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Information,Trade and Common Knowledge.
Decision Making Under Information Asymmetry:Experimental Evidence on Belief Refinements
Decision Choices and Conditions
2015/4/29
We explore how individuals make decisions in an operations management setting when there is information asymmetry between the firm and an outside investor. A common assumption in the signaling game li...
An algorithmic information-theoretic approach to the behaviour of financial markets
nancial markets closing price movements stock market algorithmic probability
2010/10/21
Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data...
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity filtering
2010/10/19
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity model...
Security Pricing with Information-Sensitive Discounting
Security Pricing Information-Sensitive Discounting
2010/10/18
In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random re...
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pac...
The Polish Information and Foreign Investment Agency exists to increase the inflow of foreign direct investment (FDI) by encouraging foreign corporations to invest in Poland. It serves to help them de...