Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents
Year of publication: |
2020
|
---|---|
Authors: | Gong, Qingbin ; Yang, Zhe |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 15.2020, 4, p. 763-791
|
Subject: | Futures market | Arbitrage | Bounded rationality | Heterogeneous agent model | Chaos | Begrenzte Rationalität | Theorie | Theory | Spekulation | Speculation | Agentenbasierte Modellierung | Agent-based modeling | Derivat | Derivative |
-
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi, (2013)
-
Price bubbles and the long run profitability of a trend following technical trading rule
Goldbaum, David, (2001)
-
The emergence of money : computational approaches with fully and boundedly rational agents
Babutsidze, Zakaria, (2021)
- More ...
-
Trading behaviors on knowledge of price discovery in futures markets
Gong, Qingbin, (2021)
-
Trading behaviors on knowledge of price discovery in futures markets
Gong, Qingbin, (2021)
-
Bounded rationality, asymmetric information and mispricing in financial markets
Gong, Qingbin, (2022)
- More ...