Market efficiency and learning in an endogenously unstable environment
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Publication:953783
DOI10.1016/J.JEDC.2004.08.001zbMATH Open1202.91109OpenAlexW1965653310MaRDI QIDQ953783FDOQ953783
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2004.08.001
Cites Work
- Evolutionarily stable strategies and game dynamics
- Two Competing Models of How People Learn in Games
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- On the aggregation of information in competitive markets
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
- INFORMATION DYNAMICS IN FINANCIAL MARKETS
- 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
- Learning, estimation, and the stability of rational expectations
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
Cited In (8)
- Adaptive learning and distributional dynamics in an incomplete markets model
- Learning and Efficiency in a Gambling Market
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Market selection with learning and catching up with the Joneses
- Informational differences and learning in an asset market with boundedly rational agents
- Self-organization and the persistence of noise in financial markets
- Profitable technical trading rules as a source of price instability
- Learning and market clearing: theory and experiments
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