Learning, dynamics of beliefs, and asset pricing
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2003. === Includes bibliographical references (p. 130-139). === In the first chapter, I study the impact of statistical arbitrage on equilibrium asset prices. Arbitrageurs have to learn about the long-run behavior of the sto...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/17571 |