Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

MULTIASSET MARKET DYNAMICS

10 references·16 citing·39 second hop

FromToDepth

this work references cited by second hop

References

1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
1997The Econometrics of Financial Markets5,007 cited
1997A Rational Route to Randomness1,724 cited
1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
1992The use of technical analysis in the foreign exchange market1,071 cited
2013Journal of Economic Dynamics and Control864 cited
2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
1990Bulls, bears and market sheep619 cited
2002The price dynamics of common trading strategies475 cited
1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited

Cited by

2009Heterogeneity, Market Mechanisms, and Asset Price Dynamics206 cited
2005The effectiveness of Keynes–Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach205 cited
2006Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework119 cited
2007Power-law behaviour, heterogeneity, and trend chasing102 cited
2008Using an artificial financial market for assessing the impact of Tobin-like transaction taxes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

87 cited

2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis84 cited

2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders83 cited

2017Herding behaviour and volatility clustering in financial markets82 cited

2009Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates80 cited

2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.69 cited

2009Exchange Rate Dynamics: A Nonlinear Survey68 cited

2005The Dynamic Interaction of Speculation and Diversification61 cited

2004Exchange rate dynamics, central bank interventions and chaos control methods60 cited

2014Speculative behavior and the dynamics of interacting stock markets59 cited

2008Complex Evolutionary Systems in Behavioral Finance49 cited

2012An Evolutionary CAPM Under Heterogeneous Beliefs45 cited