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51 changes: 51 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -3631,3 +3631,54 @@ @article{shwartz_ziv_tishby2017
journal = {arXiv preprint arXiv:1703.00810},
year = 2017
}

@article{kihlstrom_mirman1975,
author = {Kihlstrom, Richard E. and Mirman, Leonard J.},
title = {Information and Market Equilibrium},
journal = {The Bell Journal of Economics},
volume = {6},
number = {1},
pages = {357--376},
year = {1975},
publisher = {The RAND Corporation}
}

@article{muth1961,
author = {Muth, John F.},
title = {Rational Expectations and the Theory of Price Movements},
journal = {Econometrica},
volume = {29},
number = {3},
pages = {315--335},
year = {1961}
}

@article{radner1972,
author = {Radner, Roy},
title = {Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets},
journal = {Econometrica},
volume = {40},
number = {2},
pages = {289--303},
year = {1972}
}

@article{arrow1964,
author = {Arrow, Kenneth J.},
title = {The Role of Securities in the Optimal Allocation of Risk-bearing},
journal = {Review of Economic Studies},
volume = {31},
number = {2},
pages = {91--96},
year = {1964}
}

@article{grossman1976,
author = {Grossman, Sanford J.},
title = {On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information},
journal = {Journal of Finance},
volume = {31},
number = {2},
pages = {573--585},
year = {1976}
}
1 change: 1 addition & 0 deletions lectures/_toc.yml
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Expand Up @@ -43,6 +43,7 @@ parts:
- file: exchangeable
- file: likelihood_bayes
- file: blackwell_kihlstrom
- file: information_market_equilibrium
- file: mix_model
- file: navy_captain
- file: merging_of_opinions
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