Asset price dynamics when behavioural heterogeneity varies

DOI10.1007/S10614-008-9129-3zbMath1142.91455OpenAlexW2170192291MaRDI QIDQ943956

Vincenzo Valori, Domenico Colucci

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://www.disei.unifi.it/upload/sub/pubblicazioni/repec/flo/workingpapers/storicodimad/2006/dimadwp2006-01.pdf

zbMATH Keywords

Bounded rationalityHeterogeneous agentsExpectationsBehavioural financeMiddlemenStock market

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (2)

Stabilizing inflation in a simple monetary policy model with heterogeneous agents ⋮ Adaptive expectations and cobweb phenomena: does heterogeneity matter?

Cites Work

• Evolutionary dynamics in markets with many trader types
• Ways of learning in a simple economic setting: A comparison

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