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 retu...

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Detalles Bibliográficos
Autores principales: Bertella, Mario A., Pires, Felipe R., Rego, Henio H. A., Silva, Jonathas N., Vodenska, Irena, Stanley, H. Eugene
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5322910/
https://www.ncbi.nlm.nih.gov/pubmed/28231255
http://dx.doi.org/10.1371/journal.pone.0172258

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5322910/
https://www.ncbi.nlm.nih.gov/pubmed/28231255
http://dx.doi.org/10.1371/journal.pone.0172258

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