Bayesian learning in financial markets: testing for the relevance of information precision in price discovery

Nikolaus Hautsch, Dieter Hess

Publikation: Working paper › Forskning

295 Downloads (Pure)

Abstract

Originalsprog	Engelsk
Udgivelsessted	Cph.
Udgiver	Department of Economics, University of Copenhagen
Antal sider	30
Status	Udgivet - 2004

JEL Classification: E44, G14

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