Effects of fundamentals acquisition and strategy switch on stock price dynamics
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Publication:2148678
DOI10.1016/J.PHYSA.2017.09.072OpenAlexW2763045676MaRDI QIDQ2148678FDOQ2148678
Authors: Songtao Wu, Shouwei Li, Jianmin He 
Publication date: 24 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2017.09.072
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Cites Work
- Collective dynamics of `small-world' networks
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- Behavioral heterogeneity in stock prices
- The impact of heterogeneous trading rules on the limit order book and order flows
- Heterogeneity in stock prices: a STAR model with multivariate transition function
- A dynamic analysis of moving average rules
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Time series properties of an artificial stock market
- Evolution and time horizons in an agent-based stock market
- Network structure andn-dependence in agent-based herding models
- Is more memory in evolutionary selection (de)stabilizing?
- Financial markets as nonlinear adaptive evolutionary systems
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- Artificial economic life: A simple model of a stockmarket
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Evolving dynamics of trading behavior based on coordination game in complex networks
- Strategy switching in the Japanese stock market
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