Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
dc.contributor.author
Westphal, Rebecca
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2020-02-04T11:26:52Z
dc.date.available
2020-02-02T14:14:56Z
dc.date.available
2020-02-04T11:26:52Z
dc.date.issued
2020-03
dc.identifier.issn
0167-2681
dc.identifier.other
10.1016/j.jebo.2020.01.004
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/396532
dc.language.iso
en
en_US
dc.publisher
Elsevier
en_US
dc.subject
Financial bubbles
en_US
dc.subject
Agent-based model
en_US
dc.subject
Arbitrageurs
en_US
dc.subject
Noise traders
en_US
dc.subject
Fundamentalists
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
dc.date.published
2020-01-28
ethz.journal.title
Journal of Economic Behavior & Organization
ethz.journal.volume
171
en_US
ethz.journal.abbreviated
J Econ Behav Organ
ethz.pages.start
1
en_US
ethz.pages.end
23
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.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Amsterdam
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 (emeritus) / Sornette, Didier (emeritus)
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 (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2020-02-02T14:15:06Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-02-04T11:27:05Z
ethz.rosetta.lastUpdated
2023-02-06T18:16:06Z
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true
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