Informational differences and learning in an asset market with boundedly rational agents
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Publication:844656
DOI10.1016/J.JEDC.2007.06.003zbMATH Open1181.91035OpenAlexW2246399206MaRDI QIDQ844656FDOQ844656
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11382/200202
Economic growth models (91B62) Positional games (pursuit and evasion, etc.) (91A24) Rationality and learning in game theory (91A26)
Cites Work
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- A Rational Route to Randomness
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- Muddling through: Noisy equilibrium selection
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- Agent-based computational finance: Suggested readings and early research
- The dynamics of speculative behaviour
- Representativeness of news and exchange rate dynamics
- Endogenous fluctuations under evolutionary pressure in Cournot competition
- Learning, estimation, and the stability of rational expectations
- Market efficiency and learning in an endogenously unstable environment
- Asset price anomalies under bounded rationality
- Rational expectations equilibrium with conditioning on past prices: A mean-variance example
Cited In (9)
- Heterogeneous beliefs in over-the-counter markets
- A financial market model with endogenous fundamental values through imitative behavior
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Animal spirits in the foreign exchange market
- Hierarchical information and the rate of information diffusion
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
- Fundamentalists vs. chartists: learning and predictor choice dynamics
- Real and financial interacting markets: a behavioral macro-model
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