Pages that link to "Item:Q1672973"
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The following pages link to An agent-based model of stock markets incorporating momentum investors (Q1672973):
Displaying 7 items.
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- A discussion of Hong-Stein model (Q1934425) (← links)
- Multi-scale transition matrix approach to time series (Q2070240) (← links)
- An agent-based approach for time-series momentum and reversal (Q2200109) (← links)
- A stylized model of ‘Momentum’ processes: a research note (Q4933632) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)