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Learning specialists and market resilience

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dc.contributor.authorContreras Eitner, Alfredo
dc.contributor.orcidContreras Eitner, Alfredo [0000-0003-3041-3271]
dc.contributor.scopusContreras Eitner, Alfredo [58080792300]
dc.date.accessioned2024-08-05T14:23:31Z
dc.date.available2024-08-05T14:23:31Z
dc.date.issued2023-03-01
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.description.orcidhttps://orcid.org/0000-0003-3041-3271
dc.description.scopushttps://www.scopus.com/authid/detail.uri?authorId=58080792300
dc.identifier.doihttps://doi-org.cvirtual.cesa.edu.co/10.1016/j.frl.2022.103516
dc.identifier.instnameinstname:Colegio de Estudios Superiores de Administración – CESA
dc.identifier.issn1544-6123
dc.identifier.issn1544-6131
dc.identifier.reponamereponame:Biblioteca Digital – CESA
dc.identifier.repourlrepourl:https://repository.cesa.edu.co/
dc.identifier.urihttp://hdl.handle.net/10726/5530
dc.language.isoeng
dc.publisherElsevier Inc.
dc.relation.citationvolume52
dc.relation.ispartofjournalFinance Research Letters
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.rights.localAcceso Restringido
dc.subject.proposalMarket microstructure
dc.subject.proposalMarket resilience
dc.subject.proposalInsider trading
dc.subject.proposalDynamic rational inattention
dc.subject.proposalEntropy learning
dc.titleLearning specialists and market resilienceeng
dc.typearticle
dc.type.coarhttp://purl.org/coar/resource_type/c_2df8fbb1
dc.type.coarversionhttp://purl.org/coar/version/c_71e4c1898caa6e32
dc.type.driverinfo:eu-repo/semantics/article
dc.type.redcolhttp://purl.org/redcol/resource_type/ART
dc.type.versioninfo:eu-repo/semantics/acceptedVersion

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