EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS
DOI10.1142/S0218127409024244zbMATH Open1175.91074OpenAlexW1970634818MaRDI QIDQ3647679FDOQ3647679
Authors: Natasha Kirby, Andrew D. Foster 
Publication date: 23 November 2009
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127409024244
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Cites Work
- A Rational Route to Randomness
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Evolutionary dynamics in markets with many trader types
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- Heterogeneous traders, price-volume signals, and complex asset price dynamics
- Asset price dynamics in a financial market with fundamentalists and chartists
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