On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis

B-Tier

Journal: Journal of Economic Behavior and Organization

Year: 2002

Volume: 49

Issue: 2

Pages: 217-239

Authors (2)

Chen, Shu-Heng (National Chengchi University) Yeh, Chia-Hsuan (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count