Experimental Econophysics Properties and Mechanisms of Laboratory Markets /
Experimental Econophysics describes the method of controlled human experiments, which is developed by physicists to study some problems in economics or finance, namely, stylized facts, fluctuation phenomena, herd behavior, contrarian behavior, hedge behavior, cooperation, business cycles, partial in...
Κύριος συγγραφέας: | |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2015.
|
Σειρά: | New Economic Windows,
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Introduction
- Fundamentals
- Stylized facts: Scaling Law and Clustering Behavior
- Fluctuation Phenomena: Leverage Could be Positive and Negative
- Herd Behavior: Beyond the Known Ruinous Role
- Contrarian Behavior: Beyond the Known Helpful Role
- Hedge Behavior: Statistical Equivalence of Different Systems
- Cooperation: Spontaneous Emergence of the Invisible Hand
- Business Cycles: Competition between Suppliers and Consumers
- Partial Information: Equivalent to Complete Information
- Risk Management: Unusual Risk-Return Relationship
- Prediction: Pure Technical Analysis Might not Work Satisfactorily
- Summary and outlook
- Appendix. .