The article explores how fast rational agents learn in a market setting. By studying how agents with different levels of information interact, the researchers found that learning from market prices is slow, especially when the average precision of private information is limited. Convergence to a rational expectations equilibrium happens at a rate of 1/√n1/3, where n is the number of periods of market interaction. If there are well-informed agents in the market, convergence occurs at a standard rate of 1/√n. The study also provides insights into the factors that affect the speed of learning in this context.