
- L Blume
- L M Ausubel
- L M Ausubel
- L Nirenberg
- L P Hansen
- L P Hansen
- M Bagnoli
- M Brunnermeier
- M Brunnermeier
- M D Donsker
- M F Hellwig
- M J Brennan
- M Lemmon
- M Massa
- M Rostek
- M Spiegel
- Milton Constantinedes
- N Galeanu
- P Augustiin
- P Billingsley
- P Carr
- P Demarzo
- P Demarzo
- P Embrechts
- P H Dybvig
- P R Milgrom
- R Caldentey
- R Jennings
- R Liptser
- R Roll
- R Roll
- S A Ross
- S A Ross
- S Banerjee
- S Chakravarty
- S Grossman
- S Huang
- S J Grossman
- S Krantz
- S Malamud
- S Sternberg
- Semyon Malamud
- T A Hassan
- T Adrian
- T Bollerslev
- T Leung
- U Bhattacharya
- Y Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
The Market Impact of Options
- Author
- A Kraus
- A W Marshall
- B Biais
- B Breon-Drish
- D Easley
- D Muravyev
- D Nachman
- D P�lv�lgyi
- D Vayanos
- D W Diamond
- D W Diamond
- F Allen
- Feng Gao
- Fischer Black
- G Chabakauri
- G Jiang
- Gunter Franke
- H Cao
- H S Bhamra
- J Conrad
- J Detemple
- J Huang
- J Vanden
- J Vanden
- Jiang Wang
- K Chan
- K Chan
- Kerry Back
- M Brennan
- M Massa
- N Hakansson
- Nicolas P B Bollen
- S Huang
- S J Grossman
- S J Grossman
- S J Grossman
- S Malamud
- S Ross
- X Vives
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Price Manipulation, Price Discovery and Transaction Costs in the Crossing Network
- Author
- A F Perold
- A S Kyle
- B Breon-Drish
- B Chowdhry
- C A Parlour
- C Gresse
- C W Holden
- D B Keim
- D Bernhardt
- D Jeria
- D P Foster
- D Seppi
- G Sofianos
- H Degryse
- H Mendelson
- H Mittal
- H Zhu
- I Domowitz
- J Conrad
- J D�nges
- J Hasbrouck
- J Hasbrouck
- L R Glosten
- M Ready
- M Spiegel
- M Ye
- Mao Ye
- Maureen O&apos
- N Saraiya
- P Gopikrishnan
- P Kratz
- P Vasiliki
- R Naes
- R Naes
- S Altunata
- S Baruch
- S Buti
- S Buti
- S J Grossman
- T Foucault
- T Hendershott
- X Gabaix
- X Gabaix
- X Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study