A Study on the Effectiveness of Short-selling Regulation using Artificial Markets-Reference-Cited by-同舟云学术

A Study on the Effectiveness of Short-selling Regulation using Artificial Markets

Published:2010-09 Issue:1 Volume:7 Page:113-132
ISSN:1349-4961
Container-title:Evolutionary and Institutional Economics Review
language:en
Short-container-title:Evolut Inst Econ Rev

Author:

Yagi Isao,Mizuta Takanobu,Izumi Kiyoshi

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/content/pdf/10.14441/eier.7.113.pdf

Reference13 articles.

1. Arthur, W., J. Holland, B. LeBaron, R. Palmer and P. Tayler (1997) “Asset pricing under endogenous expectations in an artificial stock market,” The Economy as an Evolving Complex System II, Addison-Wesley.

2. Bris, A., W. N. Goetzmann, and N. Zhu (2004) “Efficiency and the bear: short sales and markets around the world,” Yale ICF Working Paper No. 02-45.

3. Chen, S.-H. and C.-H. Yeh (2002) “On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis,” Journal of Economic Behavior & Organization 49.2: 217–239.

4. Darley, V. and A. V. Outkin (2007) A NASDAQ Market Simulation: Insights on a Major Market from the Science of Complex Adaptive Systems, World Scientific Publication Co. Inc.

5. De Long, J. B., A. Shleifer, L. Summers and R. Waldmann (1990) “Noise Trader Risk in Financial Markets,” Journal of Political Economy, 68.4: 703–738.

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