A ratonal route to randomness

Article Abstract:

Adaptively rational equilibrium is a concept that may be used to describe the adaptive behavior of agents concerning predictors with respect to time. The concept is effective for determining the evolution of decision-making processes as this may be used for markets where there is choice between naive and rational expectations and where the there are positive information costs for rational expectations.

Econometrics & Model Building, Research, Models, Econometrics, Statistics, Statistics (Data), Business cycles, Business models, Numbers, Random, Random numbers

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Institutional architectures and behavioral ecologies in the dynamics of financial markets

Article Abstract:

The properties of financial market dynamics under different trading protocols are examined. An empirical analysis of statistical properties of daily data from the world's major stock exchanges is presented. A comparative analysis of different market phases characterized by different trading protocols is presented.

United Kingdom, Security and commodity exchanges, Stock-exchange, Stock exchanges, Financial markets

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