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The effect of different needs, decisionmaking processes and networkstructures on investor behavior and stock market dynamics : a simulation approach

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Author Info
Hoffmann, Arvid O.I.
Jager, Wander (Groningen University)
Abstract

Striking investor and stock market behaviour have been recurrent items in the worldwide press for the recent past. Crashes and hypes like the Internet bubble are often hard to explain using existing finance frameworks. Therefore, the authors provide a complementing multitheoretical framework that is built on existing finance research to describe and explain investor?s behaviour and stock market dynamics. This framework is built on three main components: needs, decision making theory, and (social) network effects. This framework will be used to build a future simulation model of investor behaviour and to generate stock market dynamics. A brief outline of the design of these simulation experiments will be given.

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Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 04B25.

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Date of creation: 2004
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Handle: RePEc:dgr:rugsom:04b25

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