Information disclosure and asymmetric speed of learning in booms and busts

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 158
Issue: C
Pages: 37-40

Authors (2)

Palazzo, Francesco (Banca d'Italia) Zhang, Min (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We consider a model in which agents gradually learn about the aggregate market conditions — ‘boom’ or ‘bust’ — from the information disclosed after a trading round. The disclosure rules can generate asymmetric learning and affect the degree of asymmetry. In particular, when only winning bids are publicly disclosed, learning is more rapid in a bust.

Technical Details

RePEc Handle
repec:eee:ecolet:v:158:y:2017:i:c:p:37-40
Journal Field
General
Author Count
2
Added to Database
2026-01-26