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Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006
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Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. 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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2001Discrete Choice with Social Interactions1,679 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1993The Statistical Mechanics of Strategic Interaction1,405 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1999Time series properties of an artificial stock market729 cited
  • 1989

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Agent-based Computational Finance
693 cited

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  • 2011Identification of Models of the Labor Market72 cited
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  • 2013The Bubble Game: An Experimental Study of Speculation69 cited
  • 2012A Foundation for Markov Equilibria in Sequential Games with Finite Social Memory47 cited
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  • 2014DOES THE BUDGET DEFICIT CROWD-OUT PRIVATE CREDIT FROM THE BANKING SECTOR? THE CASE OF EGYPT*32 cited
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  • 2015HOUSEHOLD INTERACTION AND THE LABOR SUPPLY OF MARRIED WOMEN16 cited
  • 2011Dissecting the Chilean export boom13 cited
  • 2021Is learning by exporting technology specific? Evidence from Chinese firms12 cited
  • 2017Price-cost margins and firm size under monopolistic competition: The case of IES preferences9 cited
  • 2009A simple test for the violation of the non-satiation axiom under uncertainty: The theory0 cited