The predictive power of zero intelligence in financial markets

Proceedings of the National Academy of Sciences of the United States of America

Volumn 102, Issue 6, 2005, Pages 2254-2259

  Farmer, J Doyne ^a   Patelli, Paolo ^a,b   Zovko, Ilija I ^a,c  

^a SANTA FE INSTITUTE   (United States)

^b SCUOLA SUPERIORE SANT ANNA   (Italy)

^c UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Agent based models; Double auction market; Market microstructure

Indexed keywords

ARTICLE; ECONOMIC ASPECT; FINANCIAL MANAGEMENT; INTELLIGENCE; LAW; MARKETING; MODEL; PRIORITY JOURNAL; PROSPECTIVE PRICING; STATISTICAL ANALYSIS; VALIDATION PROCESS;

EID: 13844307744     PISSN: 00278424     EISSN: None     Source Type: Journal    
DOI: 10.1073/pnas.0409157102     Document Type: Article

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