JADEN YANG CHEN (陈瑒)
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Publications:

[1] Sequential learning under informational ambiguity,  2026,  American Economic Review  [Link] [SSRN] ​​
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​Abstract: This paper studies informational robustness in social learning, where individuals face ambiguity and consider a set of possible data-generating processes. I show that, under sufficient ambiguity, an information cascade occurs almost surely, regardless of the underlying DGP. ​​​ ​
​Supplementary Materials: published version, extended version [SSRN]

​[2] Biased learning under ambiguous information,  2022,  Journal of Econom
ic Theory  [Link] [SSRN] 
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​Abstract: This paper introduces a biased updating rule under ambiguity. Individuals consider a set of DGPs and update beliefs using those that can best justify their endowed biases. I characterize the resulting learning dynamics and show that biased updating can lead to persistent mislearning and belief polarization. ​ 

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Working papers
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​[1] The wisdom of crowds or group irrationality? Non-Bayesian social learning with misspecification,  December 2025. 
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Revised & Resubmitted @ American Economic Journal: Microeconomics  [SSRN]
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Abstract: This paper introduces  group irrationality: situations in which society fails to learn the truth even though each individual could do so in isolation.  I show that group irrationality is prevalent under non-Bayesian social learning rules, but can be avoided when learning rules are insensitive to extreme beliefs or when individuals sufficiently underreact to information. ​

​[2] Learning by slow unlearning,  December 2025.  [SSRN]  ​​
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Co-author:  Yuyi Li (UNC, PhD student)
Abstract: This paper introduces an unlearning algorithm for social learning, in which society gradually reduces the weight on public information. We show that, if this weight decays at a sub-reciprocal rate, a correct information cascade emerges almost surely in the long run.  

​[3] If you are NOT so smart, why are you rich? Robust market selection with general recursive preferences,  March 2024.  [SSRN] ​​
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Co-author:  Pablo Beker (University of Warwick)
Abstract: This paper introduces a unified framework of market selection with general recursive preferences.  We characterize long-run consumption dynamics and show that the market selection hypothesis is no longer robust in general. In particular, consumers with incorrect beliefs can survive against a large class of preferences and beliefs.
 

What does the graph mean? 
  • Under expected utility, market selection is linear: consumers can be ranked by their belief accuracy. Those with less accurate beliefs are eventually driven out.
  • Under general recursive preferences, market selection becomes non-linear, allowing heterogeneous agents to coexist in the long run.​
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