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Modeling investor behavior
15 references·2 citing·54 second hop
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(1936)An Evolutionary Theory of Economic Change (1983)Noise Trader Risk in Financial Markets (1990)Time series properties of an artificial stock market (1999)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Heterogeneous Agent Models in Economics and Finance (2005)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Individual Choice Behavior: A Theoretical Analysis. (1960)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Discrete Choice Analysis: Theory and Application to Travel Demand. 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References

  • 1992ARCH modeling in finance4,288 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2003A latent class model for discrete choice analysis: contrasts with mixed logit1,894 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2003BIOGEME: a free package for the estimation of discrete choice models884 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 1990Bulls, bears and market sheep619 cited
  • 2004Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects523 cited
  • 2004Predicting Firm Financial Distress: A Mixed Logit Model377 cited
  • 2001Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference374 cited
  • 2001Extended discrete choice models : integrated framework, flexible error structures, and latent variables359 cited
  • 2001Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market268 cited
  • 1987Discrete Choice Analysis: Theory and Application to Travel Demand193 cited
  • 2007An Epidemic Model of Investor Behavior170 cited
  • 1994

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Predicting corporate bankruptcy and financial distress: Information value added by multinomial logit models
119 cited

Cited by

  • 2016Asset valuation impact of investor sentiment: A revised Fama–French five-factor model21 cited
  • 2011New Challenges in Disaggregate Behavioral Modeling: Emotions, Investments and Mobility3 cited