Fundamentalists in the cryptocurrency markets

被引:1
作者
Cheng, Po-Keng [1 ]
Lin, Chinho [2 ]
机构
[1] Natl Taipei Univ, Dept Finance & Cooperat Management, New Taipei, Taiwan
[2] Feng Chia Univ, Dept Econ, Taichung 407102, Taiwan
关键词
Bitcoin; agent-based model; noise traders; fundamentalists; speculative bubbles; BITCOIN; INEFFICIENCY; SENTIMENT;
D O I
10.1080/13504851.2022.2140104
中图分类号
F [经济];
学科分类号
02 ;
摘要
In this study, we apply an interactive agent-based model to investigate fundamentalists and positive-feedback traders behaviours in cryptocurrency markets. Our results suggested that fundamentalists pushed up cryptocurrency prices in some past periods. In addition, the cryptocurrency markets are unstable and agitated.
引用
收藏
页码:535 / 544
页数:10
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