Identification of social interaction effects in financial data
Year of publication: |
2015
|
---|---|
Authors: | Jang, Tae-Seok |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 2, p. 207-238
|
Subject: | Agent-based model | Model validation | News | Noise trader | Simulation-based inference | Social interaction | Soziale Beziehungen | Social relations | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Simulation | Finanzmarkt | Financial market | Modellierung | Scientific modelling | Schätzung | Estimation | Noise Trading | Noise trading |
-
On rational noise trading and market impact
Hauser, Florian, (2007)
-
Cividino, Davide, (2021)
-
Witte, Björn-Christopher, (2013)
- More ...
-
Productivity shocks and the New Keynesian Phillips Curve: Evidence from US and Euro area
Ambrocio, Gene, (2009)
-
Franke, Reiner, (2011)
-
South Korea's aid to North Korea's transformation process: Social market perspective
Jang, Tae-seok, (2007)
- More ...