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The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas - In: Journal of economic interaction and coordination : JEIC 10 (2015) 1, pp. 119-150
Persistent link: https://www.econbiz.de/10011378750
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Price bubbles and the long run profitability of a trend following technical trading rule
Goldbaum, David - In: Economics with heterogeneous interacting agents, (pp. 183-194). 2001
Persistent link: https://www.econbiz.de/10001607009
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Bubble formation and heterogeneity of traders : a multi-agent perspective
Chen, Shu-peng; He, Ling-yun - In: Computational economics 42 (2013) 3, pp. 267-289
Persistent link: https://www.econbiz.de/10010189034
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The effects of a financial transaction tax in an artificial financial market
Fricke, Daniel; Lux, Thomas - 2013
We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these effects, adjustments in trading strategies and their...
Persistent link: https://www.econbiz.de/10009783698
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One-dimensional discontinuous piecewise-linear maps and the dynamics of financial markets
Tramontana, Fabio; Westerhoff, Frank H. - In: Global analysis of dynamic models in economics and …, (pp. 205-227). 2013
Persistent link: https://www.econbiz.de/10009611573
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Listen to the signals from an interactive agent‐based model
Cheng, Po-Keng - In: Applied economics letters 28 (2021) 21, pp. 1884-1888
Persistent link: https://www.econbiz.de/10012697703
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Multi-asset financial bubbles in an agent-based model with noise traders' herding described by an n-vector Ising model
Cividino, Davide; Westphal, Rebecca; Sornette, Didier - 2021
is able to account for the development of endogenous bubbles and crashes. We distinguish three different regimes …’ opinions are idiosyncratic and no bubbles emerge. Around the critical value of the O(n) vector model, cross sectionally … asynchronous bubbles emerge. Above the critical value, small random price fluctuations may be amplified by noise traders herding …
Persistent link: https://www.econbiz.de/10012799633
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Financialization and speculative bubbles : international evidence
Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - 2017
Persistent link: https://www.econbiz.de/10011748499
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Chapter 26 Agent-Based Models of Organizations
Chang, Myong-Hun; Harrington, Joseph E. - In: Handbook of computational economics : volume 2, …, (pp. 1273-1337). 2006
The agent-based approach views an organization as a collection of agents, interacting with one another in their pursuit of assigned tasks. The performance of an organization in this framework is determined by the formal and informal structures of interactions among agents, which define the lines...
Persistent link: https://www.econbiz.de/10014024379
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Speculative bubbles in emerging stock markets and macroeconomic factors : a new empirical evidence for Asia and Latin America
Tran Thi Bich Ngoc - In: Research in international business and finance 42 (2017), pp. 454-467
Persistent link: https://www.econbiz.de/10011750427