Heterogeneous traders, price-volume signals, and complex asset price dynamics
We seek to develop a novel asset pricing model with heterogeneous traders. Fundamental traders expect that asset prices converge towards their intrinsic values, whereas chart traders rely on both price and volume signals to determine their orders. To be precise, the larger the trading volume, the mo...
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| Hoofdauteur: | |
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| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
Wiley
2005-01-01
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| Reeks: | Discrete Dynamics in Nature and Society |
| Online toegang: | http://dx.doi.org/10.1155/DDNS.2005.19 |
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