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An empirical examination of heterogeneity and switching in foreign exchange markets
16 references·1 citing·32 second hop
An empirical examination of heterogeneity and switching in foreign exchange markets (2013)An empirical examination of heterogeneity…The Behavior of Individual Investors (2013)The Behavior of Individual In…Behavioral heterogeneity in stock prices (2007)Behavioral heterogeneity in s…The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations (2004)The Theory of Rationally Hete…Coordination of Expectations in Asset Pricing Experiments (2004)Coordination of Expectations …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 RandomnessExchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Charts, Noise and Fundamental…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Judgment Under Uncertainty: Heuristics and Biases. (1984)Judgment Under Uncertainty: H…Judgment under uncertainty: Heuristics and biases (1982)Judgment under uncertainty: H…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Fundamental determinants of exchange rate expectations (2024)Fundamental determinants of e…Expectations and Exchange Rate Dynamics (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)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)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Elaboration Likelihood Model of Persuasion (1986)Ethical Decision Making by Individuals in Organizations: An Issue-Contingent Model (1991)Differences between entrepreneurs and managers in large organizations: Biases and heuristics in strategic decision-making (1997)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Those Who Understand: Knowledge Growth in Teaching (1986)Advances in prospect theory: Cumulative representation of uncertainty (1992)The weirdest people in the world? (2010)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1984Judgment Under Uncertainty: Heuristics and Biases.5,656 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1982Judgment under uncertainty: Heuristics and biases3,643 cited
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  • 1997A Rational Route to Randomness1,724 cited
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  • 2007Behavioral heterogeneity in stock prices446 cited
  • 2004The Theory of Rationally Heterogeneous Expectations: Evidence from Survey Data on Inflation Expectations437 cited
  • 2004Coordination of Expectations in Asset Pricing Experiments

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404 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market394 cited
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    • 2024Fundamental determinants of exchange rate expectations17 cited