Trader Behavior and its Effect on Asset Price Dynamics
Abstract
In this paper, we present a natural mathematical framework to model trader behavior as a continuous time discrete event process, and derive stochastic differential equations for aggregate behavior and price dynamics by passing to diffusion limits. In particular, we model extraneous, value, momentum and hedge traders. Through analysis and numerical simulation we explore some of the effects these trading strategies have on price dynamics.Download Info
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Bibliographic Info
Article provided by Taylor and Francis Journals in its journal Applied Mathematical Finance.
Volume (Year): 16 (2009)
Issue (Month): 2 ()
Pages: 151-181
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Related research
Keywords: Trader behavior; price dynamics; stock pinning; diffusion limit; Poisson random measure;References
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