Browsing Publicaciones e Investigación by Subject "Market microstructure"
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Learning specialists and market resilience
(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 ... -
Learning specialists and market resilience
(Elsevier Inc., 2023-03-01)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 ...