Details
NAME
Francesco Sangiorgi
INSTITUTION
The Frankfurt School of Finance & Management
EMAIL
f.sangiorgi@fs.de
WEBSITE
www.francescosangiorgi.com
Featured Work
2023
Overconfidence and market efficiency with heterogeneous agents
Aug 02,2023
We study financial markets in which both rational and overconfident agents coexist and make endogenous information acquisition decisions. We demonstrate...
Information sales and strategic trading
Aug 02,2023
We study information sales in financial markets with strategic risk-averse traders. Our main result establishes that the optimal selling mechanism...