Itchy feet vs cool heads: flow of funds in an agent-based financial market
From MaRDI portal
Publication:1656525
DOI10.1016/j.jedc.2015.12.002zbMath1401.91593OpenAlexW1425537978WikidataQ57949611 ScholiaQ57949611MaRDI QIDQ1656525
Tongya Wang, Jan Palczewski, Klaus Reiner Schenk-Hoppé
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/93192/1/PSHW-2015-Nov-07-Rev.pdf
Related Items
Asset prices and wealth dynamics in a financial market with random demand shocks, Social contagion and the survival of diverse investment styles, Cross-section instability in financial markets: impatience, extrapolation, and switching
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- Updating wealth in an asset pricing model with heterogeneous agents
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Globally evolutionarily stable portfolio rules
- Market mood, adaptive beliefs and asset price dynamics
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- Behavioral heterogeneity in stock prices
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- A microscopic model of the stock market: cycles, booms, and crashes
- Explaining the facts with adaptive agents: The case of mutual fund flows
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Evolution and market behavior with endogenous investment rules
- Evolutionary stable stock markets
- Estimating the intensity of choice in a dynamic mutual fund allocation decision
- EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
- IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?
- A Rational Route to Randomness
- Asset price and wealth dynamics under heterogeneous expectations
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
