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Network structure and N-dependence in agent-based herding models
16 references·3 citing·41 second hop
Network structure and N-dependence in agent-based herding models (2008)Network structure and N-dependence in age…Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers (2005)Thy Neighbor's Portfolio: Wor…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Estimation of Agent-Based Mod…EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES (2001)EXPECTATION BUBBLES IN A SPIN…HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)HERD BEHAVIOR AND AGGREGATE F…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Real and Spurious Long-Memory…Real and Spurious Long-Memory Properties of Stock-Market Data (1998)Real and Spurious Long-Memory…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…How popular is your paper? An empirical study of the citation distribution (1998)How popular is your paper? An…A Rational Route to Randomness (1997)A Rational Route to RandomnessThe econometrics of financial markets (1996)The econometrics of financial…Ants, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…A long memory property of stock market returns and a new model (1993)A long memory property of sto…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Networks of Scientific Papers (1965)Networks of Scientific PapersBig data tools for Islamic financial analysis (2020)Big data tools for Islamic fi…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…Financial crises and interacting heterogeneous agents (2010)Financial crises and interact…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Scaling of the distribution of fluctuations of financial market indices (1999)Statistical properties of the volatility of price fluctuations (1999)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Human behavior and the principle of least effort (1949)The Asymptotic Theory of Extreme Order Statistics (1990)Power laws, Pareto distributions and Zipf's law (2005)Power-Law Distributions in Empirical Data (2009)Power-law distributions in empirical data (2018)Little Science, Big Science (1963)Citation Analysis as a Tool in Journal Evaluation (1972)Searching for intellectual turning points: Progressive knowledge domain visualization (2004)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Geography of Equity Analysis (2005)Sell Side School Ties (2008)Information: Hard and Soft (2018)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 24 Agent-based Computational Finance (2006)
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2001
EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES
197 cited

Cited by

  • 2010Financial crises and interacting heterogeneous agents86 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
  • 2020Big data tools for Islamic financial analysis26 cited