Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. (2005). Kirman, Alan ; Horst, Ulrich ; Follmer, Hans.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:41:y:2005:i:1-2:p:123-155.

Full description at Econpapers || Download paper

Cited: 68

Citations received by this document

Cites: 52

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents. (2023). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00379-8.

    Full description at Econpapers || Download paper

  2. Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint. (2022). Valori, Vincenzo ; Vigna, Matteo ; Colucci, Domenico.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-021-00335-4.

    Full description at Econpapers || Download paper

  3. Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. (2021). Campisi, Giovanni ; Tramontana, Fabio ; Muzzioli, Silvia.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00346-7.

    Full description at Econpapers || Download paper

  4. An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

    Full description at Econpapers || Download paper

  5. Exploring the financial risk of a temperature index: a fractional integrated approach. (2020). Cerqueti, Roy ; Rotundo, Giulia ; Castellano, Rosella.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-018-3063-0.

    Full description at Econpapers || Download paper

  6. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

    Full description at Econpapers || Download paper

  7. Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). HU, Yingyi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

    Full description at Econpapers || Download paper

  8. A research paper of Hossein Sabzian (2019), Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners, ArXiv, 54p. (2019). Ngo-Hoang, Dai-Long.
    In: AgriXiv.
    RePEc:osf:agrixi:xutyz.

    Full description at Econpapers || Download paper

  9. 20 years of WEHIA: A journey in search of a safer road. (2019). Kirman, Alan ; Gallegati, Mauro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:5-14.

    Full description at Econpapers || Download paper

  10. Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners. (2019). Gharib, Hossein ; Baghaei, Ali ; Seyeed, Seyeed Mostapha ; Maleki, Ali ; Shafia, Mohammad Ali ; Sabzian, Hossein.
    In: Papers.
    RePEc:arx:papers:1901.08932.

    Full description at Econpapers || Download paper

  11. An agent-based model of intra day financial markets dynamics. (2018). Staccioli, Jacopo ; Napoletano, Mauro.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1834.

    Full description at Econpapers || Download paper

  12. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182201.

    Full description at Econpapers || Download paper

  13. Economic inequality and Islamic Charity: An exploratory agent-based modeling approach. (2018). Mirzaee, Madjid ; Azar, Adel ; Aliahmadi, Alireza ; Sabzian, Hossein.
    In: Papers.
    RePEc:arx:papers:1804.09284.

    Full description at Econpapers || Download paper

  14. Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

    Full description at Econpapers || Download paper

  15. A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange. (2016). Rosser, Barkley ; Uppal, Jamshed Y ; J. Barkley Rosser, Jr., ; Ahmed, Ehsan .
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:55:y:2016:i:2:p:79-93.

    Full description at Econpapers || Download paper

  16. Liquidity induced asset bubbles via flows of ELMMs. (2016). Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca.
    In: Papers.
    RePEc:arx:papers:1611.01440.

    Full description at Econpapers || Download paper

  17. An agent behavior based model for diffusion price processes with application to phase transition and oscillations. (2016). Henkel, Christof .
    In: Papers.
    RePEc:arx:papers:1606.08269.

    Full description at Econpapers || Download paper

  18. Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kuperss Complexity and the Art of Public Policy. (2016). Kirman, Alan.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:54:y:2016:i:2:p:534-72.

    Full description at Econpapers || Download paper

  19. A review of aggregation techniques for agent-based models: understanding the presence of long-term memory. (2015). Cerqueti, Roy ; Rotundo, Giulia.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:49:y:2015:i:4:p:1693-1717.

    Full description at Econpapers || Download paper

  20. A Price Crash Alerting Strategy for Agent-based Artificial Financial Markets. (2015). Stan, Alexandru .
    In: MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015.
    RePEc:mgt:micp15:99-116.

    Full description at Econpapers || Download paper

  21. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

    Full description at Econpapers || Download paper

  22. Heterogeneous fundamentalists and market maker inventories. (2015). Ricchiuti, Giorgio ; Carraro, Alessandro.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:79:y:2015:i:c:p:73-82.

    Full description at Econpapers || Download paper

  23. Shifting martingale measures and the birth of a bubble as a submartingale. (2014). Nedelcu, Sorin ; Follmer, Hans ; Biagini, Francesca.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:18:y:2014:i:2:p:297-326.

