Asset market equilibrium with general tastes, returns, and informational asymmetries

Author:

Bernardo Antonio E.,Judd Kenneth L.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. Admati, A., 1989. Information in financial markets, In: Bhattacharya, S., Constantinides, G. (Eds.), Financial Markets and Incomplete Information. Rowman and Littlefield, Savage, MD, pp. 139–152.

2. The existence of fully rational expectations approximate equilibria with noisy price observations;Allen;Journal of Economic Theory,1985

3. The existence of rational expectations equilibria in a large economy with noisy price observations;Allen;Journal of Mathematical Economics,1985

4. On the existence of rational expectations equilibrium;Anderson;Journal of Economic Theory,1982

5. Partially-revealing rational expectations equilibrium in a competitive economy;Ausubel;Journal of Economic Theory,1990

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