Quantifying the concerns of Dimon and Buffett with data and computation

Oldham, Matthew

doi:10.1016/j.jedc.2020.103864

Cited by 3 publications

(1 citation statement)

References 36 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…No. Autor T de Goffman 1 Westerhoff (2006) 60,03 2 Oldham (2020) 56,01 3 Chen & Tokinaga (2004) 54,18 4 Benink (2010) 51,07 5 Mandes ( 2020 Na sequência, realiza-se uma análise da região em que estão as palavras de maior frequência relacionadas à temática principal -para cada um dos 52 artigos da amostra final. O Rank Words classifica as palavras por ordem decrescente de repetição.…”

Section: Tabela 4 -T De Goffmanunclassified

Artificial Stock Markets: A Literature Review

Castro¹,

Hadad²,

Jucá³

19th CONTECSI International Conference on Information Systems and Technology Management

View full text Add to dashboard Cite

This study aims to carry out a bibliometric analysis and systematic review of publications on artificial stock markets. The final sample consists of 52 articles. Such articles are obtained from the WoS and Scopus databases. Bibliometric analysis describes the frequency, citations and relationships between the main data of articles -authors, journals, keywords, etc. In addition, bibliometric laws are verified -Lotka (1926( ), Bradford (1934 and Zipf (1949). The bibliometric analysis is carried out using the Rstudio and Biblioshiny software. In turn, the systematic review seeks to identify knowledge gaps in the existing literature. This part of the research is still under development. The partial results of the research -resulting from the bibliometric analysis -indicate that the most prominent keywords are artificial stock market, genetic programming and agent-based modeling. Shu-Heng Chen appears as the most relevant author and co-author. When considering the institutions to which these authors are linked, it appears that the country with the largest number of published articles is China. However, the articles with the highest number of citations are linked to authors from institutions in the United States. The three bibliometric laws were confirmed.

show abstract

Section: Tabela 4 -T De Goffmanunclassified

Artificial Stock Markets: A Literature Review

Castro¹,

Hadad²,

Jucá³

19th CONTECSI International Conference on Information Systems and Technology Management

View full text Add to dashboard Cite

show abstract

Governance structure, technical change, and industry competition

Guerini

Harting

Napoletano

2022

Journal of Economic Dynamics and Control

View full text Add to dashboard Cite

W e develop a model to study the impact of corporate governance on firm investment decisions and industry competition. In the model, governance structure affects the distribution of shares among short-and long-term oriented investors, the robustness of the management regarding pos-sible stockholder interference, and the managerial remuneration scheme. A bargaining process between firm's stakeholders determines the optimal allocation of financial resources between real investments in R&D and financial investments in shares buybacks. W e characterize the relation between corporate governance and firm's optimal investment strategy and we study how different governance structures shape technical progress and the degree of competition over the industrial life cycle. Numerical simulations of a calibrated set-up of the model show that pooling together industries characterized by heterogeneous governance structures generate the welldocumented inverted-U shaped relation between competition and innovation.

show abstract

A Systematic Literature Review of the Impact of Complexity Theory on Applied Economics

Haynes

Alemna

2022

Economies

View full text Add to dashboard Cite

A systematic literature review is used to explore the relationship between complexity theory and economics. Broad search terms identify an unmanageable large number of hits. A more focused search strategy follows the PRISMA protocol and screens for Economics branded publications, and with key words for different applications of economics occurring in the abstract. This results in a distinct group of 247 publications. One hundred and twenty-two publications are excluded due to inclusion criteria or a lack of relevance. The remaining 113 are analysed for (1) use of complexity theory concepts, (2) types of methodology and methods, and (3) the applications for macro, meso, and micro issues. The publication with the greatest frequency of resulting articles is Complexity, closely followed by Ecological Economics. The highest annual citation ratio for a single article was 33.88. Complexity theory concepts included: non-linearity, system interactions, adaption, and resilience. Many developed a meso application, rather than solely focusing on macro or micro designs. Agent Based Models (ABMs) were popular, as were general systems models following the practice of the late system theorist, Donella Meadows. Applications were interdisciplinary and diverse, including world system models that linked macroeconomics to climate and sustainability, as contrast with micro and meso models trying to explain the complexity of agent-based behaviour on specific organisations or higher-level processes.

show abstract

Quantifying the concerns of Dimon and Buffett with data and computation

Cited by 3 publications

References 36 publications

Artificial Stock Markets: A Literature Review

Artificial Stock Markets: A Literature Review

Governance structure, technical change, and industry competition

A Systematic Literature Review of the Impact of Complexity Theory on Applied Economics

Contact Info

Product

Resources

About