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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2022
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| 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 |