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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

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    File URL: http://eco.ieu.edu.tr/wp-content/wp1002.pdf
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    References listed on IDEAS

    as
    1. Straub, Stéphane, 2005. "Informal sector: The credit market channel," Journal of Development Economics, Elsevier, vol. 78(2), pages 299-321, December.
    2. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2002. "The Regulation of Entry," The Quarterly Journal of Economics, Oxford University Press, vol. 117(1), pages 1-37.
    3. Bengt Holmstrom & Jean Tirole, 1997. "Financial Intermediation, Loanable Funds, and The Real Sector," The Quarterly Journal of Economics, Oxford University Press, vol. 112(3), pages 663-691.
    4. repec:hrv:faseco:30747190 is not listed on IDEAS
    5. Jonathan Morduch, 1999. "The Microfinance Promise," Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1569-1614, December.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Agent-based models; Financial markets; Networks;

    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

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