MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS

DOI10.1142/s0219525917500072OpenAlexW2751845184MaRDI QIDQ6203245

Matthew Oldham

Publication date: 27 March 2024

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525917500072

zbMATH Keywords

networksagent-based modeldividend policyartificial stock market

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Asset pricing in large information networks
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Agent-based computational finance: Suggested readings and early research
• Asset price dynamics with heterogeneous beliefs and local network interactions
• EURACE: A massively parallel agent-based model of the European economy
• Collective dynamics of ‘small-world’ networks
• Brownian Motion in the Stock Market

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