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October 10, 2025Journal of Global Information ManagementOpen Access

An Agent-Based Computational Finance Simulation Model to Study Market Efficiency

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Authors

WFWei FengKSKeng SiauWLWee‐Yeap Lau

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Overview

Simulation modeling shows T+0 improves price discovery and liquidity in financial markets, indicating how investor behavior affects market dynamics.

Key Points

  • T+0 improves price discovery, deepens liquidity, and reduces transaction costs, enhancing overall market efficiency.
  • Results indicate transaction models with T+0 yield better outcomes than T+1 in terms of liquidity and cost efficiency.
  • Agent-based computational finance models heterogeneous investors, incorporating behavioral logics like ESG preferences and volatility thresholds.
  • The simulation provides a scalable method for assessing sustainability-aligned policy reforms in diverse institutional settings.

Cite This Study

Feng et al. (2025) studied this question.

synapsesocial.com/papers/68e861a57ef2f04ca37e4568https://doi.org/10.4018/jgim.390795
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