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Experiments on Percolation of Information in Dark Markets

  • Published:2017-10-01 Issue:605 Volume:127 Page:F518-F544
  • ISSN:0013-0133
  • Container-title:The Economic Journal
  • language:en
  • Short-container-title:

Author:

Asparouhova Elena1,Bossaerts Peter2

Affiliation:

1. University of Utah

2. University of Melbourne

Funder

National Science Foundation

Banque de France Foundation

Moore Foundation

David Eccles School of Business at the University of Utah

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Reference35 articles.

1. Weighted gossip: distributed averaging using non‐doubly stochastic matrices;Bénézit;Proceedings 2010 IEEE International Symposium on Information Theory (ISIT),2010

2. Order‐optimal consensus through randomized path averaging;Bénézit;IEEE Transactions on Information Theory,2010

3. Markets: transparency and the corporate bond market;Bessembinder;Journal of Economic Perspectives,2008

4. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds;Bessembinder;Journal of Financial Economics,2006

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1. Emergence in complex networks of simple agents;Journal of Economic Interaction and Coordination;2023-05-23

2. Culture, Thinking Styles and Investment Decision;Psychological Reports;2021-03-05

3. The distribution of information and the price efficiency of markets;Journal of Economic Dynamics and Control;2020-01

4. The spread of the regional intellectual capital: the case of the Russian Federation;Oeconomia Copernicana;2019-03-31

5. An experiment on the efficiency of bilateral exchange under incomplete markets;Games and Economic Behavior;2019-03
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