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ArticleBooms, busts and behavioural heterogeneity in stock prices

Cars Hommes2017

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Articlebronze2017

Booms, busts and behavioural heterogeneity in stock prices

Cars Hommes · Daan in ׳t Veld

81 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Economic theories and models Complex Systems and Time Series Analysis

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References

1986Generalized autoregressive conditional heteroskedasticity 1990Noise Trader Risk in Financial Markets 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1998Costly Search and Mutual Fund Flows

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2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.2019Determinants of investor expectations and satisfaction. A study with financial professionals

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Year2017

Typearticle

Published2017-05-13

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations81

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jedc.2017.05.006

openalex_workW2202875375

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2020

HETEROGENEOUS EXPECTATIONS AND ASSET PRICE DYNAMICS

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