Survival in speculative markets
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Publication:2415982
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Cites work
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Cited in
(18)- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- Self-enforcement, heterogeneous agents, and long-run survival
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Drift criteria for persistence of discrete stochastic processes on the line
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- Survival with ambiguity
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- Market selection with idiosyncratic uncertainty
- Relative extinction of heterogeneous agents
- Survival in Cournot games
- Market selection
- Market selection in large economies: a matter of luck
- Market selection when markets are incomplete
- Social contagion and the survival of diverse investment styles
- Market selection and learning under model misspecification
- Extrapolative asset pricing
- Strategically biased learning in market interactions
- Belief heterogeneity and survival in incomplete markets
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