Strategy switching in the Japanese stock market
From MaRDI portal
Publication:1994138
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
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
Cites Work
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- A global optimization heuristic for estimating agent based models
- Behavioral heterogeneity in stock prices
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Time series properties of an artificial stock market
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Asset prices, traders' behavior and market design
- The impact of heterogeneous trading rules on the limit order book and order flows
- Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Automatic Lag Selection in Covariance Matrix Estimation
- A Rational Route to Randomness
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
