메뉴 건너뛰기




Volumn 4881 LNCS, Issue , 2007, Pages 1042-1052

Analyzing the influence of overconfident investors on financial markets through agent-based model

Author keywords

Agent based model; Asset pricing; Behavioral economics; Overconfidence

Indexed keywords

INTELLIGENT AGENTS; MARKETING; MATHEMATICAL MODELS;

EID: 38549129199     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-77226-2_104     Document Type: Conference Paper
Times cited : (14)

References (20)
  • 3
    • 38549149122 scopus 로고    scopus 로고
    • Axtell, R.: Why Agents? On the Varied Motivation For Agent Computing In the Social Sciences, the Brookings Institution Center on Social and Economic Dynamics Working Paper, 17 (November 2000)
    • Axtell, R.: Why Agents? On the Varied Motivation For Agent Computing In the Social Sciences, the Brookings Institution Center on Social and Economic Dynamics Working Paper, vol. 17 (November 2000)
  • 4
    • 0037497348 scopus 로고    scopus 로고
    • Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
    • Barber, B., Odean, T.: Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors. Journal of Finance 55, 773-806 (2000)
    • (2000) Journal of Finance , vol.55 , pp. 773-806
    • Barber, B.1    Odean, T.2
  • 6
  • 8
    • 0000480869 scopus 로고
    • Efficient Capital Markets: A Review of Theory and Empirical Work
    • Fama, E.: Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance 25, 383-417 (1970)
    • (1970) Journal of Finance , vol.25 , pp. 383-417
    • Fama, E.1
  • 12
    • 0000398111 scopus 로고    scopus 로고
    • Investor Psychology and Asset Pricing
    • Hirshleifer, D.: Investor Psychology and Asset Pricing. Journal of Finance 56, 1533-1597 (2001)
    • (2001) Journal of Finance , vol.56 , pp. 1533-1597
    • Hirshleifer, D.1
  • 13
    • 0000125532 scopus 로고
    • Prospect Theory of Decisions under Risk
    • Kahneman, D., Tversky, A.: Prospect Theory of Decisions under Risk. Econometrica 47, 263-291 (1979)
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 14
    • 31744450082 scopus 로고
    • Advances in prospect Theory: Cumulative representation of Uncertainty
    • Kahneman, D., Tversky, A.: Advances in prospect Theory: Cumulative representation of Uncertainty. Journal of Risk and Uncertainty 5 (1992)
    • (1992) Journal of Risk and Uncertainty , vol.5
    • Kahneman, D.1    Tversky, A.2
  • 16
    • 39149126416 scopus 로고
    • Analysts' Forecasts as Earnings Expectations
    • January
    • O'Brien, P.: Analysts' Forecasts as Earnings Expectations. Journal of Accounting and Economics, 53-83 (January 1988)
    • (1988) Journal of Accounting and Economics , vol.53-83
    • O'Brien, P.1
  • 18
    • 38549112264 scopus 로고    scopus 로고
    • Stein, J.C: Agency, Information and Corporate Investment, NBER Working Paper, 8342 (2001)
    • Stein, J.C: Agency, Information and Corporate Investment, NBER Working Paper, vol. 8342 (2001)
  • 19
    • 3042601567 scopus 로고    scopus 로고
    • Agent-Based Approach to Investors' Behavior and Asset Price Fluctuation in Financial Markets
    • Takahashi, H., Terano, T.: Agent-Based Approach to Investors' Behavior and Asset Price Fluctuation in Financial Markets. Journal of Artificial Societies and Social Simulation 6, 3 (2003)
    • (2003) Journal of Artificial Societies and Social Simulation , vol.6 , pp. 3
    • Takahashi, H.1    Terano, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.