Relationships between market sentiment and price dynamics in an artificial stock market
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 263.
Date of creation: 01 Jul 2002
Date of revision:
Multi-agent Model; Artificial Market; Market Sentiment; Learning;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
This paper has been announced in the following NEP Reports:
- NEP-ALL-2003-10-20 (All new papers)
- NEP-CFN-2003-10-20 (Corporate Finance)
- NEP-CMP-2003-10-20 (Computational Economics)
- NEP-ETS-2003-10-20 (Econometric Time Series)
- NEP-FMK-2003-10-20 (Financial Markets)
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