Market efficiency and learning in an endogenously unstable environment
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Cites work
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Endogenous fluctuations under evolutionary pressure in Cournot competition
- Evolutionarily stable strategies and game dynamics
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- INFORMATION DYNAMICS IN FINANCIAL MARKETS
- Learning through reinforcement and replicator dynamics
- Learning, estimation, and the stability of rational expectations
- Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
- On the aggregation of information in competitive markets
- Two Competing Models of How People Learn in Games
Cited in
(12)- Adaptive learning and distributional dynamics in an incomplete markets model
- Market stability with machine learning agents
- Learning and Efficiency in a Gambling Market
- A computational view of market efficiency
- 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
- Informational cascades with endogenous prices: the role of risk aversion
- Conservative traders, natural selection and market efficiency
- Learning and market clearing: theory and experiments
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