scientific article; zbMATH DE number 1642330

MaRDI QIDQ2741089zbMATH OpenFDO

Authors David Richard Alexander, Emmanuel Haven

Publication date 9 September 2001

zbMATH Keywords

excess demandheterogeneityrisky asset

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Recommendations

• Investor heterogeneity, asset pricing and volatility dynamics
• Emergent volatility in asset markets with heterogeneous agents.
• Asset price dynamics when behavioural heterogeneity varies
• Heterogeneity and option pricing
• Diffusion processes in a financial market under heterogeneous trading and learning

Cited in

(8)

• Asset prices and wealth dynamics in a financial market with random demand shocks
• Estimation of asset demands by heterogeneous agents
• Demand shocks and economic fluctuations
• Asset price volatility and price extrema
• Demand fluctuations in the ready-mix concrete industry
• Heterogeneity and option pricing
• Market heterogeneities and the causal structure of volatility
• Inventories, market structure, and price volatility

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