Clarification of the price fluctuation mechanism in financial markets: Disparity in forecast accuracy among investors and asset price fluctuations

研究成果: Article査読

2 被引用数 (Scopus)

抄録

This research analysed the impact of the disparity in forecast accuracy among investors in the financial markets. This analysis has found the following interesting phenomena: 1 depending on market environments, investors with good forecast accuracy do not always survive in the market 2 where the performance measurement period is short, there may be a negative influence such as deviation from the fundamental value of trading prices. These results suggest the need for examining various factors when considering the impact of information technologies such as the text mining technique on financial markets, and are of great significance from both practical and academic viewpoints.

本文言語English
ページ(範囲)250-258
ページ数9
ジャーナルInternational Journal of Computer Applications in Technology
38
4
DOI
出版ステータスPublished - 2010 8

ASJC Scopus subject areas

  • ソフトウェア
  • 情報システム
  • コンピュータ サイエンスの応用
  • コンピュータ ネットワークおよび通信
  • 産業および生産工学
  • 電子工学および電気工学

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