    Full description at Econpapers || Download paper

  24. Heterogeneous Fundamentalists and Market Maker Inventories. (2014). Ricchiuti, Giorgio ; Carraro, Alessandro.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2014_16.rdf.

    Full description at Econpapers || Download paper

  25. Prospect Agents and the Feedback Effect on Price Fluctuations. (2014). Tsoi, Allanus ; Yang, Yipeng .
    In: Papers.
    RePEc:arx:papers:1308.6759.

    Full description at Econpapers || Download paper

  26. Exchange rate expectations of chartists and fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:7:p:1362-1383.

    Full description at Econpapers || Download paper

  27. Consumption Decisions in an Economy with Heterogeneous Preferences Defined by a Bivariate Distribution. (2013). Venegas-Martínez, Francisco ; Palafox-Roca, Alfredo Omar ; Venegas-Martinez, Francisco.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00417.

    Full description at Econpapers || Download paper

  28. Exchange Rate Expectations of Chartists and Fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4181.

    Full description at Econpapers || Download paper

  29. Probabilistic aspects of finance. (2013). Schied, Alexander ; Follmer, Hans.
    In: Papers.
    RePEc:arx:papers:1309.7759.

    Full description at Econpapers || Download paper

  30. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:12026.

    Full description at Econpapers || Download paper

  31. Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1142-1161.

    Full description at Econpapers || Download paper

  32. On the Evolutionary Stability of Rational Expectations. (2011). Waters, George ; Parke, William R..
    In: Working Paper Series.
    RePEc:ils:wpaper:20111002.

    Full description at Econpapers || Download paper

  33. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162.

    Full description at Econpapers || Download paper

  34. THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS. (2011). Rosser, Barkley ; Palestrini, Antonio ; Gallegati, Mauro.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:15:y:2011:i:01:p:60-79_09.

    Full description at Econpapers || Download paper

  35. Excess Covariance and Dynamic Instability in a Multi-Asset Model. (2011). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, M..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:11-09.

    Full description at Econpapers || Download paper

  36. Switching rates and the asymptotic behavior of herding models. (2010). Milaković, Mishael ; Irle, Albrecht ; Lux, Thomas ; Kauschke, Jonas .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1595.

    Full description at Econpapers || Download paper

  37. Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?. (2010). Uppal, Jamshed ; Rosser, Barkley ; Ahmed, Ehsan .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:46:y:2010:i:4:p:23-40.

    Full description at Econpapers || Download paper

  38. Gurus and beliefs manipulation. (2010). NAPP, Clotilde ; Jouini, Elyès.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00555609.

    Full description at Econpapers || Download paper

  39. Learning and adaptations impact on market efficiency. (2010). Panchenko, Valentyn ; Goldbaum, David.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:76:y:2010:i:3:p:635-653.

    Full description at Econpapers || Download paper

  40. Is a transdisciplinary perspective on economic complexity possible?. (2010). Rosser, Barkley.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:1:p:3-11.

    Full description at Econpapers || Download paper

  41. Equilibria in Systems of Social Interactions. (2010). Scheinkman, Jose ; Horst, Ulrich.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:506439000000000119.

    Full description at Econpapers || Download paper

  42. The dynamics of social interaction with agents’ heterogeneity. (2009). tolotti, marco ; Barucci, Emilio.
    In: Working Papers.
    RePEc:vnm:wpaper:189.

    Full description at Econpapers || Download paper

  43. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). de Almeida Prado, Fernando Pigeard, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:19:p:4126-4144.

    Full description at Econpapers || Download paper

  44. Dynamic effects of increasing heterogeneity in financial markets. (2009). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:41:y:2009:i:4:p:1764-1772.

    Full description at Econpapers || Download paper

  45. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). Fernando Pigeard de Almeida Prado, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Papers.
    RePEc:arx:papers:0801.0003.

    Full description at Econpapers || Download paper

  46. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

    Full description at Econpapers || Download paper

  47. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080054.

    Full description at Econpapers || Download paper

  48. A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence. (2008). Sbragia, Lucia ; Gardini, Laura.
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:55-72.

