The impact of active and passive investment on market efficiency: a simulation study
ABSTRACTWe create a simulated financial market and examine the effect of different levels of active and passive investment on fundamental market efficiency. In our simulated market, active, passive, and random investors interact with each other through issuing orders. Active and passive investors se...
Gardado en:
| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Taylor & Francis Group
2023-12-01
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| Series: | Journal of Applied Economics |
| Assuntos: | |
| Acceso en liña: | https://www.tandfonline.com/doi/10.1080/15140326.2023.2188634 |
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