News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents

Thomas Fischer

Publications of Darmstadt Technical University, Institute for Business Studies (BWL) from Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)

Keywords: Heterogeneous Agent Model; stock market; under and overreaction to news; moving average rules; financial stability (search for similar items in EconPapers)
Date: 2012-08-05
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Published in Algorithmic Finance 2 (2012-08-05) : pp. 123-139

Downloads: (external link)
http://algorithmicfinance.org/1-2/pp123-139/

Related works:
Working Paper: News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents (2011)
Working Paper: News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents (2011)
Working Paper: News reaction in financial markets within a behavioral finance model with heterogeneous agents (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:dar:wpaper:58930

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