From zero-intelligence to Bayesian learning : the effect of rationality on market efficiency
| Year of publication: |
2025
|
|---|---|
| Authors: | Giachini, Daniele ; Mousavi, Shabnam ; Ottaviani, Matteo |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 20.2025, 3, p. 659-676
|
| Subject: | Evolution of markets | Information efficiency | Market selection | Structure of the market | Updating beliefs | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Rationale Erwartung | Rational expectations | Lernprozess | Learning process | Informationseffizienz | Informational efficiency | Informationsökonomik | Economics of information | Rationalität | Rationality |
-
When do security markets aggregate dispersed information?
Corgnet, Brice, (2023)
-
The Effect of Misinterpretation on Trading Volume in an Informational Efficient Market
Akintoye, Ishola, (2015)
-
Informationally Efficient Markets in Grossman and Stiglitz (1980)
Ou-Yang, Hui, (2014)
- More ...
-
From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency
Giachini, Daniele, (2024)
-
Market selection and learning under model misspecification
Bottazzi, Giulio, (2023)
-
Market Selection and Learning Under Model Misspecification
Bottazzi, Giulio, (2023)
- More ...