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ArticleExamining the effectiveness of price limits in an artificial stock market

Chia-Hsuan Yeh2010

Article2010

Examining the effectiveness of price limits in an artificial stock market

Chia-Hsuan Yeh · Chun-Yi Yang

70 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Economic theories and models

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References

1974Judgment under Uncertainty: Heuristics and Biases 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1983Judgement under Uncertainty: Heuristics and Biases 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1959Models of Man.1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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2013Do price limits hurt the market?article · 37 shared references 2018From standard to evolutionary finance: a literature surveyarticle · 19 shared references 2007Power-law behaviour, heterogeneity, and trend chasingarticle · 17 shared references 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.other · 17 shared references 2009Exchange Rate Dynamics: A Nonlinear Surveychapter · 16 shared references 2006Chapter 24 Agent-based Computational Financechapter · 15 shared references

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Year2010

Typearticle

Published2010-05-28

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations70

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.jedc.2010.05.015

openalex_workW2059577144

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