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Asset price and wealth dynamics in a financial market with heterogeneous agents
16 references·8 citing·39 second hop
Asset price and wealth dynamics in a financial market with heterogeneous agents (2006)Asset price and wealth dynamics in a fina…Chapter 24 Agent-based Computational Finance (2006)Chapter 24 Agent-based Comput…Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 23 Heterogeneous Agen…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…The price dynamics of common trading strategies (2002)The price dynamics of common …Strategic Asset Allocation (2002)Strategic Asset AllocationMarket microstructure: A survey (2000)Market microstructure: A surv…The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)The socio-economic dynamics o…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessThe Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…An Analysis of Changes in Specialist Inventories and Quotations (1993)An Analysis of Changes in Spe…Bulls, bears and market sheep (1990)Bulls, bears and market sheepAgent-based Computational Finance (1989)Agent-based Computational Fin…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Essays in Positive Economics. (1954)Essays in Positive Economics.Essays in Positive Economics (1954)Essays in Positive EconomicsPerceived climate risk and stock prices: An empirical analysis of pricing effects (2024)Perceived climate risk and st…From standard to evolutionary finance: a literature survey (2018)From standard to evolutionary…An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (2017)An analysis of the effect of …Application of the consensus method in a multiagent financial decision support system (2015)Application of the consensus …Do price limits hurt the market? (2013)Do price limits hurt the mark…From discrete to continuous time evolutionary finance models (2010)From discrete to continuous t…Examining the effectiveness of price limits in an artificial stock market (2010)Examining the effectiveness o…Complex Evolutionary Systems in Behavioral Finance (2008)Complex Evolutionary Systems …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)The Use of Knowledge in Society (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Negative bubbles and shocks in cryptocurrency markets (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Asset Prices in an Exchange Economy (1978)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Common risk factors in the returns on stocks and bonds (1993)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Corporate Bond Market Transaction Costs and Transparency (2007)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)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)A Competency-Based Model of Sustainable Competitive Advantage: Toward a Conceptual Integration (1992)The Resource-Advantage Theory of Competition: Dynamics, Path Dependencies, and Evolutionary Dimensions (1996)Drivers of Environmental Behaviour in Manufacturing SMEs and the Implications for CSR (2006)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 1954Essays in Positive Economics1,215 cited
  • 2000Market microstructure: A survey1,133 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 1989Agent-based Computational Finance693 cited
  • 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
  • 1990Bulls, bears and market sheep619 cited
  • 2006Chapter 23 Heterogeneous Agent Models in Economics and Finance542 cited
  • 2002The price dynamics of common trading strategies475 cited
  • 2006Chapter 24 Agent-based Computational Finance463 cited
  • 1993An Analysis of Changes in Specialist Inventories and Quotations431 cited

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Cited by

  • 2010Examining the effectiveness of price limits in an artificial stock market70 cited
  • 2008Complex Evolutionary Systems in Behavioral Finance49 cited
  • 2017An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets44 cited
  • 2015Application of the consensus method in a multiagent financial decision support system39 cited
  • 2013Do price limits hurt the market?28 cited
  • 2010From discrete to continuous time evolutionary finance models27 cited
  • 2018From standard to evolutionary finance: a literature survey27 cited
  • 2024Perceived climate risk and stock prices: An empirical analysis of pricing effects22 cited