Market efficiency and learning in an endogenously unstable environment
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Publication:953783
DOI10.1016/J.JEDC.2004.08.001zbMath1202.91109OpenAlexW1965653310MaRDI QIDQ953783
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2004.08.001
Related Items (4)
Informational differences and learning in an asset market with boundedly rational agents ⋮ The heterogeneous expectations hypothesis: Some evidence from the lab ⋮ Profitable technical trading rules as a source of price instability ⋮ Self-organization and the persistence of noise in financial markets
Cites Work
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- On the aggregation of information in competitive markets
- Learning, estimation, and the stability of rational expectations
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
- Evolutionarily stable strategies and game dynamics
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Learning through reinforcement and replicator dynamics
- Endogenous fluctuations under evolutionary pressure in Cournot competition
- INFORMATION DYNAMICS IN FINANCIAL MARKETS
- Two Competing Models of How People Learn in Games
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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