What Is the Impact of Heterogeneous Knowledge About Fundamentals on Market Liquidity and Efficiency
An ABM Approach
Bibliographic Data
| ID | 20034063 |
|---|---|
| Authors | Vivien Lespagnol (Centre National de la Recherche Scientifique), Juliette Rouchier (0000-0002-4022-6720, Centre National de la Recherche Scientifique) |
| Year | 2015 |
| Pages | 105-117 |
| Publication date | 2015-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | CHAPTER |
| Venue | Advances in Artificial Economics (SOURCE_BOOK) |
| Publisher | Springer International Publishing (PUBLISHER • SG) |
| DOI | 10.1007/978-3-319-09578-3_9 |
| OpenAlex | W4254203287 |
| ISBN | 9783319095783 |
| Language | EN |
| References cited | 20 |
Bounded rationality · Econometrics · Economics · Expected utility hypothesis · Financial economics · Investment (military) · Market liquidity · Mathematical economics · Maximization · Microeconomics · Monetary economics · Order (exchange) · Rationality · Risk aversion (psychology) · Speculation · Utility maximization · Volatility (finance) · Complex Systems and Time Series Analysis · Financial Markets and Investment Strategies · Stock Market Forecasting Methods
| Citation velocity | historical |
|---|---|
| Highly cited | No |