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An agent-based financial market with networks

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Author Info

  • Efe Postalci

    ()
    (Department of Economics, Izmir University of Economics)

  • Ayla Ogus Binatli

    ()
    (Department of Economics, Izmir University of Economics)

Abstract

In 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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File URL: http://eco.ieu.edu.tr/wp-content/wp1002.pdf
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Bibliographic Info

Paper provided by Izmir University of Economics in its series Working Papers with number 1002.

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Length: 15 pages
Date of creation: Nov 2010
Date of revision:
Handle: RePEc:izm:wpaper:1002

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Related research

Keywords: Agent-based models; Financial markets; Networks;

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