Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets
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- Boco, Hervé & Germain, Laurent & Rousseau, Fabrice, 2016. "Heterogeneous noisy beliefs and dynamic competition in financial markets," Economic Modelling, Elsevier, vol. 54(C), pages 347-363.
References listed on IDEAS
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More about this item
Keywordsefficiency; asymmetric information; noise; liquidity; adverse selection; competition.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-08-07 (All new papers)
- NEP-CSE-2016-08-07 (Economics of Strategic Management)
- NEP-MIC-2016-08-07 (Microeconomics)
- NEP-MST-2016-08-07 (Market Microstructure)
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