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Coordination of Expectations in Asset Pricing Experiments · Study

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PreprintCoordination of Expectations in Asset Pricing Experiments

Cars Hommes2003

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Preprintgreen2003

Coordination of Expectations in Asset Pricing Experiments

Cars Hommes · Joep Sonnemans A · Jan Tuinstra B · Henk van de Velden

108 citations·0/0 files stored·SSRN Electronic Journal

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Economic theories and models Financial Markets and Investment Strategies Experimental Behavioral Economics Studies

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References

2012The Econometrics of Financial Markets 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets 2001Contagion as a Wealth Effect 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations 1990Speculative Prices and Popular Models 2001Financial markets as nonlinear adaptive evolutionary systems 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.

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2008Complex Evolutionary Systems in Behavioral Financepreprint · 10 shared references 2004Coordination of Expectations in Asset Pricing Experimentsarticle · 6 shared references 2007Expectations and bubbles in asset pricing experimentsarticle · 6 shared references 2009Complex Evolutionary Systems in Behavioral Financechapter · 6 shared references 2010Positive expectations feedback experiments and number guessing games as models of financial marketsarticle · 5 shared references 2005Heterogeneous Agent Models in Economics and Financepreprint · 4 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations108

Files0 public / 0

ShelfEconomic theories and models

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doi10.2139/ssrn.384780

openalex_workW2138617543

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