arXiv (All)
open access
Mean-field equilibrium of heterogeneous agents under market impact
Although market participants generally have access to a common information set, they make decisions based on forecasts formed over heterogeneous horizons. Because market impact depends on aggregate positions rather than trader identities, these decisions feed back into prices through their collectiv
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity#612808
- Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity#611331
- Media Frenzies in Markets for Financial Information#942232
- Information Markets and the Comovement of Asset Prices#942725
- Understanding Market Behavior: The Psychological Forces Driving Financial Decisions#643311
Record · ID 925479
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive