Browsing CBCL Memos (1993 - 2004) by Author "Chan, Nicholas"

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Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders

Chan, Nicholas; LeBaron, Blake; Lo, Andrew; Poggio, Tomaso (1998-09-01)

Various studies of asset markets have shown that traders are capable of learning and transmitting information through prices in many situations. In this paper we replace human traders with intelligent software agents ...