Short Run Dynamics in an Artificial Futures Market with Human Subjects
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-540-77226-2_109.pdf
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3. Hommes, C.H.: Financial markets as nonlinear adaptive evolutionary systems. Quant. Finan. 1, 149–167 (2001)
4. Hommes, C.H., Sonnemans, J., Tuinstra, J., van de Velden, H.: A strategy experiment in dynamic asset pricing. J. Econ. Dyn. Control 29, 823–843 (2005)
5. Karpoff, J.M.: The relation between price changes and trading volume: a survey. J. Finan. Quant. Analysis 22, 109–126 (1987)
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