Price discovery in the presence of boundedly rational agents
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DOI: 10.1080/14697680601158692
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Cited by:
- Lee, Kangil & Han, Taek-Whan, 2016. "How vulnerable is the emissions market to transaction costs?: An ABMS Approach," Energy Policy, Elsevier, vol. 90(C), pages 273-286.
- Samuel E. Vazquez, 2009. "Scale Invariance, Bounded Rationality and Non-Equilibrium Economics," Papers 0902.3840, arXiv.org.
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Keywords
Sequential model of security trading; Bounded rationality; Momentum; Reversal;All these keywords.
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