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Uncertainty about fundamentals and herding behavior in the FOREX market
16 references·2 citing·32 second hop
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this work references cited by second hop

References

  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,658 cited
  • 1993A long memory property of stock market returns and a new model3,282 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 2010A Long Memory Property of Stock Market Returns and a New Model983 cited
  • 1996Modeling volatility persistence of speculative returns: A new approach818 cited
  • 1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market347 cited
  • 1983Exchange-Rate Dynamics308 cited

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2004
Exchange rate puzzles: A tale of switching attractors
258 cited

Cited by

  • 2019Imitative (herd) behaviour in direction decision-making hinders efficiency of crowd evacuation processes83 cited
  • 2017Social dynamics in emergency evacuations: Disentangling crowd’s attraction and repulsion effects70 cited