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- W172235135 abstract "This paper studies the strategic behavior of individuals when depared with a random shock that moves the price of a financial asset from its initial equilibrium. The path followed by the asset’s price towards its new equilibrium, moved by the agents’ successive negotiations of the asset, seeking for immediate profits opportunities, is therefore investigated. The traders, that we suppose have risk-averse utility functions, shall choose the optimum quantity of the asset to trade and how long they should wait to execute their orders, considering the decrease of the asset’s price volatility as long as the traders’ transactions succeed themselves after the shock. The objective is to demonstrate that more risk-friend traders negotiate more frequently and in larger quantities, receiving higher expected profits." @default.
- W172235135 created "2016-06-24" @default.
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- W172235135 date "2001-05-04" @default.
- W172235135 modified "2023-09-27" @default.
- W172235135 title "Um modelo de competição baseada em tempo nos mercados financeiros" @default.
- W172235135 cites W1606693 @default.
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- W172235135 hasPublicationYear "2001" @default.
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