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Short and Long Term Investor Synchronization Caused by Decoupling

Title: Short and Long Term Investor Synchronization Caused by Decoupling.
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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
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