1. Home
  2. Journals
  3. Journal of Economics and Statistics
  4. Fake News and Asset Price...
Sarah Mignot
;
Paolo Pellizzari
;
Frank Westerhoff

fake news and asset price dynamics - simulation code

Simulation code for the paper “Fake News and Asset Price Dynamics” by Sarah Mignot, Paolo Pellizzari and Frank Westerhoff, Jahrbücher für Nationalökonomie und Statistik (Journal of Economics and Statistics). The simulation code allows the replication of the basic model dynamics and the computation of some summary statistics used in the paper. The code rests on Mathematica 14.0.

Data and Resources

Suggested Citation

export
Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank (2024): Fake News and Asset Price Dynamics - Simulation Code. Version: 1. Journal of Economics and Statistics. Dataset. http://dx.doi.org/10.15456/jbnst.2024184.0952206499

Related Publication

Mignot, S., Pellizzari, P., Westerhoff, F. (2024). Fake News and Asset Price Dynamics. Jahrbücher für Nationalökonomie und Statistik, 244(4). doi: 10.1515/jbnst-2024-0019