Agent-based simulation and microstructure modeling of immature stock markets : case of a single risky asset
Hazem Krichene, Mhamed-Ali El-Aroui
| Year of publication: |
March 2018
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|---|---|
| Authors: | Krichene, Hazem ; El-Aroui, Mhamed-Ali |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 3, p. 493-511
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| Subject: | Agent-based model | Immature financial markets | Network theory | Information asymmetry | Herd behavior | Assortative network | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Theorie | Theory | Asymmetrische Information | Asymmetric information | Simulation | Herdenverhalten | Herding | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure | Unternehmensnetzwerk | Business network | Netzwerk | Network | Wertpapierhandel | Securities trading | Soziales Netzwerk | Social network | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9615-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963696