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dc.contributor.author
Westphal, Rebecca
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2020-01-30T09:39:18Z
dc.date.available
2020-01-13T12:26:52Z
dc.date.available
2020-01-30T09:38:28Z
dc.date.available
2020-01-30T09:39:18Z
dc.date.issued
2019-07-07
dc.identifier.other
10.2139/ssrn.3396989
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/389699
dc.language.iso
en
en_US
dc.publisher
Swiss Finance Institute
en_US
dc.subject
Financial bubbles
en_US
dc.subject
Agent-based model
en_US
dc.subject
Arbitrageurs
en_US
dc.subject
Prediction
en_US
dc.subject
Noise traders
en_US
dc.subject
Fundamen- talists
en_US
dc.subject
Market impact
en_US
dc.title
Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model
en_US
dc.type
Journal Article
ethz.journal.title
Swiss Finance Institute Research Paper
ethz.journal.volume
19
en_US
ethz.pages.start
29
en_US
ethz.size
36 p.
en_US
ethz.code.jel
JEL - JEL::C - Mathematical and Quantitative Methods::C5 - Econometric Modeling::C53 - Forecasting and Prediction Methods; Simulation Methods
en_US
ethz.code.jel
JEL - JEL::C - Mathematical and Quantitative Methods::C7 - Game Theory and Bargaining Theory::C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G0 - General::G01 - Financial Crises
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G17 - Financial Forecasting and Simulation
en_US
ethz.publication.place
Geneva
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
en_US
ethz.identifier.url
https://ideas.repec.org/p/chf/rpseri/rp1929.html
ethz.date.deposited
2020-01-13T12:27:03Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-01-30T09:38:38Z
ethz.rosetta.lastUpdated
2020-01-30T09:39:27Z
ethz.rosetta.versionExported
true
ethz.COinS
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