Effects of common factors on dynamics of stocks traded by investors with limited information capacity
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Publication:1784890
DOI10.1155/2017/6831596zbMATH Open1412.91224OpenAlexW2756569610MaRDI QIDQ1784890FDOQ1784890
Authors: Songtao Wu, Chao Wang, Jianmin He 
Publication date: 27 September 2018
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/6831596
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Cites Work
- Common risk factors in the returns on stocks and bonds
- Information acquisition and under-diversification
- The impact of heterogeneous trading rules on the limit order book and order flows
- Institutional architectures and behavioral ecologies in the dynamics of financial markets
- Time series properties of an artificial stock market
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- A simulation analysis of the microstructure of double auction markets
- Forecasting multivariate realized stock market volatility
- Limited information capacity as a source of inertia
- Investor structure and the price-volume relationship in a continuous double auction market: an agent-based modeling perspective
- Strategy switching in the Japanese stock market
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