Tipus de document: info:eu-repo/semantics/other
DOI: 10.5281/zenodo.50429
Publicacions relacionades: Gutiérrez-Roig, M., Segura, C., Duch, J., & Perelló, J. (2016). Market imitation and win-stay lose-shift strategies emerge as unintended patterns in market direction guesses. PLOS ONE, 11(8), e0159078. https://doi.org/10.1371/journal.pone.0159078
Grup de recerca: Network and Data Science
Departament: Enginyeria Informàtica i Matemàtiques
Autor: Duch, Jordi
Data alta repositori: 2016-04-25
Acció del programa de finançament: This work was partially supported by MINECO (Spain) through grants FIS2013-47532-C3-1-P (JD), FIS2013-47532-C3-2-P (JP); by Generalitat de Catalunya (Spain) through Complexity Lab Barcelona (contract no. 2014 SGR 608, JP and MGR) and through Secretaria d’Universitats i Recerca (contract no. 2013 DI 49, JD); by Fundación Española para la Ciencia y la Tecnología (FECYT) through the Barcelona Citizen Science Office project of the Barcelona Lab programme; and by the EU through FET-Proactive Project MULTIPLEX (contract no. 317532, JD).
Any de publicació de la dataset: 2016
Matèria: Economia
Identificador del investigador: 0000-0003-2639-6333
DOI de la publicació relacionada: 10.1371/journal.pone.0159078
Idioma: en
Publicat per (editora): Universitat Rovira i Virgili (URV)
Drets d'accés: info:eu-repo/semantics/openAccess
Resum: The data stored here come from a lab-in-the-field experiment, called Mr. Banks, where volunteers are given a controlled set of financial information -based on real data from worldwide financial indices- and they are required to guess whether the market price would go up or down in each situation. Data is used to explore basic statistical traits, behavioural biases and emerging strategies. More details can be found in the following publication:
Repositori URV