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Private Information and the ‘Information Function’: A Survey of Possible Uses

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  • Emmanuel Haven
Abstract
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Suggested Citation

  • Emmanuel Haven, 2008. "Private Information and the ‘Information Function’: A Survey of Possible Uses," Theory and Decision, Springer, vol. 64(2), pages 193-228, March.
    • Handle: RePEc:kap:theord:v:64:y:2008:i:2:p:193-228
    DOI: 10.1007/s11238-007-9054-2
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    References listed on IDEAS

    as
    1. Badredine Arfi, 2005. "Resolving the Trust Predicament: A Quantum Game-theoretic Approach," Theory and Decision, Springer, vol. 59(2), pages 127-174, September.
    2. Tirole, Jean, 1982. "On the Possibility of Speculation under Rational Expectations," Econometrica, Econometric Society, vol. 50(5), pages 1163-1181, September.
    3. M. Shubik, 1987. "What is an Application and When is Theory a Waste of Time?," Management Science, INFORMS, vol. 33(12), pages 1511-1522, December.
    4. Piotrowski, E.W & Sładkowski, J, 2002. "Quantum market games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(1), pages 208-216.
    5. Piotrowski, Edward W. & Sładkowski, Jan, 2002. "Quantum bargaining games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 391-401.
    6. Shubik, Martin, 1999. "Quantum economics, uncertainty and the optimal grid size," Economics Letters, Elsevier, vol. 64(3), pages 277-278, September.
    7. Ariane Lambert Mogiliansky & Shmuel Zamir & Herve Zwirn, 2003. "Type Indeterminacy: A Model of the KT(Kahneman-Tversky)-man," Discussion Paper Series dp343, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    8. Pierfrancesco La Mura, 2003. "Correlated Equilibria of Classical Strategic Games with Quantum Signals," Papers quant-ph/0309033, arXiv.org.
    9. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    10. Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
    11. Milgrom, Paul & Stokey, Nancy, 1982. "Information, trade and common knowledge," Journal of Economic Theory, Elsevier, vol. 26(1), pages 17-27, February.
    12. Sulganik, Eyal & Zilcha, Itzhak, 1997. "The value of information: The case of signal-dependent opportunity sets," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1615-1625, August.
    13. Edward W. Piotrowski & Jan Sladkowski, "undated". "An Invitation to Quantum Game Theory," Departmental Working Papers 15, University of Bialtystok, Department of Theoretical Physics.
    14. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.
    15. Fedotov, Sergei & Panayides, Stephanos, 2005. "Stochastic arbitrage return and its implication for option pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(1), pages 207-217.
    16. Edward W. Piotrowski & Jan Sladkowski, "undated". "Trading by Quantum Rules - Quantum Anthropic Principle," Departmental Working Papers 9, University of Bialtystok, Department of Theoretical Physics.
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    Cited by:

    1. Khrennikova, Polina & Patra, Sudip, 2019. "Asset trading under non-classical ambiguity and heterogeneous beliefs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 562-577.
    2. Khrennikova, Polina, 2016. "Application of quantum master equation for long-term prognosis of asset-prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 253-263.
    3. Baaquie, Belal E., 2013. "Statistical microeconomics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4400-4416.
    4. Paras M. Agrawal & Ramesh Sharda, 2013. "OR Forum---Quantum Mechanics and Human Decision Making," Operations Research, INFORMS, vol. 61(1), pages 1-16, February.
    5. Haven, Emmanuel, 2008. "Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 41-58, March.

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