Confidence and self-attribution bias in an artificial stock market
نویسندگان
چکیده
منابع مشابه
Confidence and self-attribution bias in an artificial stock market
Using an agent-based model we examine the dynamics of stock price fluctuations and their rates of return in an artificial financial market composed of fundamentalist and chartist agents with and without confidence. We find that chartist agents who are confident generate higher price and rate of return volatilities than those who are not. We also find that kurtosis and skewness are lower in our ...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0172258