Market mood, adaptive beliefs and asset price dynamics

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

Mathematics Subject Classification ID

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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