Ideas:
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My main research focuses on the role that uncertainty, information and bounded perception have on single- and multi-agent decision making. I examine under which conditions speculative trade occurs, in three different settings: when traders have a bounded perception of their uncertainty due to their unawareness, when they are dynamically and time inconsistent, and when they are not financially sophisticated enough to formulate complex trading strategies. I also study when information is valuable and whether markets (including the newly formulated "prediction" markets) aggregate and reveal information through their price mechanism.
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