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First International Conference on Innovative Computing, Information and Control - Volume II (ICICIC'06)
Analysis on Appearance Reasons of the Positive Feedback Traders
Beijing, China
August 30-September 01
ISBN: 0-7695-2616-0
ASCII Text
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Shi An, Lei Wang, He Huang, "Analysis on Appearance Reasons of the Positive Feedback Traders," Innovative Computing ,Information and Control, International Conference on, vol. 2, pp. 478-482, First International Conference on Innovative Computing, Information and Control - Volume II (ICICIC'06), 2006.
 
 
BibTex
x
 
@article{ 10.1109/ICICIC.2006.236,
author = {Shi An and Lei Wang and He Huang},
title = {Analysis on Appearance Reasons of the Positive Feedback Traders},
journal ={Innovative Computing ,Information and Control, International Conference on},
volume = {2},
year = {2006},
isbn = {0-7695-2616-0},
pages = {478-482},
doi = {http://doi.ieeecomputersociety.org/10.1109/ICICIC.2006.236},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - Innovative Computing ,Information and Control, International Conference on
TI - Analysis on Appearance Reasons of the Positive Feedback Traders
SN - 0-7695-2616-0
SP478
EP482
A1 - Shi An,
A1 - Lei Wang,
A1 - He Huang,
PY - 2006
KW - null
VL - 2
JA - Innovative Computing ,Information and Control, International Conference on
ER -
 
Shi An, Harbin Institute of Technology, China
Lei Wang, Harbin Institute of Technology, China
He Huang, Harbin Institute of Technology, China
Positive feedback traders buy the asset when price is rising and sell it when price is falling. This type of speculation in short term will cause the violent fluctuation for a given asset price, and make great influence to the stabilization of the financial market. The price reaction model under the influence of noise traders is established by considering the influence which the investment cost and information arrival rate make to the arbitrage and asset price. We analyze the reasons and conditions why positive feedback traders are born from quantitative analysis.
Citation:
Shi An, Lei Wang, He Huang, "Analysis on Appearance Reasons of the Positive Feedback Traders," icicic, vol. 2, pp.478-482, First International Conference on Innovative Computing, Information and Control - Volume II (ICICIC'06), 2006
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