Exploring Contrarian Degree in the Trading Behavior of China's Stock Market
We study the contrarian and trend-following trading behavior of market timers in China's stock market. Using a network model to describe interpersonal relationships, we deploy the Ising model to capture trading strategies for both contrarians and followers. With empirical data of China's s...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Wiley
2019-01-01
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Series: | Complexity |
Online Access: | http://dx.doi.org/10.1155/2019/1678086 |
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