Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Booms, busts and behavioural heterogeneity in stock prices

16 references·6 citing·46 second hop

FromToDepth

this work references cited by second hop

References

1986Generalized autoregressive conditional heteroskedasticity22,329 cited
1990Noise Trader Risk in Financial Markets6,259 cited
1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1998Costly Search and Mutual Fund Flows3,217 cited
1988Stock Prices, Earnings, and Expected Dividends2,457 cited
2001Investor Psychology and Asset Pricing2,429 cited
1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
2011Presidential Address: Discount Rates2,222 cited
1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
2001Consumption, Aggregate Wealth, and Expected Stock Returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2,187 cited

1988Mean reversion in stock prices1,888 cited

Cited by

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.69 cited
2018Empirical Validation of Agent-Based Models ✶ ✶We gratefully acknowledge the very detailed and careful comments by three anonymous reviewers. Very useful feedback and comments have also been provided by Robert Axtell, Herbert Dawid, Cees Diks, and Blake LeBaron.63 cited
2019Determinants of investor expectations and satisfaction. A study with financial professionals30 cited
2020HETEROGENEOUS EXPECTATIONS AND ASSET PRICE DYNAMICS27 cited
2020Comparing behavioural heterogeneity across asset classes25 cited
2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market24 cited