Market Power, Survival and Accuracy of Predictions in Financial Markets
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- Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
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- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
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More about this item
Keywords
market imperfection; asset pricing; learning;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-01-02 (Finance)
- NEP-FMK-2005-01-02 (Financial Markets)
- NEP-MIC-2005-01-02 (Microeconomics)
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