On the Microstructure of Price Determination and Information Aggregation with Sequential and Asymmetric Information Arrival in an Experimental Asset Market
Posted: May 8, 2011 Filed under: Asymmetric Information, Market Failures Leave a comment »http://papers.ssrn.com/sol3/papers.cfm?abstract_id=568502
http://www.hss.caltech.edu/SSPapers/wp1204.pdf