| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480834 | Physica A: Statistical Mechanics and its Applications | 2011 | 7 Pages |
Abstract
⺠We focus on the price rise/fall asymmetry in stock markets. ⺠We build a multi-agent model to reveal one origin of this asymmetry. ⺠We assume that investors take different risk attitudes when faced with gains and losses.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yu Zhang, Honggang Li,