Strategy switching in the Japanese stock market

DOI10.1016/j.jedc.2013.05.006zbMath1402.91590OpenAlexW3125130413MaRDI QIDQ1994138

Hideaki Hirata, Ryuichi Yamamoto

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10114/7100

zbMATH Keywords

expectationssurvey dataagent-based modelingJapanese stock marketstrategy switching

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items

Effects of fundamentals acquisition and strategy switch on stock price dynamics, Effects of common factors on dynamics of stocks traded by investors with limited information capacity, Trading profitability from learning and adaptation on the Tokyo Stock Exchange

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