Cross-section instability in financial markets: impatience, extrapolation, and switching
From MaRDI portal
Publication:2064597
DOI10.1007/s10203-021-00348-5zbMath1480.91275MaRDI QIDQ2064597
Publication date: 6 January 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00348-5
Related Items
Cites Work
- Unnamed Item
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- An evolutionary CAPM under heterogeneous beliefs
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Market mood, adaptive beliefs and asset price dynamics
- Herding, a-synchronous updating and heterogeneity in memory in a CBS
- A robust rational route to randomness in a simple asset pricing model
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
- A dynamic analysis of moving average rules
- Behavioral heterogeneity in stock prices
- Power-law behaviour, heterogeneity, and trend chasing
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- Probabilistic choice and procedurally bounded rationality
- Speculative behavior and the dynamics of interacting stock markets
- Fallacies of composition in nonlinear marketing models
- IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?
- HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
- Heterogeneity, convergence, and autocorrelations
- Time-varying economic dominance in financial markets: A bistable dynamics approach
- Financial markets as nonlinear adaptive evolutionary systems
- MULTIASSET MARKET DYNAMICS
- Bubbling, riddling, blowout and critical curves
- The Dynamic Interaction of Speculation and Diversification
