Finite-size effects in Monte Carlo simulations of two stock market models

E. Egenter, T. Lux and D. Stauffer

Physica A: Statistical Mechanics and its Applications, 1999, vol. 268, issue 1, 250-256

Abstract: The microscopic market models of Kim–Markowitz and of Lux–Marchesi are simulated for varying number of investors. If this number goes to infinity, in some quantities nearly periodic oscillations occur.

Keywords: Econophysics; Kim–Markowitz model; Lux–Marchesi model; Large markets (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (49)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:268:y:1999:i:1:p:250-256

DOI: 10.1016/S0378-4371(99)00059-X

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