Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-7, pp. 1-26
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...