How the heterogeneity in investment horizons affects market trends
Year of publication: |
March 2017
|
---|---|
Authors: | Li, Daye ; Li, Rongrong ; Sun, Qiankun |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 15, p. 1473-1482
|
Subject: | Liquidity | market anomaly | investment horizons | agent-based model | Investition | Investment | Wertpapierhandel | Securities trading | USA | United States | Anlageverhalten | Behavioural finance | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling |
-
High frequency traders in a simulated market
Hanson, Thomas A., (2016)
-
Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner, (2008)
-
Exchange rate dynamics in a target zone : a heterogeneous expectations approach
Bauer, Christian, (2009)
- More ...
-
Automate the identification of technical patterns : a K-nearest-neighbour model approach
Li, Daye, (2018)
-
Xie, Qichang, (2020)
-
A Latent Model to Detect Multiple Clusters of Varying Sizes
Xie, Minge, (2009)
- More ...