A simple asset pricing model with social interactions and heterogeneous beliefs
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Publication:1017039
DOI10.1016/j.jedc.2006.04.008zbMath1201.91067OpenAlexW2060125005MaRDI QIDQ1017039
Publication date: 18 May 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2006.04.008
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Cites Work
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- Evolution and market behavior
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Asset price dynamics among heterogeneous interacting agents
- Agent-based computational finance: Suggested readings and early research
- Discrete Choice with Social Interactions
- A Rational Route to Randomness
- Financial markets as nonlinear adaptive evolutionary systems
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