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Much ado about making money: the impact of disclosure,news and rumors on the formation of security market prices over time |
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| Authors: | Biondi Yuri Righi Simone |
| Institution: | 1.CNRS - IRISSO, University Paris Dauphine PSL, place Marechal Lattre de Tassigny, 75016, Paris, France ;2.Labex ReFi, ESCP Europe, 79 avenue de la Republique, 75011, Paris, France ;3.Department of Agricultural and Food Sciences, Alma Mater Studiorum - University of Bologna, Viale Fanin 50, 40127, Bologna, Italy ;4.MTA TK “Lendület” Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences, Budapest, Hungary ; |
| Abstract: | Journal of Economic Interaction and Coordination - This article develops an agent-based model of security market pricing process, capable to capture main stylised facts. It features collective... |
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| 本文献已被 SpringerLink 等数据库收录！ | |