University of Toulouse, Institut d'Administration des Entreprises and CRG. I would like to thank Klaus Adam, Vikas Agarwal, Bruno Biais, Stefano Lovo, Lalitha Naveen, Anand Venkateswaran, participants at the 2003 Joint Conference on Information Sciences in Cary, NC, and especially Catherine Casamatta and Naveen Daniel for helpful comments and discussions. I am also grateful to an anonymous referee, an anonymous associate editor, and the Editor, Robert Stambaugh, for their suggestions. Part of this research was done while I was an assistant professor of Finance at the Robinson College of Business, Georgia State University. The financial support of the College is gratefully acknowledged. Anna Agapova and Costanza Meneghetti provided excellent research assistance on part of this paper.
Adaptive Traders and the Design of Financial Markets
Version of Record online: 28 NOV 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 6, pages 2835–2863, December 2007
How to Cite
POUGET, S. (2007), Adaptive Traders and the Design of Financial Markets. The Journal of Finance, 62: 2835–2863. doi: 10.1111/j.1540-6261.2007.01294.x
- Issue online: 28 NOV 2007
- Version of Record online: 28 NOV 2007
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