Evolutionary game model of stock price synchronicity from investor behavior
From MaRDI portal
Publication:2183276
DOI10.1155/2020/7957282zbMath1459.91227OpenAlexW3005664900MaRDI QIDQ2183276
Yue Dong, Ting-Qiang Chen, Jinnan Pan, Yu-Hao Zhang
Publication date: 26 May 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/7957282
Applications of game theory (91A80) Financial applications of other theories (91G80) Evolutionary games (91A22)
Related Items
This page was built for publication: Evolutionary game model of stock price synchronicity from investor behavior