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Adaptive Learning in Financial Markets
16 references·3 citing·34 second hop
Adaptive Learning in Financial Markets (1999)Adaptive Learning in Financial MarketsEvolutionary Game Theory (2011)Evolutionary Game TheoryStock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Evolutionary Games and Equilibrium Selection (1998)Evolutionary Games and Equili…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Bounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Bounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Evolutionary stable strategies and game dynamics (1978)Evolutionary stable strategie…Essays in Positive Economics. (1954)Essays in Positive Economics.AI-Powered Trading, Algorithmic Collusion, and Price Efficiency (2023)AI-Powered Trading, Algorithm…Learning, information processing and order submission in limit order markets (2015)Learning, information process…Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita (2008)Capitalizing on Catastrophe: …Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Evolution and the Theory of Games (1982)The Evolution of Cooperation (1985)Evolutionary Games and Population Dynamics (1998)The Stag Hunt and the Evolution of Social Structure (2003)Coevolutionary games—A mini review (2009)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The New Institutionalism: Organizational Factors in Political Life (1983)Economic Reform and the Process of Global Integration (1995)The Nature of Theory in Information Systems1 (2006)Learning, Mutation, and Long Run Equilibria in Games (1993)A simple rule for the evolution of cooperation on graphs and social networks (2006)Evolutionary games on graphs (2007)Prospect Theory and Asset Prices (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1978Evolutionary stable strategies and game dynamics3,463 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 2011Evolutionary Game Theory2,854 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1998Evolutionary Games and Equilibrium Selection

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807 cited

Cited by

  • 2015Learning, information processing and order submission in limit order markets32 cited
  • 2008Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita32 cited
  • 2023AI-Powered Trading, Algorithmic Collusion, and Price Efficiency28 cited