I am grateful to Jeremy Bulow, Yeon-Koo Che, Peter DeMarzo, Yossi Feinberg, Emir Kamenica, Yair Livne, George Mailath, Konstantin Makarychev, Yury Makarychev, Stephen Morris, Sergey Norin, Marek Pycia, Philip Reny, Rahul Sami, Michael Schwarz, Costis Skiadas, Robert Wilson, Bumin Yenmez, and the co-editor and anonymous referees for helpful comments, suggestions, and discussions. I am grateful to the Hoover Institution for its hospitality during the year when the first draft of this paper was completed, and to the NSF for financial support.
Information Aggregation in Dynamic Markets With Strategic Traders
Version of Record online: 26 NOV 2012
© 2012 The Econometric Society
Volume 80, Issue 6, pages 2595–2647, November 2012
How to Cite
Ostrovsky, M. (2012), Information Aggregation in Dynamic Markets With Strategic Traders. Econometrica, 80: 2595–2647. doi: 10.3982/ECTA8479
- Issue online: 26 NOV 2012
- Version of Record online: 26 NOV 2012
- Manuscript received March, 2009; final revision received September, 2011.
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