On the emergent properties of artificial stock markets: The efficient market hypothesis and the rational expectations hypothesis

Journal of Economic Behavior and Organization

Volumn 49, Issue 2, 2002, Pages 217-239

  Chen, Shu Heng ^a   Yeh, Chia Hsuan ^a,b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b YUAN ZE UNIVERSITY   (Taiwan)

Author keywords

Artificial stock markets; Efficient market hypothesis; Emergent properties; Genetic programming; Rational expectations hypothesis

Indexed keywords

EID: 0036101348     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(02)00068-9     Document Type: Article

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