Pages that link to "Item:Q1978590"
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The following pages link to Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (Q1978590):
Displayed 33 items.
- Heterogeneity, nonlinearity and endogenous market volatility (Q300996) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Evolutionary dynamics in markets with many trader types (Q556400) (← links)
- The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
- A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Stability, chaos and multiple attractors: a single agent makes a difference (Q951400) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- A laboratory experiment on the heuristic switching model (Q1657355) (← links)
- Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
- Critical market crashes (Q1867905) (← links)
- Heterogeneous beliefs and the non-linear cobweb model (Q1978589) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Bubbles, crashes and risk (Q2442405) (← links)
- Decentralized allocation of human capital and nonlinear growth (Q2476608) (← links)
- Estimating the intensity of choice in a dynamic mutual fund allocation decision (Q2654432) (← links)
- IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) (← links)
- A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES (Q3368589) (← links)
- Heterogeneity, convergence, and autocorrelations (Q3518388) (← links)
- A dynamical systems model of price bubbles and cycles (Q5001132) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)
- The Dynamic Interaction of Speculation and Diversification (Q5460660) (← links)
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL (Q5483960) (← links)