Dynamic effects of increasing heterogeneity in financial markets

DOI10.1016/j.chaos.2008.07.022zbMath1198.91138OpenAlexW1990321665MaRDI QIDQ602506

Giorgio Ricchiuti, Ahmad K. Naimzada

Publication date: 4 November 2010

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: http://repec.dems.unimib.it/repec/pdf/mibwpaper111.pdf

Mathematics Subject Classification ID

Economic growth models (91B62) Heterogeneous agent models (91B69)

Related Items (9)

A note on biased fundamentalists ⋮ A financial market model with endogenous fundamental values through imitative behavior ⋮ The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos ⋮ Homoclinic and Heteroclinic Motions in Economic Models with Exogenous Shocks ⋮ Studying heterogeneity among fundamentalists in financial markets: a note ⋮ Eductive Stability, Heterogeneous Information Costs and Period-Two Cycle Multiplicity ⋮ Real and financial interacting markets: a behavioral macro-model ⋮ Heterogeneous fundamentalists and market maker inventories ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach

Cites Work

• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
• The dynamics of speculative behaviour
• Heterogeneous fundamentalists and imitative processes
• A behavioral asset pricing model with a time-varying second moment
• A robust rational route to randomness in a simple asset pricing model
• Commodity markets, price limiters and speculative price dynamics
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• From bi-stability to chaotic oscillations in a macroeconomic model
• THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS
• A Rational Route to Randomness

This page was built for publication: Dynamic effects of increasing heterogeneity in financial markets