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Short and Long Term Investor Synchronization Caused by Decoupling
| Title: | Short and Long Term Investor Synchronization Caused by Decoupling. |
 80 views 18 downloads |
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| Name(s): |
Roszczynska-Kurasinska, Magda, author Nowak, Andrzej, author Kamieniarz, Daniel, author Solomon, Sorin, author Andersen, Jørgen Vitting, author Sánchez, Angel, editor |
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| Type of Resource: | text | |
| Genre: | Article | |
| Date Issued: | 2012-12-07 | |
| Summary: | The dynamics of collective decision making is not yet well understood. Its practical relevance however can be of utmost importance, as experienced by people who lost their fortunes in turbulent moments of financial markets. In this paper we show how spontaneous collective ‘‘moods’’ or ‘‘biases’’ emerge dynamically among human participants playing a trading game in a simple model of the stock market. Applying theory and computer simulations to the experimental data generated by humans, we are able to predict the onset of such moments before they actually happen. | |
| Identifier: | 10.1371/journal.pone.0050700 (doi), http://dx.plos.org/10.1371/journal.pone.0050700 (uri), FAUIR000040 (IID) | |
| Persistent Link to This Record: | http://purl.flvc.org/fau/fd/FAUIR000040 | |
| Use and Reproduction: | publisher | |
| Host Institution: | FAU | |
| Is Part Of: |
PLoS ONE. 1932-6203 |
