Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
More about this item
KeywordsAgent-based modelling; Artificial stock market; Genetic programming; Herd behaviour stylised facts; Efficient market hypothesis;
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