    Full description at Econpapers || Download paper

  49. The stochastic bifurcation behaviour of speculative financial markets. (2008). Zheng, Min ; Chiarella, Carl ; Wang, Duo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:15:p:3837-3846.

    Full description at Econpapers || Download paper

  50. A cobweb model with local externalities. (2008). Choudhary, Ali ; Orszag, Michael J..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:821-847.

    Full description at Econpapers || Download paper

  51. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:1:p:101-136.

    Full description at Econpapers || Download paper

  52. Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments. (2008). Schweitzer, Frank ; WALTER, FRANK E. ; J. Emeterio Navarro Barrientos, .
    In: Papers.
    RePEc:arx:papers:0801.4305.

    Full description at Econpapers || Download paper

  53. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-05.

    Full description at Econpapers || Download paper

  54. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:208.

    Full description at Econpapers || Download paper

  55. Self-referential behaviour, overreaction and conventions in financial markets. (2007). Bouchaud, Jean-Philippe ; Wyart, Matthieu .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:63:y:2007:i:1:p:1-24.

    Full description at Econpapers || Download paper

  56. An evolutionary game theory explanation of ARCH effects. (2007). Waters, George ; Parke, William R..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:7:p:2234-2262.

    Full description at Econpapers || Download paper

  57. BUBBLES IN FOREIGN EXCHANGE MARKETS. (2007). Kirman, Alan ; RICCIOTTI, ROMAIN FABIO ; TOPOL, RICHARD L ON, .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:11:y:2007:i:s1:p:102-123_06.

    Full description at Econpapers || Download paper

  58. Queueing Theoretic Approaches to Financial Price Fluctuations. (2007). Horst, Ulrich ; Bayraktar, Erhan ; Sircar, Ronnie.
    In: Papers.
    RePEc:arx:papers:math/0703832.

    Full description at Econpapers || Download paper

  59. Non-ergodic Behavior in a Financial Market with Interacting Investors. (2006). Horst, Ulrich ; Wezelburger, Jan.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:229.

    Full description at Econpapers || Download paper

  60. Heterogeneous Fundamentalists and Imitative Processes. (2006). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers.
    RePEc:mib:wpaper:104.

    Full description at Econpapers || Download paper

  61. Equilibria in systems of social interactions. (2006). Scheinkman, Jose ; Horst, Ulrich.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:130:y:2006:i:1:p:44-77.

    Full description at Econpapers || Download paper

  62. Heterogeneous Agent Models in Economics and Finance. (2006). Hommes, Cars H..
    In: Handbook of Computational Economics.
    RePEc:eee:hecchp:2-23.

    Full description at Econpapers || Download paper

  63. Market mood, adaptive beliefs and asset price dynamics. (2006). He, Xuezhong ; Gardini, Laura ; Foroni, Ilaria ; Dieci, Roberto.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:29:y:2006:i:3:p:520-534.

    Full description at Econpapers || Download paper

  64. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3560.

    Full description at Econpapers || Download paper

  65. Market Mood, Adaptive Beliefs and Asset Price Dynamics. (2005). He, Xuezhong ; Gardini, Laura ; Foroni, Ilaria ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:162.

    Full description at Econpapers || Download paper

  66. Heterogeneous Agent Models in Economics and Finance. (2005). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050056.

    Full description at Econpapers || Download paper

  67. Evolutionary finance: introduction to the special issue. (2005). Schenk-Hoppé, Klaus ; Hens, Thorsten.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:1-2:p:1-5.

    Full description at Econpapers || Download paper

  68. Heterogeneous Agent Models in Economics and Finance,
    In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006
    . (2005). Hommes, Cars. In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-03.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alós-Ferrer, C., Ania, A.B., 2004. The stock market game. Preprint.
    Paper not yet in RePEc: Add citation now
  2. Allen, F., Morris, S., Shin, H.-S., 2003. Beauty contests, bubbles and iterated expectations in asset markets. Cowles Foundation Discussion Paper No. 1406. Yale University.

