مرکز منطقه ای اطلاع رساني علوم و فناوري - A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions

Title of article :

A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions

Author/Authors :

Giulia Iori، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

269

To page :

285

Keywords :

trading volume , Fat tails , Volatility clustering , Herd behav

Journal title :

Journal of Economic Behavior and Organization

Serial Year :

2002

Journal title :

Journal of Economic Behavior and Organization

Record number :

179999

Link To Document :