Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?
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DOI: 10.1016/j.jebo.2022.02.005
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- Hu, Chunhua & Feng, Huarong, 2024. "Kinetic model for asset allocation with strategy switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 636(C).
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More about this item
Keywords
Asset pricing; Heterogeneous belief; Investment horizon;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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