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Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity
المؤلفون المشاركون
Wang, Chao
Wu, Songtao
He, Jianmin
المصدر
Discrete Dynamics in Nature and Society
العدد
المجلد 2017، العدد 2017 (31 ديسمبر/كانون الأول 2017)، ص ص. 1-15، 15ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2017-09-28
دولة النشر
مصر
عدد الصفحات
15
التخصصات الرئيسية
الملخص EN
An artificial stock market with agent-based model is built to investigate effects of different information characteristics of common factors on the dynamics stock returns.
Investors with limited information capacity update their beliefs based on the information they have obtained and processed and optimize portfolios based on beliefs.
We find that with changing of concerned information characteristics the uncertainty of stock price returns rises and is higher than the uncertainty of intrinsic value returns.
However, this increase is constrained by the limited information capacity of investors.
At the same time, we also find that dependence between returns of stock prices also increased with the changing information environment.
The uncertainty and dependency pertaining to prices show a positive relationship.
However, the positive relationship is weakened when taking into account the features of intrinsic values, based on which prices are generated.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Wu, Songtao& He, Jianmin& Wang, Chao. 2017. Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-15.
https://search.emarefa.net/detail/BIM-1151673
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Wu, Songtao…[et al.]. Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-15.
https://search.emarefa.net/detail/BIM-1151673
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Wu, Songtao& He, Jianmin& Wang, Chao. Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-15.
https://search.emarefa.net/detail/BIM-1151673
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1151673
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
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