Search results for "Stock market - Ewens distribution - Representative agent - Behavioral finance - Individual investor"

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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

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