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 (3)
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
This page was built for publication: Strategy switching in the Japanese stock market