کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
976903 933161 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A social network model of investment behaviour in the stock market
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
A social network model of investment behaviour in the stock market
چکیده انگلیسی

To consider the psychological factors that impact market valuation, a model is formulated for investment behaviour of traders whose decisions are influenced by their trusted peers’ behaviour. The model is implemented and several different “trust networks” are tested. Simulation results demonstrate that real life trust networks can significantly delay the stabilisation of a market.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 6, 15 March 2010, Pages 1223–1229
نویسندگان
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