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An agent-based financial market with networks

Efe Postalci () and Ayla Oğuş Binatlı ()
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Efe Postalci: Department of Economics, Izmir University of Economics

No 1002, Working Papers from Izmir University of Economics

Abstract: In this paper we analyze network effects in an agent-based financial market. We investigate the speed and nature of information flow and its effects on prices and returns.

Keywords: Agent-based models; Financial markets; Networks (search for similar items in EconPapers)
JEL-codes: C6 D21 D85 G1 (search for similar items in EconPapers)
Date: 2010-11
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