The value of information in financial markets : an agent-based simulation
Year of publication: |
2008
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Authors: | Tóth, Bence ; Scalas, Enrico |
Published in: |
Information, interaction and (in)efficiency in financial markets : Festschrift on the occasion of Klaus Schredelseker's 65th Birthday. - Wien : Linde Verl., ISBN 978-3-7143-0145-8. - 2008, p. 95-114
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Subject: | Finanzmarkt | Financial market | Informationswert | Information value | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Effizienzmarkthypothese | Efficient market hypothesis |
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