The impact of information signals on market prices when agents have non-linear trading rules

Economic Modelling

Volumn 26, Issue 1, 2009, Pages 167-176

  Kyrtsou, Catherine ^a   Malliaris, Anastasios G ^b  

^a UNIVERSITY OF MACEDONIA   (Greece)

^b LOYOLA UNIVERSITY CHICAGO   (United States)

Author keywords

Economic modelling; Heteroskedastic Mackey Glass model; Information signals; Non linear trading strategies

Indexed keywords

EID: 57349124912     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2008.06.008     Document Type: Article

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