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Disclosure requirements, the release of new information and market efficiency : new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - 2009
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agentbased financial market models that are able to produce realistic financial market dynamics. We discover that the average deviation...
Persistent link: https://www.econbiz.de/10003905094
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Disclosure requirements, the release of new information and market efficiency : new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - 2010
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...
Persistent link: https://www.econbiz.de/10003933676
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Disclosure Requirements, the Release of New Information and Market Efficiency : New Insights from Agent-Based Models
Hermsen, Oliver - 2011
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...
Persistent link: https://www.econbiz.de/10013132073
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Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - 2009
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agentbased financial market models that are able to produce realistic financial market dynamics. We discover that the average deviation...
Persistent link: https://www.econbiz.de/10010299485
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Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-7, pp. 1-26
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...
Persistent link: https://www.econbiz.de/10010299957
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Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - Institut für Weltwirtschaft (IfW) - 2009
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agentbased financial market models that are able to produce realistic financial market dynamics. We discover that the average deviation...
Persistent link: https://www.econbiz.de/10008561121
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Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
Hermsen, Oliver; Witte, Björn-Christopher; Westerhoff, … - In: Economics - The Open-Access, Open-Assessment E-Journal 4 (2010), pp. 1-26
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agent-based financial market models that are able to produce realistic financial market dynamics. We discover that the average...
Persistent link: https://www.econbiz.de/10008583541