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  1. On environmental externalities and global games
    Autor*in: Heijmans, Roweno
    Erschienen: [2021]
    Verlag:  Tilburg University, Tilburg

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 181
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Dissertation
    Format: Online
    ISBN: 9789056686567
    Weitere Identifier:
    Schriftenreihe: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 655 (2021)]
    Schlagworte: Global Games; Environmental Externalities; European Union Emission Trading System; Policymaker; Optimal Tax; Jurisdiction; Linkage; Subsidies; Stock Externalities; Technological Spillovers; Symmetric Information; Information Uncertainty; Clean Technology; Cap And Trade; Coordination Games; Uncertainty; Side Effects; Multiplicity; Discontinuity; Asymmetric Information; Externalities; Methodology
    Umfang: 1 Online-Ressource (circa 129 Seiten), Illustrationen
    Bemerkung(en):

    Dissertation, Tilburg University, 2021
  2. Dynamic information acquisition, comlementarity,and market liquidity
    Autor*in: Cai, Zhifeng
    Erschienen: [2021]
    Verlag:  Rutgers University, Department of Economics, [New Brunswick, NJ]

    This paper studies dynamic information acquisition in financial markets with information asymmetry. It first shows that multiplicity can arise in the information market due to a dynamic complementarity in information acquisition. It then... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 66
    Fernleihe:
    keine Fernleihe

     

    This paper studies dynamic information acquisition in financial markets with information asymmetry. It first shows that multiplicity can arise in the information market due to a dynamic complementarity in information acquisition. It then characterizes interactions between information complementarity and market liquidity, in particular how market liquidity shapes information complimentarity through the liquidity component in future stock returns. I find that i)information complementarity is always more prominent in low-volatility financial market equilibrium; ii) information complementarity can be more prominent with less persistent stock fundamental and/or more persistent stock supply and iii) regardless of the type of financial market equilibrium, public disclosure always makes information complementarity less prominent.

     
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/246485
    Schriftenreihe: Departmental working papers / Rutgers University, Department of Economics ; [2020, 04]
    Schlagworte: Information acquisition; Financial markets; Dynamic complementarity; Multiplicity; Market Liquidity; G1; G2; G3
    Umfang: 1 Online-Ressource (circa 55 Seiten), Illustrationen