Assatjos en inatenció racional i microestructura de mercat

• Autores: Alfredo Contreras Eitner
• Directores de la Tesis: Jordi Caballe Vilella (dir. tes.)
• Lectura: En la Universitat Autònoma de Barcelona ( España ) en 2021
• Idioma: español
• Tribunal Calificador de la Tesis: Jordi Mondria (presid.), Pau Olivella Cunill (secret.), Ariadna Dumitrescu (voc.)
• Programa de doctorado: Programa de Doctorado en Análisis Económico por la Universidad Autónoma de Barcelona
• Materias:
  • Ciencia política
    • Opinión publica
      • Información
• Enlaces
  • Tesis en acceso abierto en: TDX
• Resumen

  • In my dissertation, I explain different asset price anomalies in the financial market by characterizing the information sets of those who interact within it. In particular, I study the effects of facing a restriction on the volume of information that an actor can process. For this purpose, I construct the analysis from a financial market microstructure perspective, where a group of investors has access to inside information about the traded assets. I find that these anomalies can originate when a rational agent faces a constraint on the information volume they can process. The dissertation contains results when investors and price-setting agents face this restriction.