Asset price and wealth dynamics in a financial market with heterogeneous agents
From MaRDI portal
Publication:959648
DOI10.1016/j.jedc.2005.10.011zbMath1162.91473OpenAlexW2067501595MaRDI QIDQ959648
Laura Gardini, Carl Chiarella, Roberto Dieci
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.10.011
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (31)
Asset prices and wealth dynamics in a financial market with random demand shocks ⋮ Effects of fundamentals acquisition and strategy switch on stock price dynamics ⋮ Itchy feet vs cool heads: flow of funds in an agent-based financial market ⋮ A laboratory experiment on the heuristic switching model ⋮ The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle ⋮ Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics ⋮ Solving an incomplete markets model with a large cross-section of agents ⋮ Cognitive ability and earnings performance: evidence from double auction market experiments ⋮ An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets ⋮ Examining the effectiveness of price limits in an artificial stock market ⋮ Co-existence of trend and value in financial markets: estimating an extended Chiarella model ⋮ Updating wealth in an asset pricing model with heterogeneous agents ⋮ Market equilibria under procedural rationality ⋮ On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets ⋮ Economic intermittency in a two-country model of business cycles coupled by investment ⋮ Wealth-driven competition in a speculative financial market: examples with maximizing agents ⋮ A heterogeneous agent model of asset price dynamics with two time delays ⋮ Price dynamics in an order-driven market with Bayesian learning ⋮ Wealth share analysis with ``fundamentalist/chartist heterogeneous agents ⋮ Analysis of a heterogeneous trader model for asset price dynamics ⋮ Heterogeneous agents in multi-markets: a coupled map lattices approach ⋮ Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders ⋮ Asset price and wealth dynamics in a financial market with heterogeneous agents ⋮ From discrete to continuous time evolutionary finance models ⋮ Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation ⋮ A prototype model of speculative dynamics with position-based trading ⋮ The impact of heterogeneous trading rules on the limit order book and order flows ⋮ Speculative asset price dynamics and wealth taxes ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach ⋮ EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS ⋮ The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The dynamics of speculative behaviour
- A robust rational route to randomness in a simple asset pricing model
- Markets do not select for a liquidity preference as behavior towards risk
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- On the unstable behaviour of stock exchanges
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- A microscopic model of the stock market: cycles, booms, and crashes
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Agent-based computational finance: Suggested readings and early research
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- A Rational Route to Randomness
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Asset price and wealth dynamics under heterogeneous expectations
- Portfolio Analysis in a Stable Paretian Market
This page was built for publication: Asset price and wealth dynamics in a financial market with heterogeneous agents