The influence of the time delay of information flow on an economy evolution. The stock market analysis

Details The influence of the time delay of information flow on an economy evolution. The stock market analysis The influence of the time delay of information flow on an economy evolution. The stock market analysis

2007-09-20

arxiv.org/abs/0709.3264v1

Physics

Physics and Society

10 pages, 6 figures, presented at APFA6, Lizbon 2007

Scientific paper

The decision process requires information about the present state of the system, but in economy acquiring data and processing them is an expensive and time consuming process. Therefore the state of the system is measured and announced at the end of the well defined time intervals. The model of a stock market coupled with an economy is investigated and the role of the length of the time delay of information flow investigated. It is shown that increasing the time delay leads to collective behavior of agents and oscillations of autocorrelations in absolute log-returns.

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