The Interacting Behavior of Short- and Long-memory Investors in Agent-based Model

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The Interacting Behavior of Short- and Long-memory Investors in Agent-based Model

Standard financial theories believe that the market price has included all information available and the past price cannot be used to forecast future price. However, in the real world, investors who use different lengths of past information to determine their investment are usually able to beat the...

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Bibliographic Details
Main Author:	Tan, Duoduo
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Online Access:	https://eprints.nottingham.ac.uk/21060/

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