An agent-based financial market with networks

In this paper we analyze network effects in an agent-based financial market. We investigate the speed and nature of information flow and its effects on prices and returns.

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Year of publication:	2010-11
Authors:	Postalci, Efe ; Binatli, Ayla Ogus
Institutions:	Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi
Subject:	Agent-based models \| Financial markets \| Networks

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1002 15 pages
Classification:	C6 - Mathematical Methods and Programming ; D21 - Firm Behavior ; D85 - Network Formation ; G1 - General Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008764445