Come Together: The Role of Cognitively Biased Imitators in a Small Scale Agent-Based Financial Market

DOI10.1007/978-981-15-3623-6_4zbMath1457.91355OpenAlexW3015685369MaRDI QIDQ5148535

Giovanni Campisi, Fabio Tramontana

Publication date: 4 February 2021

Published in: Games and Dynamics in Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-3623-6_4

zbMATH Keywords

financial marketsbounded rationalityagent-based modelscognitive biases

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Structural stochastic volatility in asset pricing dynamics: estimation and model contest
• The heterogeneous expectations hypothesis: Some evidence from the lab
• Complex price dynamics in a financial market with imitation
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
• The Framing of Decisions and the Psychology of Choice
• One-Dimensional Discontinuous Piecewise-Linear Maps and the Dynamics of Financial Markets
• HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
• A Rational Route to Randomness
• Special Issue ofQuantitative Financeon ‘Behavioral Finance’
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine

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