Mechanism by which active funds make market efficient investigated with agent-based model
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DOI: 10.1007/s40844-018-0102-0
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- Qixuan Luo & Shijia Song & Handong Li, 2023. "Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1721-1750, December.
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More about this item
Keywords
Agent-based model; Multi-agent simulation; Artificial market simulation; Active managed fund; Passive managed fund; Index fund; Market efficiency; Price discovery function;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
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G19 - Financial Economics - - General Financial Markets - - - Other
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