Market impact shapes competitive advantage of investment strategies in financial markets

The formation of an efficient market depends on the competition between different investment strategies, which accelerates all available information into asset prices. By incorporating market impact and two kinds of investment strategies into an agent-based model, we have investigated the coevolutio...

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Detalles Bibliográficos
Autores principales: Xu, Wen-Juan, Zhong, Li-Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8812846/
https://www.ncbi.nlm.nih.gov/pubmed/35113865
http://dx.doi.org/10.1371/journal.pone.0260373

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8812846/
https://www.ncbi.nlm.nih.gov/pubmed/35113865
http://dx.doi.org/10.1371/journal.pone.0260373

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