On the Consequences of "Following the Herd": Evidence from the Artifical Stock Market.
Shu-Heng ChenChia-Hsuan YehPublished in: IC-AI (1999)
Keyphrases
- stock market
- stock price
- short term
- stock exchange
- financial time series
- trading rules
- financial data
- listed companies
- portfolio optimization
- stock returns
- financial markets
- stock index futures
- stock data
- stock trading
- foreign exchange
- theoretical analysis
- financial news
- technical indicators
- garch model
- non stationary