シミュレーションによるインデックス投資の市場価格形成への影響分析

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  • Impact Analysis of Index Investments on Market Price Formation via Simulation

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<p>In this paper, we modeled stock markets to investigate the effect of index investing on stock price formation. We showed that index investing has little effect on stock price formation in our stock markets model by analyzing results from experiments with various market settings.</p>

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