An agent-based financial market with networks
AbstractIn this paper we analyze network effects in an agent-based financial market. We investigate the speed and nature of information flow and its effects on prices and returns.
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Bibliographic InfoPaper provided by Izmir University of Economics in its series Working Papers with number 1002.
Length: 15 pages
Date of creation: Nov 2010
Date of revision:
Agent-based models; Financial markets; Networks;
Find related papers by JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G1 - Financial Economics - - General Financial Markets
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