Divergent Behavior in Markets with Idiosyncratic Private Information
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DOI: 10.1561/105.00000064
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- David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
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More about this item
Keywords
Heterogeneous Agents; Efficient Markets; Learning; Dynamics; Computational Economics;JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
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