Rate of return parity with robot asset traders

DOI10.1007/S10614-006-9060-4zbMATH Open1291.91076OpenAlexW2091981270MaRDI QIDQ883128FDOQ883128

Authors: Jason Childs 

Publication date: 31 May 2007

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-006-9060-4

Recommendations

• Asset price bubbles and crashes with near-zero-intelligence traders
• Simulating the madness of crowds: Price bubbles in an auction-mediated robot market
• Information aggregation in experimental asset markets in the presence of a manipulator
• Stock market bubbles in the laboratory
• Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model

zbMATH Keywords

arbitrageinterest rate parityrate of return parity

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cites Work

• Bubbles and market crashes
• Price Formation in Single Call Markets
• A Monte Carlo analysis of the Fisher randomization technique: Reviving randomization for experimental economists
• Simulating the madness of crowds: Price bubbles in an auction-mediated robot market

Cited In (1)

• Information aggregation in experimental asset markets in the presence of a manipulator

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