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Estimating the intensity of choice in a dynamic mutual fund allocation decision
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Estimating the intensity of choice in a dynamic mutual fund allocation decision (2008)Estimating the intensity of choice in a d…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (2018)Asset Pricing Under Endogenou…Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations (2004)The Theory of Rationally Hete…Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds (2004)Product Differentiation, Sear…Exchange rate puzzles: A tale of switching attractors (2004)Exchange rate puzzles: A tale…Are Investors Rational? Choices among Index Funds (2004)Are Investors Rational? Choic…HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER (2003)HETEROGENEOUS BELIEFS, RISK, …Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002)Heterogeneous Beliefs, Risk a…Time series properties of an artificial stock market (1999)Time series properties of an …Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…A Rational Route to Randomness (1997)A Rational Route to RandomnessA Dynamic Structural Model for Stock Return Volatility and Trading Volume (1996)A Dynamic Structural Model fo…Econometric Models of Probabilistic Choice (1981)Econometric Models of Probabi…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Investment decision-making process: heuristics and biases in South African based investment firms (2018)Investment decision-making pr…Empirical Validation of Agent-Based Models ✶ ✶We gratefully acknowledge the very detailed and careful comments by three anonymous reviewers. Very useful feedback and comments have also been provided by Robert Axtell, Herbert Dawid, Cees Diks, and Blake LeBaron. (2018)Empirical Validation of Agent…Estimating behavioural heterogeneity under regime switching (2012)Estimating behavioural hetero…Theory of the Consumption Function (1957)Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias (1991)Learning and Expectations in Macroeconomics (2001)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Asset Prices in an Exchange Economy (1978)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Noise Trader Risk in Financial Markets (1990)Textual analysis of stock market prediction using breaking financial news (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)The Econometrics of Financial Markets (2012)Conditional logit analysis of qualitative choice behavior (1972)Assessing the Costs and Benefits of Brokers in the Mutual Fund Industry (2009)Money Doctors (2014)The Price Ain’t Right? Hospital Prices and Health Spending on the Privately Insured* (2018)The Quarterly Journal of Economics (2024)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)The General Theory of Employment, Interest and Money. (1936)An Evolutionary Theory of Economic Change (1983)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Efficient Capital Markets: II (1991)Measuring Accessibility: An Exploration of Issues and Alternatives (1997)Understanding Social Preferences with Simple Tests (2002)Group Identity and Social Preferences (2009)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1981Econometric Models of Probabilistic Choice2,052 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
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  • 2004Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds616 cited
  • 2007Behavioral heterogeneity in stock prices446 cited
  • 2004The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations437 cited
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  • 2018Asset Pricing Under Endogenous Expectations in an Artificial Stock Market277 cited
  • 2004Exchange rate puzzles: A tale of switching attractors258 cited
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  • 2003HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER

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173 cited
  • 1996A Dynamic Structural Model for Stock Return Volatility and Trading Volume173 cited
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    • 2012Estimating behavioural heterogeneity under regime switching64 cited
    • 2018Empirical Validation of Agent-Based Models ✶ ✶We gratefully acknowledge the very detailed and careful comments by three anonymous reviewers. Very useful feedback and comments have also been provided by Robert Axtell, Herbert Dawid, Cees Diks, and Blake LeBaron.63 cited
    • 2018Investment decision-making process: heuristics and biases in South African based investment firms0 cited