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Examining the effectiveness of price limits in an artificial stock market
16 references·3 citing·37 second hop
Examining the effectiveness of price limits in an artificial stock market (2010)Examining the effectiveness of price limi…The Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…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…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Allocative Efficiency of Mark…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Judgement under Uncertainty: Heuristics and Biases (1983)Judgement under Uncertainty: …Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Models of Man. (1959)Models of Man.Computational Experiments for Complex Social Systems—Part I: The Customization of Computational Model (2021)Computational Experiments for…Sailing through the COVID-19 Crisis by Using AI for Financial Market Predictions (2020)Sailing through the COVID-19 …Improving the liquidity of China's carbon market: Insight from the effect of carbon price transmission under the policy release (2019)Improving the liquidity of Ch…The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multifactor Explanations of Asset Pricing Anomalies (1996)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)Concept Misformation in Comparative Politics (1970)The New Institutionalism: Organizational Factors in Political Life (1983)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Introduction: epistemic communities and international policy coordination (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Influence of Culture, Community, and the Nested‐Self in the Stress Process: Advancing Conservation of Resources Theory (2001)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1983Judgement under Uncertainty: Heuristics and Biases3,812 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1959Models of Man.3,558 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 2005Heterogeneous Agent Models in Economics and Finance

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745 cited
  • 1999Time series properties of an artificial stock market729 cited
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    • 2021Computational Experiments for Complex Social Systems—Part I: The Customization of Computational Model33 cited