Pages that link to "Item:Q1017073"
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The following pages link to Behavioral heterogeneity in stock prices (Q1017073):
Displaying 32 items.
- Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
- Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (Q2228559) (← links)
- Stock prices and the risk-free rate: an internal rationality approach (Q2246586) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
- Exchange rates and fundamentals under adaptive learning (Q2271674) (← links)
- Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market (Q2288907) (← links)
- A behavioral stock market model (Q2482683) (← links)
- Estimating the intensity of choice in a dynamic mutual fund allocation decision (Q2654432) (← links)
- Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model (Q2686003) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- Is more memory in evolutionary selection (de)stabilizing? (Q2843380) (← links)
- ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS (Q3603960) (← links)
- (Q3609961) (← links)
- Heterogeneous beliefs, trading volume, and seemingly emotional stock market behavior (Q3610467) (← links)
- LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET (Q3653389) (← links)
- Smart Money, Noise Trading and Stock Price Behaviour (Q4033898) (← links)
- Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
- A Stylized Model for Long-Run Index Return Dynamics (Q4555250) (← links)
- On the Concept of Endogenous Volatility (Q4562460) (← links)
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain (Q4575503) (← links)
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)
- A financial CCAPM and economic inequalities (Q4683055) (← links)
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)