Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/36789
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dc.contributor.authorLadley, Daniel-
dc.contributor.authorJackson, A.-
dc.date.accessioned2016-02-18T12:22:20Z-
dc.date.issued2016-02-17-
dc.identifier.citationInternational Review of Financial Analysis 2016, 47, pp. 270–280en
dc.identifier.issn1057-5219-
dc.identifier.urihttp://www.sciencedirect.com/science/article/pii/S1057521916300151en
dc.identifier.urihttp://hdl.handle.net/2381/36789-
dc.descriptionThe file associated with this record is under a 36-month embargo from publication in accordance with the publisher's self-archiving policy. The full text may be available through the publisher links provided above.en
dc.description.abstractTechnical trading strategies make profits by identifying and exploiting patterns in market prices—patterns generated by the interaction of market participants. Using a model market populated by individuals using a range of trading rules we show that the presence of technical traders may be beneficial, in some cases reducing volatility and increasing price efficiency. In particular, contrarian traders who base their decisions on high frequency data have the largest positive effect. It is also found that if technical traders condition their actions using ‘real time’ information, they partially emulate arbitrageurs and make positive profits.en
dc.language.isoenen
dc.publisherElsevieren
dc.rightsCopyright © 2015 Published by Elsevier Inc. This manuscript version is made available after the end of the embargo period under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ en
dc.subjectTechnical trading rulesen
dc.subjectartificial marketen
dc.subjectagent based modelen
dc.subjectmarket ecologyen
dc.titleMarket Ecologies : The Effect of Information on the Interaction and Profitability of Technical Trading Strategiesen
dc.typeJournal Articleen
dc.identifier.doi10.1016/j.irfa.2016.02.007-
dc.description.statusPeer-revieweden
dc.description.versionPost-printen
dc.type.subtypeArticle-
pubs.organisational-group/Organisationen
pubs.organisational-group/Organisation/COLLEGE OF SOCIAL SCIENCES, ARTS AND HUMANITIESen
pubs.organisational-group/Organisation/COLLEGE OF SOCIAL SCIENCES, ARTS AND HUMANITIES/Department of Economicsen
dc.rights.embargodate2019-02-17-
dc.dateaccepted2016-02-10-
Appears in Collections:Published Articles, Dept. of Economics

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