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The Econometrics of Learning in Financial Markets

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Author Info
Bossaerts, Peter
Abstract

The asymptotic behavior of the sample paths of two popular statistics that test market efficiency are investigated when markets learn to have rational expectations. Two cases are investigated, where, should markets start out at a rational expectations equilibrium, both statistics would asymptotically generate standard Brownian motions. In a first case, where agents are Bayesian and payoffs exogenous, the statistics have identical sample paths, but they are not standard Brownian motions. Whereas the finite-dimensional distributions are Gaussian, there may be a bias if agents' initial beliefs differ. A second case is considered, where payoffs are in part endogenous, yet agents consider them to be drawn from a stationary, exogenous distribution, which they attempt to learn in a frequentist way. In that case, one statistic behaves as if the economy were at a rational expectations equilibrium from the beginning on. The other statistic has sample paths with substantially non-Gaussian finite-dimensional distributions. Moreover, there is a negative bias. The behavior of the two statistics in the second case matches remarkably well the empirical results in an investigation of the prices of six foreign currency contracts over the period 1973 1990.

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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 11 (1995)
Issue (Month): 01 (February)
Pages: 151-189
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:etheor:v:11:y:1995:i:01:p:151-189_00

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  1. Bruno Biais & Peter Bossaerts & Chester Spatt, 2003. "Equilibrium Asset Pricing Under Heterogeneous Information," Levine's Bibliography 666156000000000086, UCLA Department of Economics. [Downloadable!]
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  2. Allan Timmermann, 2001. "Structural Breaks, Incomplete Information and Stock Prices," University of California at San Diego, Economics Working Paper Series 2001-02, Department of Economics, UC San Diego. [Downloadable!]
  3. W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.
  4. Guidolin, Massimo & Timmermann, Allan G, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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