IDEAS home Printed from https://ideas.repec.org/p/izm/wpaper/1002.html
   My bibliography  Save this paper

An agent-based financial market with networks

Author

Listed:
  • 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.

Suggested Citation

  • Efe Postalci & Ayla Ogus Binatli, 2010. "An agent-based financial market with networks," Working Papers 1002, Izmir University of Economics.
    • Handle: RePEc:izm:wpaper:1002
    as

    Download full text from publisher

    File URL: http://eco.ieu.edu.tr/wp-content/wp1002.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Agent-based models; Financial markets; Networks;
    All these keywords.

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:izm:wpaper:1002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ayla Ogus Binatli (email available below). General contact details of provider: https://edirc.repec.org/data/deieutr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.