Herd behavior, bubbles and social interactions in financial markets

DOI10.1515/SNDE-2013-0024zbMath1283.91071OpenAlexW2095885224MaRDI QIDQ5404068

Sheng-Kai Chang

Publication date: 21 March 2014

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2013-0024

zbMATH Keywords

heterogeneous beliefsherd behaviorsocial interactions

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

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• Handbook of computational economics. Vol. 2: Agent-based computational economics
• A simple asset pricing model with social interactions and heterogeneous beliefs
• Evolution and market behavior
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Asset price dynamics among heterogeneous interacting agents
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• Asset price dynamics with heterogeneous beliefs and local network interactions
• Network structure andn-dependence in agent-based herding models
• Discrete Choice with Social Interactions
• A Rational Route to Randomness
• Financial markets as nonlinear adaptive evolutionary systems

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