Market impact and performance of arbitrageurs of financial bubbles in an agent-based model - Research Collection

Metadata only

Author

Westphal, Rebecca

Sornette, Didier

Date

2020-03

Type

Journal Article

Citations

Cited 15 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.jebo.2020.01.004

Journal / series

Journal of Economic Behavior & Organization

Volume

171

Pages / Article No.

1 - 23

Publisher

Elsevier

Subject

Financial bubbles; Agent-based model; Arbitrageurs; Noise traders; Fundamentalists; Market impact

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)

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Show all metadata

Citations

Cited 15 times in Scopus

ETH Bibliography

yes

Altmetrics