Market mood, adaptive beliefs and asset price dynamics
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Publication:943158
DOI10.1016/J.CHAOS.2005.08.065zbMath1142.91475OpenAlexW2581644411MaRDI QIDQ943158
Ilaria Foroni, Laura Gardini, Roberto Dieci, Xue-Zhong He
Publication date: 9 September 2008
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/3440
Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40)
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Cites Work
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- The dynamics of speculative behaviour
- Financial price fluctuations in a stock market model with many interacting agents
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- A Rational Route to Randomness
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Financial markets as nonlinear adaptive evolutionary systems
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