Market force, ecology and evolution

Industrial and Corporate Change

Volumn 11, Issue 5, 2002, Pages 895-953

  Farmer, J Doyne ^a  

^a SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BUSINESS CYCLE; MARKET CONDITIONS; THEORETICAL STUDY;

EID: 0036851793     PISSN: 09606491     EISSN: None     Source Type: Journal    
DOI: 10.1093/icc/11.5.895     Document Type: Article

References (104)

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2. Asset pricing under endogenous expectations in an artificial stock market
3. Price variations in a stock market with many agents
4. Optimal control of execution costs
5. Evolution and market behavior
6. Optimality and natural selection in markets, SFI working paper 98-09-082
7. A Langevin approach to stock market fluctuations and crashes
8. A dynamic structural model for stock return volatility and trading volume
9. Models of complexity in economics and
10. Heterogeneous beliefs and routes to chaos in a simple asset pricing model
11. Rational animal spirits
12. Simple technical trading rules and the stochastic properties of stock returns
13. A prototype model of stock exchange
14. The dividend-price ratio and expectations of future dividends and discount factors
15. Emergence of cooperation and organization in an evolutionary game
16. Institutional trades and intraday stock price behavior
17. The behavior of stock prices around institutional trades
18. The dynamics of speculative behavior
19. An evolutionary approach to the examination of capital market efficiency
20. What moves stock prices
21. Financial decision making in markets and firms: A behavioral perspective
22. Positive feedback and destabilizing rational speculation
23. The revelation of information in strategic market games: A critique of rational expectations equilibrium
24. Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation
25. Cointegration and error correction: Representation, estimation and testing
26. Efficient capital markets: A review of theory and empirical work
27. Efficient capital markets: II
28. Physicists attempt to scale the ivory towers of finance
29. The price dynamics of foreign trading strategies
30. Frontiers of finance: Evolution and efficient markets
31. Evolutionary games in economics
32. Common knowledge
33. Don't bet on it: A note on contingent agreements with asymmetric information
34. On the impossibility of informationally efficient markets
35. Do inventories matter in dealership markets: Evidence from the London stock exchange
36. An ordered probit analysis of transaction stock prices
37. Market microstructure and stock return predictions
38. Technical trading creates a prisoner's dilemma: Results from an agent-based model
39. Prospect theory: An analysis of decision under risk
40. Anatomy of the trading process: Empirical evidence on the behavior of institutional traders
41. The upstairs market for large block transactions: Analysis and measurement of price effects
42. Continuous auctions and insider trading
43. Technical trading rules and regime shifts in foreign exchange
44. Agent based computational finance: Suggested readings and early research
45. Time series properties of an artificial stock market
46. The complex dynamics of a simple stock market model
47. Expectations and the neutrality of money
48. The stable Paretian hypothesis and the frequency of large returns: An examination of major German stocks
49. Time variation of second moments from a noise trader/infection model
50. The socio-economic dynamics of speculative markets: Interacting agents, chaos and the fat tails of return distributions
51. Scaling and criticality in a stochastic multi-agent model of financial market
52. The variation of certain speculative prices
53. Power-law distributions and Levy-stable intermittent fluctuations in stochastic systems of many autocatalytic elements
54. The noise trading approach-questionnaire evidence from foreign exchange
55. Information, trade and common knowledge
56. Equilibrium: An expectational concept
57. Evolutionary simulation of asset trading strategies
58. Evolutionary economics at the crossroads of biology and physics
59. The stability of equilibrium
60. Proof that properly anticipated prices fluctuate randomly
61. Human behavior and the efficiency of the financial system
62. Spontaneous scaling emergence in generic stochastic systems
63. Statistical properties of deterministic threshold elements-the case of market price
64. Stable infinite variance fluctuations in randomly amplified Langevin systems
65. Bubbles and market crashes