Research Article

The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange

Table 7

Price volatility.

Prices (p)NCoefficient of variation

No network effect10000.014
Barabási10000.032
Random10000.047
Small-world10000.050
Real data
Dow Jones33200.349
Small caps (Dow Jones)34090.341
Large caps (Dow Jones)34090.373