Crises and Prices: Information Aggregation, Multiplicity, and Volatility

S-Tier
Journal: American Economic Review
Year: 2006
Volume: 96
Issue: 5
Pages: 1720-1736

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Crises are volatile times when endogenous sources of information are closely monitored. We study the role of information in crises by introducing a financial market in a coordination game with imperfect information. The asset price aggregates dispersed private information acting as a public noisy signal. In contrast to the case with exogenous information, our main result is that uniqueness may not

Technical Details

RePEc Handle
repec:aea:aecrev:v:96:y:2006:i:5:p:1720-1736
Journal Field
General
Author Count
2
Added to Database
2026-01-24