THE INFLUENCE OF INVESTOR NUMBER ON A MICROSCOPIC MARKET MODEL

T. Hellthaler
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T. Hellthaler: Institute for Theoretical Physics, Cologne University, 50923 Köln, Germany

International Journal of Modern Physics C (IJMPC), 1995, vol. 06, issue 06, 845-852

Abstract: The stock market model of Levy, Persky, Solomon is simulated for much larger numbers of investors. While small markets can lead to realistically looking prices, the resulting prices of large markets oscillate smoothly in a semi-regular fashion.

Keywords: Stock Market; Size Effects; Monte Carlo Simulation (search for similar items in EconPapers)
Date: 1995
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DOI: 10.1142/S0129183195000691

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