Economics, Econometrics and Finance
8 years ago

Artificial stock market study reveals how trading rules impact market volatility.

RePEc: Research Papers in Economics
The Evolution of Trading Rules in an Artificial Stock Market
Mark Howard

Paper Summary

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The article explores how different types of traders in a simulated stock market can affect price fluctuations. Some traders follow fundamental analysis, while others use technical trading rules. The study shows that when market volatility increases, technical trading can become more profitable than fundamental trading, leading to periods where technical trading dominates the market.