The effects of intelligence on price discovery and market efficiency

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@Article{Yeh2008613,

• author = "Chia-Hsuan Yeh",
• title = "The effects of intelligence on price discovery and market efficiency",
• journal = "Journal of Economic Behavior \& Organization",
• volume = "68",
• number = "3-4",
• pages = "613--625",
• year = "2008",
• month = dec,
• keywords = "genetic algorithms, genetic programming, Intelligence, Speculation, Artificial stock market, Agent-based modeling",
• ISSN = "0167-2681",
• broken = "http://www.sciencedirect.com/science/article/B6V8F-4SYTC56-1/2/ddc312455211b726d20cdcb236cfc8c2",
• DOI = "doi:10.1016/j.jebo.2008.07.002",
• size = "13 pages",
• abstract = "The influence of speculation on market performance has long been discussed. Under the framework of bounded rationality in which traders are endowed with different intelligence levels in terms of different learning styles or different representations of intelligence, we examine the effects of traders' intelligence on price discovery based on intraday data, and market efficiency. We find that intelligence does help improve market performance. However, the influence of different intelligence levels on the market crucially depends on the characteristics of learning styles or the representation of intelligence.",
• notes = "Department of Information Management, Yuan Ze University, Chungli, Taoyuan 320, Taiwan",

}

Genetic Programming entries for Chia Hsuan Yeh

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