  3. Anderson, M.F. ; de Palmaand, A. ; Thisse, J.-F. Discrete Choice Theory of Product Differentiation. 1992 MIT Press: Cambridge
    Paper not yet in RePEc: Add citation now
  4. Arnold, L. Random Dynamical Systems. 1998 Springer: Berlin
    Paper not yet in RePEc: Add citation now
  5. Bacchetta, P., van Wincoop, E., 2003. Can information heterogeneity explain the exchange rate determination puzzle? Preprint.

  6. Barnsley, M.F. ; Demko, S.G. ; Elton, J.H. ; Geronimo, J.S. Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities. 1988 Annales de l Institut Henri Poincare. 24 367-394
    Paper not yet in RePEc: Add citation now
  7. Barnsley, M.F. ; Elton, J.H. A new class of Markov processes for image encoding. 1988 Advances in Applied Probability. 20 14-32
    Paper not yet in RePEc: Add citation now
  8. Bartolini, L., Giorgianni, L., 1999. Excess volatility and the asset-pricing exchange rate model with unobserved fundamentals. IMF Discussion Paper No. 99/71. International Monetary Fund, Washington, DC.

  9. Bottazzi, G., Dosi, G., Rebesco, I., 2003. Institutional architectures and behavioral ecologies in the dynamics of financial markets. Preprint.
    Paper not yet in RePEc: Add citation now
  10. Brandt, A. The stochastic equation Yn+1=AnYn+Bn with stationary coefficients. 1986 Advances in Applied Probability. 18 211-220
    Paper not yet in RePEc: Add citation now
  11. Breiman, L. Probability. 1968 Addison-Wesley: Reading
    Paper not yet in RePEc: Add citation now
  12. Brock, W. ; Durlauf, S. Discrete choice with social interactions. 2001 The Review of Economic Studies. 68 235-260

  13. Brock, W. ; Durlauf, S. Interaction-based models. 2001 En : Heckman, J. ; Leamer, E. . North-Holland: Amsterdam
    Paper not yet in RePEc: Add citation now
  14. Brock, W. ; Hommes, C. A rational route to randomness. 1997 Econometrica. 65 1059-1096

  15. Brock, W., Hommes, C., Wagener, F., 2002. Evolutionary dynamics in markets with many trader types. Preprint.

  16. Cass, D. ; Shell, K. Do sunspots matter. 1983 Journal of Political Economy. 91 295-329

  17. Cheung, Y.-W., Chinn, M.D., Pascual, A.G., 2002. Empirical exchange rate models in the nineties: are they fit to survive? NBER Working Paper No. 9393.

  18. Chionis, D. ; MacDonald, R. Aggregate and disaggregate measures of the foreign exchange risk premium. 2002 International Review of Economics and Finance. 11 57-84

  19. De Long, J.B. ; Shleifer, A. ; Summers, L.H. ; Waldmann, R.J. Noise trader risk in financial markets. 1990 Journal of Political Economy. 98 703-738

  20. De Long, J.B. ; Shleifer, A. ; Summers, L.H. ; Waldmann, R.J. The size and incidence from noise trading. 1989 Journal of Finance. 44 681-699

  21. Embrechts, P. ; Klüppelberg, C. ; Mikosch, T. Modelling Extremal Events. 1997 Springer-Verlag: Berlin
    Paper not yet in RePEc: Add citation now
  22. Ethier, S.N. ; Kurtz, T.G. Markov Processes: Characterisation and Convergence. 1997 Wiley: New York
    Paper not yet in RePEc: Add citation now
  23. Evans, G.W. Pitfalls in testing for explosive bubbles in asset prices. 1991 American Economic Review. 81 922-930

  24. Föllmer, H. Stock price fluctuation as a diffusion in a random environment. 1994 Philosophical Transactions of the Royal Society of London, Series A. 1684 471-483
    Paper not yet in RePEc: Add citation now
  25. Föllmer, H. ; Schweizer, M. A microeconomic approach to diffusion models for stock prices. 1993 Mathematical Finance. 3 1-23

  26. Frankel, J.A. ; Rose, A.K. Empirical research on nominal exchange rates. 1995 En : Grossman, G.M. ; Rogoff, K. . North-Holland: Amsterdam

  27. Frankel, J.A., Froot, K., 1986. The dollar as an irrational speculative bubble: a tale of fundamentalists and chartists. The Marcus Wallenberg Papers on International Finance No. 1, pp. 27–55.

