INFORMATION DYNAMICS IN FINANCIAL MARKETS

DOI10.1017/S1365100500015017zbMath1028.91570OpenAlexW2112022671MaRDI QIDQ4519545

P. de Fontnouvelle

Publication date: 3 December 2000

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100500015017

zbMATH Keywords

asymmetric informationtrading volumenoisy rational expectations

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economics of information (91B44)

Related Items (6)

Structural attribution of observed volatility clustering ⋮ Estimating the intensity of choice in a dynamic mutual fund allocation decision ⋮ Market efficiency and learning in an endogenously unstable environment ⋮ Exploration costs as a means for improving performance in multiagent systems ⋮ Evolutionary dynamics in markets with many trader types ⋮ Bubbles and crashes: gradient dynamics in financial markets

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