This paper intends to contribute the literature on determinants of exchange rate fluctuations. We build an agent-based model inspired by behavioral finance and empirical surveys about behavior foreign professionals. In our artificial economy, traders allocate their wealth across heterogeneous assets based expectations interest Fundamentalists use both fundamental technical signals, but overweig...

For decades, the advent of behavioural finance has challenged market theories. The latter been subject many criticisms from advocates behavioral especially with regard to rationality investors. Indeed, recent studies have shown that investors are bias arising their own daily behaviour, which can distort investment decisions. This article is intended be a study different factors affecting decisi...

In recent years, studying stock markets using multi-agent based models has grow into an important research area due to the fact that this line of attack replicates the nature of the financial market where varied traders with a mixture of expectations and diverse points of rationality network with each other through the market. The main aim of this paper is to include selected finding from behav...

This study attempts to discover and evaluate the predictive power of stock micro blog sentiment on future stock price directional movements. We construct a set of robust models based on sentiment analysis and data mining algorithms. Using 72,221 micro blog postings for 1909 stock tickers and 3874 distinct authors, our study reveals not only that stock micro blog sentiments do have predictive po...

Pecking order models of international finance suggest that countries should become less reliant on international bank lending as they develop. Reduced information costs are one of the factors behind this trend towards disintermediation. This paper presents a simple model on the choice between bank debt and bond finance which builds on Rajan (1992), and it uses two new datasets to test the impli...

entrepreneurship culture and organizational citizenship behavior (o.c.b) are two important behavioral issues that has important role in organizational behavior management theories field today. this two issues, have many concepts in common, and it seems that they are inter influential. with regard to these two important behavioral components, are had tried to define the issues clearly and their ...

Agent-based computational models represent a big challenge in many disciplines. A vital approach receiving much interest is agent-based models, which gives a new area providing some ways to tackle some of the restrictions of the analytical models in finance. The aim of our research is to contribute to the behavioral finance and agent-based artificial markets by studying their market-wise implic...