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Learning specialists and market resilience

dc.contributor.authorContreras Eitner, Alfredo
dc.date.accessioned2024-08-05T14:23:31Z
dc.date.available2024-08-05T14:23:31Z
dc.date.issued2023-03-01
dc.identifier.issn1544-6123
dc.identifier.issn1544-6131
dc.identifier.urihttp://hdl.handle.net/10726/5530
dc.language.isoeng
dc.publisherElsevier Inc.
dc.titleLearning specialists and market resilienceeng
dc.typearticle
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.rights.localAcceso Restringido
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dc.identifier.instnameinstname:Colegio de Estudios Superiores de Administración – CESA
dc.identifier.reponamereponame:Biblioteca Digital – CESA
dc.identifier.repourlrepourl:https://repository.cesa.edu.co/
dc.description.abstractenglishIn this paper, I address the stochastic behavior of asset prices set by an imperfectly informed specialist who uses learning technology to refine her knowledge of the order flow. The specialist’s endogenous choice of an information structure is analyzed weng
dc.type.coarhttp://purl.org/coar/resource_type/c_2df8fbb1
dc.relation.citationvolume52
dc.contributor.orcidContreras Eitner, Alfredo [0000-0003-3041-3271]
dc.type.driverinfo:eu-repo/semantics/article
dc.type.redcolhttp://purl.org/redcol/resource_type/ART
dc.type.coarversionhttp://purl.org/coar/version/c_71e4c1898caa6e32
dc.contributor.scopusContreras Eitner, Alfredo [58080792300]
dc.description.orcidhttps://orcid.org/0000-0003-3041-3271
dc.description.scopushttps://www.scopus.com/authid/detail.uri?authorId=58080792300
dc.relation.ispartofjournalFinance Research Letters
dc.identifier.doihttps://doi-org.cvirtual.cesa.edu.co/10.1016/j.frl.2022.103516
dc.subject.proposalMarket microstructure
dc.subject.proposalMarket resilience
dc.subject.proposalInsider trading
dc.subject.proposalDynamic rational inattention
dc.subject.proposalEntropy learning


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