Rebecca Westphal

ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

PhD Student

Weinbergstrasse 56/58

Zurich, 8092

Switzerland

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model

Swiss Finance Institute Research Paper No. 19-29
Number of pages: 38 Posted: 07 Jul 2019
Rebecca Westphal and Didier Sornette
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
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Abstract:

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financial bubbles, agent-based model, arbitrageurs, prediction, noise traders, fundamen- talists, market impact