  28. Garman, M. Market microstructure. 1976 Journal of Financial Economics. 3 257-275

  29. Hamilton, J.D. A new approach to economic analysis of nonstationary time series and the business cycle. 1989 Econometrica. 16 357-384

  30. Hens, T., Schenk-Hoppé, K.R., 2003. Evolutionary stability of portfolio rules. Preprint.

  31. Horst, U. The stochastic equation Yt+1=AtYt+Bt with non-stationary coefficients. 2001 Journal of Applied Probability. 38 80-95

  32. Hunter, W.C. ; Kaufman, G.G. ; Pomerleano, M. Asset Prices Bubbles. 2003 MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
  33. Karlin, S. Some random walks arising in learning models. 1953 Pacific Journal of Mathematics. 3 725-756
    Paper not yet in RePEc: Add citation now
  34. Kesten, H. Random difference equations and renewal theory for products of random matrices. 1973 Acta Mathematica. 131 207-248
    Paper not yet in RePEc: Add citation now
  35. Kifer, Y. Ergodic Theory of Random Transformations. 1986 Birkhäuser: Boston
    Paper not yet in RePEc: Add citation now
  36. Kirman, A. ; Teyssiere, G. Microeconomic models for long-memory in the volatility of financial time series. 2002 Studies in Nonlinear Dynamics and Econometrics. 5 281-302

  37. Kirman, A., 1998. On the transitory nature of gurus. Working Paper. EHESS and Université de Marseille III.

  38. Kirman, A., Ricciotti, R., Topol, R., 2003. Bubbles and foreign exchange markets: it takes two to tango. Working Paper. GREQAM.
    Paper not yet in RePEc: Add citation now
  39. Kurz, M. On rational belief equilibria. 1994 Economic Theory. 4 859-876

  40. Kurz, M., 1997. Asset prices with rational beliefs. In: Kurz, M. (Ed.), Endogenous Economic Fluctuations: Studies in the Theory of Rational Belief. Springer Series in Economic Theory No. 6. Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  41. Lux, T. Herd behavior, bubbles and crashes. 1995 The Economic Journal. 105 881-896

  42. Lux, T., Schornstein, S., 2004. Genetic learning as an explanation of stylized facts of foreign exchange markets. Preprint.
    Paper not yet in RePEc: Add citation now
  43. Mark, N.C. Exchange rate and fundamentals: evidence on long-horizon predictability. 1995 American Economic Review. 85 210-218
    Paper not yet in RePEc: Add citation now
  44. Meese, R.A. ; Rogoff, K. Empirical exchange rate models of the seventies: do they fit out-of-sample. 1983 Journal of International Economics. 14 3-24

  45. Meyn, S.P. ; Tweedie, R.L. Markov Chains and Stochastic Stability. 1993 Springer-Verlag: Berlin
    Paper not yet in RePEc: Add citation now
  46. Norman, F.M. Markov Processes and Learning Models. 1972 Academic Press: New York
    Paper not yet in RePEc: Add citation now
  47. Shiryaev, A.N. Probability. 1989 Springer-Verlag: Berlin
    Paper not yet in RePEc: Add citation now
  48. Steinsaltz, D. Locally contractive iterated function systems. 1999 Annals of Probability. 4 546-588
    Paper not yet in RePEc: Add citation now
  49. Townsend, R.M. Forecasting the forecast of others. 1983 Journal of Political Economy. 91 546-588

  50. Vervaat, W. On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. 1979 Advances in Applied Probability. 11 750-783
    Paper not yet in RePEc: Add citation now
  51. Weisbuch, G., Chenevez, O., Kirman, A., Nadal, J.-P., 1998. A formal approach to market organization: choice functions, mean field approximations and maximum entropy principle. In: Lesourne, J., Orlean, A. (Eds.), Advances in Self-organization and Evolutionary Economics. Economica, 149–159.
    Paper not yet in RePEc: Add citation now
  52. Woodford, M. Learning to believe in sunspots. 1990 Econometrica. 58 277-307

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nominal Interest Rate Rules under Heterogeneous Beliefs. (2007). Jin, Hehui .
    In: Rivista Internazionale di Scienze Sociali.
    RePEc:vep:journl:y:2007:v:115:i:3:p:403-442.

