Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121203607> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W3121203607 abstract "We propose a model with heterogeneous interacting traders which can explain some of the stylized facts of stock market returns. In the model, synchronization effects, which generate large fluctuations in returns, can arise purely from communication and imitation among traders. The key element in the model is the introduction of a trade friction which, by responding to price movements, creates a feedback mechanism on future trading and generates volatility clustering. The model also reproduces the empirically observed positive cross- correlation between volatility and trading volume." @default.
- W3121203607 created "2021-02-01" @default.
- W3121203607 creator A5040337779 @default.
- W3121203607 date "2000-07-25" @default.
- W3121203607 modified "2023-09-27" @default.
- W3121203607 title "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions" @default.
- W3121203607 hasPublicationYear "2000" @default.
- W3121203607 type Work @default.
- W3121203607 sameAs 3121203607 @default.
- W3121203607 citedByCount "3" @default.
- W3121203607 crossrefType "posted-content" @default.
- W3121203607 hasAuthorship W3121203607A5040337779 @default.
- W3121203607 hasConcept C106159729 @default.
- W3121203607 hasConcept C126388530 @default.
- W3121203607 hasConcept C127413603 @default.
- W3121203607 hasConcept C139719470 @default.
- W3121203607 hasConcept C149782125 @default.
- W3121203607 hasConcept C151730666 @default.
- W3121203607 hasConcept C15744967 @default.
- W3121203607 hasConcept C162324750 @default.
- W3121203607 hasConcept C204036174 @default.
- W3121203607 hasConcept C23922673 @default.
- W3121203607 hasConcept C2776142675 @default.
- W3121203607 hasConcept C2780299701 @default.
- W3121203607 hasConcept C2780762169 @default.
- W3121203607 hasConcept C38935604 @default.
- W3121203607 hasConcept C77805123 @default.
- W3121203607 hasConcept C78519656 @default.
- W3121203607 hasConcept C86803240 @default.
- W3121203607 hasConcept C91602232 @default.
- W3121203607 hasConceptScore W3121203607C106159729 @default.
- W3121203607 hasConceptScore W3121203607C126388530 @default.
- W3121203607 hasConceptScore W3121203607C127413603 @default.
- W3121203607 hasConceptScore W3121203607C139719470 @default.
- W3121203607 hasConceptScore W3121203607C149782125 @default.
- W3121203607 hasConceptScore W3121203607C151730666 @default.
- W3121203607 hasConceptScore W3121203607C15744967 @default.
- W3121203607 hasConceptScore W3121203607C162324750 @default.
- W3121203607 hasConceptScore W3121203607C204036174 @default.
- W3121203607 hasConceptScore W3121203607C23922673 @default.
- W3121203607 hasConceptScore W3121203607C2776142675 @default.
- W3121203607 hasConceptScore W3121203607C2780299701 @default.
- W3121203607 hasConceptScore W3121203607C2780762169 @default.
- W3121203607 hasConceptScore W3121203607C38935604 @default.
- W3121203607 hasConceptScore W3121203607C77805123 @default.
- W3121203607 hasConceptScore W3121203607C78519656 @default.
- W3121203607 hasConceptScore W3121203607C86803240 @default.
- W3121203607 hasConceptScore W3121203607C91602232 @default.
- W3121203607 hasLocation W31212036071 @default.
- W3121203607 hasOpenAccess W3121203607 @default.
- W3121203607 hasPrimaryLocation W31212036071 @default.
- W3121203607 hasRelatedWork W153383355 @default.
- W3121203607 hasRelatedWork W1985007389 @default.
- W3121203607 hasRelatedWork W2012104107 @default.
- W3121203607 hasRelatedWork W2077120467 @default.
- W3121203607 hasRelatedWork W2097463200 @default.
- W3121203607 hasRelatedWork W2194953309 @default.
- W3121203607 hasRelatedWork W2269794267 @default.
- W3121203607 hasRelatedWork W2434639898 @default.
- W3121203607 hasRelatedWork W2580300094 @default.
- W3121203607 hasRelatedWork W2904325455 @default.
- W3121203607 hasRelatedWork W3025220906 @default.
- W3121203607 hasRelatedWork W3122101593 @default.
- W3121203607 hasRelatedWork W3122104292 @default.
- W3121203607 hasRelatedWork W3123192337 @default.
- W3121203607 hasRelatedWork W3123539674 @default.
- W3121203607 hasRelatedWork W3124479211 @default.
- W3121203607 hasRelatedWork W3151358232 @default.
- W3121203607 hasRelatedWork W57057917 @default.
- W3121203607 hasRelatedWork W844314268 @default.
- W3121203607 hasRelatedWork W2037546428 @default.
- W3121203607 isParatext "false" @default.
- W3121203607 isRetracted "false" @default.
- W3121203607 magId "3121203607" @default.
- W3121203607 workType "article" @default.