Price discovery in the presence of boundedly rational agents

DOI10.1080/14697680601158692zbMath1134.91376OpenAlexW3125756957MaRDI QIDQ3502186

Karl Ludwig Keiber

Publication date: 22 May 2008

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22097

zbMATH Keywords

bounded rationalitymomentumreversalsequential model of security trading

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
• Rationality and bounded rationality
• Asset flow and momentum: deterministic and stochastic equations

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