Learning about unprecedented events : agent-based modelling and the stock market impact of COVID-19
Davide Bazzana, Michele Colturato, Roberto Savona
| Year of publication: |
2023
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|---|---|
| Authors: | Bazzana, Davide ; Colturato, Michele ; Savona, Roberto |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-8
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| Subject: | Agent-based model | Asset pricing model | Heterogeneous expectations | Representativeness | Unprecedented events | Agentenbasierte Modellierung | Agent-based modeling | Coronavirus | CAPM | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Erwartungsbildung | Expectation formation | Lernprozess | Learning process | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473609