Emergence of overconfidence investor in financial markets

Hiroshi Takahashi, Takao Terano

研究成果: Conference contribution

3 被引用数 (Scopus)

抄録

This research utilizes the Agent-Based Model to clarify microscopic and macroscopic links between investor behavior and price fluctuations in the financial market. This analysis places focus on the role that investors' overconfidence plays in the financial market. As a result of this analysis, it has been found that overconfident investors are generated in a bottom-up fashion in the market.

本文言語English
ホスト出版物のタイトルProceedings of the 9th Joint Conference on Information Sciences, JCIS 2006
DOI
出版ステータスPublished - 2006
外部発表はい
イベント9th Joint Conference on Information Sciences, JCIS 2006 - Taiwan, ROC, Taiwan, Province of China
継続期間: 2006 10月 82006 10月 11

出版物シリーズ

名前Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006
2006

Other

Other9th Joint Conference on Information Sciences, JCIS 2006
国/地域Taiwan, Province of China
CityTaiwan, ROC
Period06/10/806/10/11

ASJC Scopus subject areas

  • 工学(全般)

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