    Full description at Econpapers || Download paper

  2. Expectation formation in an experimental foreign exchange market. (2007). Schmidt, Robert ; Leitner, Johannes.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:15:y:2007:i:2:p:167-184.

    Full description at Econpapers || Download paper

  3. The dog that did not bark: Insider trading and crashes. (2006). Marin, Jose ; Olivier, Jacques.
    In: Economics Working Papers.
    RePEc:upf:upfgen:948.

    Full description at Econpapers || Download paper

  4. Heterogeneity in Economics. (2006). Kirman, Alan.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:1:p:89-117.

    Full description at Econpapers || Download paper

  5. Transaction services and asset-price bubbles (Revised). (2006). Kobayashi, Keiichiro.
    In: Discussion papers.
    RePEc:eti:dpaper:06010.

    Full description at Econpapers || Download paper

  6. Was there a Nasdaq bubble in the late 1990s?. (2006). Pastor, Lubos ; Veronesi, Pietro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:61-100.

    Full description at Econpapers || Download paper

  7. Institutional Weakness and Stock Price Volatility. (2006). Tong, Hui ; Razin, Assaf ; Hale, Galina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5651.

    Full description at Econpapers || Download paper

  8. The Dog That Did Not Bark: Insider Trading and Crashes. (2006). Marin, Jose ; Olivier, Jacques.
    In: Working Papers.
    RePEc:bge:wpaper:241.

    Full description at Econpapers || Download paper

  9. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:552-576.

    Full description at Econpapers || Download paper

  10. How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders. (2005). Walker, Todd.
    In: Finance.
    RePEc:wpa:wuwpfi:0509021.

    Full description at Econpapers || Download paper

  11. Measuring the Ex-Ante Social Cost of Aggregate Volatility. (2005). Kurz, Mordecai .
    In: Discussion Papers.
    RePEc:sip:dpaper:04-006.

    Full description at Econpapers || Download paper

  12. Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Kurz, Mordecai.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147.

    Full description at Econpapers || Download paper

  13. Do stock price bubbles influence corporate investment?. (2005). Huberman, Gur ; Gilchrist, Simon ; Himmelberg, Charles P..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:4:p:805-827.

    Full description at Econpapers || Download paper

  14. Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. (2005). Kirman, Alan ; Horst, Ulrich ; Follmer, Hans.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:1-2:p:123-155.

    Full description at Econpapers || Download paper

  15. Testing for bubbles and change-points. (2005). Kirman, Alan ; TEYSSIeRE, Gilles .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:4:p:765-799.

    Full description at Econpapers || Download paper

  16. The role of expectations in economic fluctuations and the efficacy of monetary policy. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:11:p:2017-2065.

    Full description at Econpapers || Download paper

  17. Asset pricing, asymmetric information and rating announcements: does benchmarking on ratings matter?. (2005). Pagratis, Spyros .
    In: Bank of England working papers.
    RePEc:boe:boeewp:265.

    Full description at Econpapers || Download paper

  18. Higher Order Expectations in Asset Pricing. (2004). van Wincoop, Eric ; Bacchetta, Philippe.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp110.

    Full description at Econpapers || Download paper

  19. Transaction services and asset-price bubbles. (2004). Kobayashi, Keiichiro.
    In: Discussion papers.
    RePEc:eti:dpaper:04026.

    Full description at Econpapers || Download paper

  20. Is more information always better? Experimental financial markets with asymmetric information. (2004). Sutter, Matthias ; Kirchler, Michael ; Huber, Jurgen.
    In: Papers on Strategic Interaction.
    RePEc:esi:discus:2005-13.

    Full description at Econpapers || Download paper

  21. Investor protection under unregulated financial reporting. (2004). Waymire, Gregory ; Barton, Jan.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:38:y:2004:i::p:65-116.

    Full description at Econpapers || Download paper

  22. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2003). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3808.

    Full description at Econpapers || Download paper

  23. Are stock markets really like beauty contests? Empirical evidence of higher order beliefs impact on asset prices. (). Monnin, Pierre.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:202.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-22 01:42:03 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.