Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market

Author:

Tsao Chueh-Yung,Huang Ya-ChiORCID

Funder

National Science Council

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Reference37 articles.

1. Anufriev M, Dindo P (2010) Wealth-driven selection in a financial market with heterogeneous agents. J Econ Behav Organ 73(3):327–358

2. Arthur WB, Holland J, LeBaron B, Palmer R, Tayler P (1997) Asset pricing under endogenous expectations in an artificial stock market. In: Arthur WB, Durlauf S, Lane D (eds) The economy as an evolving complex system II. Addison-Wesley, Reading, pp 15–44

3. Babcock BA, Choi KE, Freinerman E (1993) Risk and probability premiums for CARA utility functions. J Agr Resour Econ 18:17–24

4. Badegruber T (2003) Agent-based computational economics: new aspects in learning speed and convergence in the Santa Fe Artificial Stock Market. Ph.D. thesis, Universitat Graz, Graz

5. Barucci E, Casna M (2014) On the market selection hypothesis in a mean reverting environment. Comput Econ 44(1):101–126

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