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Income inequality and asset prices under redistributive taxation
Pástor, Ľuboš; Veronesi, Pietro - In: Journal of monetary economics 81 (2016), pp. 1-20
Persistent link: https://www.econbiz.de/10011709384
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Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi; Westerhoff, Frank H. - 2013
We develop a simple agent-based financial market model in which heterogeneous speculators apply technical and fundamental analysis to trade in two different stock markets. Speculators’ strategy/market selections are repeated at each time step and depend on predisposition effects, herding...
Persistent link: https://www.econbiz.de/10010204792
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On rational noise trading and market impact
Hauser, Florian - In: Artificial markets modeling : methods and applications, (pp. 141-153). 2007
Persistent link: https://www.econbiz.de/10003854796
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Equilibrium return and agents' survival in a multiperiod asset market : analytic support of a simulation model
Anufriev, Mikhail; Dindo, Pietro - In: Advances in artificial economics : the economy as a …, (pp. 269-282). 2006
Persistent link: https://www.econbiz.de/10003481678
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The U-Mart system as an artificial intelligent stock market project
2008
Persistent link: https://www.econbiz.de/10003539948
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Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner; Westerhoff, Frank H. - 2011
version of MSM with a quadratic loss function, we also take into account how often a great number of Monte Carlo simulation …
Persistent link: https://www.econbiz.de/10009007642
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New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316
Persistent link: https://www.econbiz.de/10011299824
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Do price limits hurt the market?
Yeh, Chia-hsuan; Yang, Chun-yi - In: Journal of economic interaction and coordination : JEIC 8 (2013) 1, pp. 125-153
Persistent link: https://www.econbiz.de/10009730902
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Effects of dark pools on financial markets' efficiency and price discovery function : an investigation by multi-agent simulations
Mizuta, Takanobu; Kosugi, Shintaro; Kusumoto, Takuya; … - In: Evolutionary and institutional economics review 12 (2015) 2, pp. 375-394
Persistent link: https://www.econbiz.de/10011445688