Artificial stock markets with different maturity levels : simulation of information asymmetry and herd behavior using agent-based and network models
Year of publication: |
2018
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Authors: | Krichene, Hazem ; El-Aroui, Mhamed-Ali |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 13.2018, 3, p. 511-535
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Subject: | Agent-based model | Assortativity | Herd behavior | Immature stock markets | Information asymmetry | Multi-assets trading | Agentenbasierte Modellierung | Agent-based modeling | Asymmetrische Information | Asymmetric information | Herdenverhalten | Herding | Aktienmarkt | Stock market | Theorie | Theory | Simulation | Börsenkurs | Share price | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance |
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