Search results for " behavioral finance"

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Clusters of Traders in Financial Markets

2020

In this chapter we discuss Aoki’s work on the description of clusters of economic agents acting in a market. Specifically, we briefly discuss his work on the Ewens distribution and its application in a model of stock market with heterogeneous agents. We then review recent empirical analyses on the heterogeneity of financial market participants and make a working hypothesis for an empirical study on the distribution of the number of clusters of market participants in a real stock market monitored with a resolution down to the shadowed identity of market participants.

Financial economicsbusiness.industryFinancial marketDistribution (economics)Representative agentWorking hypothesisBehavioral economicsStock market - Ewens distribution - Representative agent - Behavioral finance - Individual investorSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Empirical researchEconomicsStock marketbusinessFinancial market participants

researchProduct

Statistical validation of investment decisions and transactions in financial markets

statistical validation network science behavioral finance order book speculative bubbles

researchProduct

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