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Essays on adaptive learning with applications to monetary policy
Fries, Oliver - 2008
Persistent link: https://www.econbiz.de/10003719673
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Dynamic Multivariate Learning with Generalized Information
Kumar, Praveen; Yae, James - 2021
-monotone effects of information quality on the equity premium. We also present empirical evidence of the prevalence of highly …
Persistent link: https://www.econbiz.de/10013215746
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Learning from prices : information aggregation and accumulation in an asset price model
Berardi, Michele - 2020
Persistent link: https://www.econbiz.de/10012793402
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The distribution of information and the price efficiency of markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012501298
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Learning from prices : information aggregation and accumulation in an asset market
Berardi, Michele - In: Annals of finance 17 (2021) 1, pp. 45-77
Persistent link: https://www.econbiz.de/10012489937
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Information aggregation and learning in a dynamic asset pricing model
Berardi, Michele - 2018
Persistent link: https://www.econbiz.de/10011897726
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Strongly rational expectations equilibria with endogeneous acquisition of information
Desgranges, Gabriel - 2004
Persistent link: https://www.econbiz.de/10013357731
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Learning from unrealized versus realized prices
Ngangoue, Kathleen; Weizsäcker, Georg - 2015
conditional on the price, they show a bias by reacting only to their private information and not to the hypothetical value of the … that is roughly consistent with the benchmark theory. …
Persistent link: https://www.econbiz.de/10011280005
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Real-time, adaptive learning via parameterized expectations
Berardi, Michele; Duffy, John - In: Macroeconomic dynamics 19 (2015) 2, pp. 245-269
Persistent link: https://www.econbiz.de/10011308651
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Bubble formation and (in)efficient markets in learning-to-forecast and -optimise experiments
Te, Bao; Hommes, Cars H.; Makarewicz, Tomasz - 2015
This experiment compares the price dynamics and bubble formation in an asset market with a price adjustment rule in three treatments where subjects (1) submit a price forecast only, (2) choose quantity to buy/sell and (3) perform both tasks. We find deviation of the market price from the...
Persistent link: https://www.econbiz.de/10011333057