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Evolution of trading strategies in a market with heterogeneously informed agents
16 references·0 citing·51 second hopsampled
Evolution of trading strategies in a market with heterogeneously informed agents (2011)Evolution of trading strategies in a mark…Impact of ETF inception on the valuation and trading of component stocks (2008)Impact of ETF inception on th…Value of analyst recommendations: International evidence (2006)Value of analyst recommendati…Is more information always better? (2006)Is more information always be…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective (2003)Estimating the Returns to Ins…Is the Usefulness Approach Useful? Some Reflections on the Utility of Public Information (2001)Is the Usefulness Approach Us…Contemporary Issues in Accounting Regulation (2001)Contemporary Issues in Accoun…VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Herd behavior, bubbles, and crashes (1993)Herd behavior, bubbles, and c…Informed Speculation and Hedging in a Noncompetitive Securities Market (1992)Informed Speculation and Hedg…Insider Trading, Liquidity, and the Role of the Monopolist Specialist (1989)Insider Trading, Liquidity, a…Information Diversity and Market Behavior (1982)Information Diversity and Mar…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Agent-based Computational Finance (1989)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Negative bubbles and shocks in cryptocurrency markets (2016)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Measuring the Information Content of Stock Trades (1991)Learning to Be Overconfident (2001)Does Algorithmic Trading Improve Liquidity? (2011)Asset Prices in an Exchange Economy (1978)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure: A survey (2000)Presidential Address: Liquidity and Price Discovery (2003)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)A Rational Route to Randomness (1997)A simple framework for analysing bull and bear markets (2002)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Information and Competitive Price Systems (1976)The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (1977)The Use of Knowledge in Society (1996)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Common risk factors in the returns on stocks and bonds (1993)The Equity Share in New Issues and Aggregate Stock Returns (2000)Individual Investors and Local Bias (2010)Decoding Inside Information (2012)Initial Public Offerings and Underwriter Reputation (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Analysts, Industries, and Price Momentum (2006)The Value of Client Access to Analyst Recommendations (2006)Do Analysts Herd? An Analysis of Recommendations and Market Reactions (2009)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,068 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 2003Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective555 cited
  • 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist517 cited
  • 2006Value of analyst recommendations: International evidence296 cited
  • 1992Informed Speculation and Hedging in a Noncompetitive Securities Market222 cited
  • 1993Herd behavior, bubbles, and crashes204 cited
  • 2006Is more information always better?87 cited
  • 1982Information Diversity and Market Behavior85 cited
  • 2001Contemporary Issues in Accounting Regulation40 cited
  • 2001Is the Usefulness Approach Useful? Some Reflections on the Utility of Public Information28 cited

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  • 2008Impact of ETF inception on the valuation and trading of component stocks26 cited
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