Speculative behavior and asset price dynamics

DOI10.1023/A:1022867217510zbMATH Open1201.91240OpenAlexW1584405663WikidataQ35183152 ScholiaQ35183152MaRDI QIDQ3061371FDOQ3061371

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

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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)

Cited In (22)

• Speculative price dynamics in a heterogeneous agent model
• Wealth-driven competition in a speculative financial market: examples with maximizing agents
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• Statistical properties of a heterogeneous asset pricing model with time-varying second moment
• Speculative Investor Behavior and Learning
• Speculative securities
• A prototype model of speculative dynamics with position-based trading
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• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
• Informed speculation with k-level reasoning
• Heterogeneous traders, price-volume signals, and complex asset price dynamics
• 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
• The dynamics of speculative behaviour
• 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
• Rule-based trading on an order-driven exchange: a reassessment

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