Similar Search Results

The optimal pricing of a market maker in a heterogeneous agent economy

Guo, Bin; Zhang, Wei; Chen, Shu-Heng; Zhang, Yongjie - In: Finance research letters 14 (2015), pp. 178-187

Persistent link: https://www.econbiz.de/10011552732

Big data, scarce attention and decision-making quality

Yu, Tongkui; Chen, Shu-Heng - In: Computational economics 57 (2021) 3, pp. 827-856

Persistent link: https://www.econbiz.de/10012543175

The competitions of time-varying and constant loadings in asset pricing models : empirical evidence and agent-based simulations

Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Chen, Shu-Heng - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 577-612

Persistent link: https://www.econbiz.de/10013271952

Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange

Yamamoto, Ryuichi - In: Computational economics 59 (2022) 1, pp. 325-356

Persistent link: https://www.econbiz.de/10013169009

Strategy Switching in the Japanese Stock Market

Yamamoto, Ryuichi - 2012

This paper discusses the expectation formation process of Japanese stock market professionals and how their expectations are related to larger fluctuations of the TOPIX price than those of economic fundamentals. By utilizing a monthly forecast survey dataset on the TOPIX distributed by QUICK...

Persistent link: https://www.econbiz.de/10013110985

Strategy switching in the Japanese stock market

Yamamoto, Ryuichi; Hirata, Hideaki - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2010-2022

Persistent link: https://www.econbiz.de/10010196940

Strategy switching in the Japanese stock market

Yamamoto, Ryuichi; Hirata, Hideaki - 2012

Persistent link: https://www.econbiz.de/10009568390