CORDIS Project
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This project explores learning and volatility in financial markets through a theoretical model. It aims to understand how information inefficiencies arise and how learning affects price fluctuations, bridging theoretical and empirical literature in finance.
The project aims to study learning and volatility in financial markets.
We will develop a theoretical market microstructure model to analyze how informational inefficiencies can arise in financial markets even though traders (who have non speculative reasons to trade) are allowed to buy or sell any quantity of an asset (in a continuous action space).
In this theoretical framework, we will also analyze the case in which the asset value can change over time (e.g., because of shocks to the economy)…
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