Investor Sentiment in an Artificial Limit Order Market

This paper examines the under/overreaction effect driven by sentiment belief in an artificial limit order market when agents are risk averse and arrive in the market with different time horizons. We employ agent-based modeling to build up an artificial stock market with order book and model a type o...

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Main Authors: Lijian Wei, Lei Shi
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2020/8581793
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author Lijian Wei
Lei Shi
author_facet Lijian Wei
Lei Shi
author_sort Lijian Wei
collection DOAJ
description This paper examines the under/overreaction effect driven by sentiment belief in an artificial limit order market when agents are risk averse and arrive in the market with different time horizons. We employ agent-based modeling to build up an artificial stock market with order book and model a type of sentiment belief display over/underreaction by following a Bayesian learning scheme with a Markov regime switching between conservative bias and representative bias. Simulations show that when compared with classic noise belief without learning, sentiment belief gives rise to short-term intraday return predictability. In particular, under/overreaction trading strategies are profitable under sentiment beliefs, but not under noise belief. Moreover, we find that sentiment belief leads to significantly lower volatility, lower bid-ask spread, and larger order book depth near the best quotes but lower trading volume when compared with noise belief.
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publisher Wiley
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series Complexity
spelling doaj-art-c0bcdd25a3024c659754f47edfebd2572025-08-20T02:19:22ZengWileyComplexity1076-27871099-05262020-01-01202010.1155/2020/85817938581793Investor Sentiment in an Artificial Limit Order MarketLijian Wei0Lei Shi1Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou 510275, ChinaMacquarie Business School, Department of Applied Finance, Macquarie University, Sydney, NSW 2109, AustraliaThis paper examines the under/overreaction effect driven by sentiment belief in an artificial limit order market when agents are risk averse and arrive in the market with different time horizons. We employ agent-based modeling to build up an artificial stock market with order book and model a type of sentiment belief display over/underreaction by following a Bayesian learning scheme with a Markov regime switching between conservative bias and representative bias. Simulations show that when compared with classic noise belief without learning, sentiment belief gives rise to short-term intraday return predictability. In particular, under/overreaction trading strategies are profitable under sentiment beliefs, but not under noise belief. Moreover, we find that sentiment belief leads to significantly lower volatility, lower bid-ask spread, and larger order book depth near the best quotes but lower trading volume when compared with noise belief.http://dx.doi.org/10.1155/2020/8581793
spellingShingle Lijian Wei
Lei Shi
Investor Sentiment in an Artificial Limit Order Market
Complexity
title Investor Sentiment in an Artificial Limit Order Market
title_full Investor Sentiment in an Artificial Limit Order Market
title_fullStr Investor Sentiment in an Artificial Limit Order Market
title_full_unstemmed Investor Sentiment in an Artificial Limit Order Market
title_short Investor Sentiment in an Artificial Limit Order Market
title_sort investor sentiment in an artificial limit order market
url http://dx.doi.org/10.1155/2020/8581793
work_keys_str_mv AT lijianwei investorsentimentinanartificiallimitordermarket
AT leishi investorsentimentinanartificiallimitordermarket