Browsing Publicaciones e Investigación by Author "Contreras Eitner, Alfredo"
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Learning specialists and market resilience
Contreras Eitner, Alfredo (Elsevier Inc., 2023-03)In 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 ...