Speculative behavior and asset price dynamics

DOI10.1023/A:1022867217510MaRDI QIDQ3061371zbMATH OpenOpenAlexWikidataFDO

Authors Frank Westerhoff

Publication date 15 December 2010

Published in Nonlinear Dynamics, Psychology, and Life Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022867217510

zbMATH Keywords

financial marketsnonlinear dynamics and chaostechnical and fundamental analysis

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Financial applications of other theories (91G80)

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(22)

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• Speculative securities
• Speculative Investor Behavior and Learning
• A prototype model of speculative dynamics with position-based trading
• scientific article; zbMATH DE number 1665665 (Why is no real title available?)
• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
• Informed speculation with k-level reasoning
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• Trader Behavior and its Effect on Asset Price Dynamics
• Asset price volatility and trading volume with rational beliefs
• Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
• Asset flow model for a homogeneous group of investors: high-frequency trading limit
• Modeling house price dynamics with heterogeneous speculators
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• Speculations on nonlinear speculative bubbles
• Profitable technical trading rules as a source of price instability
• Emergent volatility in asset markets with heterogeneous agents.
• Speculative markets and the effectiveness of price limits

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