-
1
-
-
0003519462
-
-
MIT Press, Cambridge
-
Anderson, S., de Palma, A., Thisse, J., 1993. Discrete Choice Theory of Product Differentiation. MIT Press, Cambridge
-
(1993)
Discrete Choice Theory of Product Differentiation
-
-
Anderson, S.1
de Palma, A.2
Thisse, J.3
-
2
-
-
0036113556
-
Open models of share markets with two dominant types of participants
-
Aoki M. Open models of share markets with two dominant types of participants Journal of Economic Behavior and Organization 49 2002 199-216
-
(2002)
Journal of Economic Behavior and Organization
, vol.49
, pp. 199-216
-
-
Aoki, M.1
-
3
-
-
0001847138
-
Asset pricing under endogenous expectations in an artificial stock market
-
Arthur, W., Lane, D., Durlauf, S. (Eds.), Addison-Wesley
-
Arthur, W.B., Holland, J.H., LeBaron, B., Palmer, R., Taylor, P., 1997a. Asset pricing under endogenous expectations in an artificial stock market. In: Arthur, W., Lane, D., Durlauf, S. (Eds.), The Economy as an Evolving Complex System II. Addison-Wesley
-
(1997)
The Economy As an Evolving Complex System
, vol.2
-
-
Arthur, W.B.1
Holland, J.H.2
LeBaron, B.3
Palmer, R.4
Taylor, P.5
-
4
-
-
0001847138
-
-
(Eds.) Addison-Wesley, Redwood City
-
Arthur, W., Lane, D., Durlauf, S. (Eds.), 1997b. The Economy as an Evolving Complex System II. Addison-Wesley, Redwood City
-
(1997)
The Economy As an Evolving Complex System
, vol.2
-
-
Arthur, W.1
Lane, D.2
Durlauf, S.3
-
5
-
-
0033195761
-
Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
-
Baak S.J. Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations Journal of Economic Dynamics and Control 23 1999 1517-1543
-
(1999)
Journal of Economic Dynamics and Control
, vol.23
, pp. 1517-1543
-
-
Baak, S.J.1
-
8
-
-
0006083919
-
Asset price behavior in complex environments
-
Arthur, W.B., Durlauf, S.N., Lane, D.A. (Eds.), Addison-Wesley, Reading, MA
-
Brock, W.A., 1997. Asset price behavior in complex environments. In: Arthur, W.B., Durlauf, S.N., Lane, D.A. (Eds.), The Economy as an Evolving Complex System II. Addison-Wesley, Reading, MA, pp. 385-423
-
(1997)
The Economy As an Evolving Complex System
, vol.2
, pp. 385-423
-
-
Brock, W.A.1
-
10
-
-
0001288049
-
A rational route to randomness
-
Brock W.A. Hommes C.H. A rational route to randomness Econometrica 65 1997a 1059-1095
-
(1997)
Econometrica
, vol.65
, pp. 1059-1095
-
-
Brock, W.A.1
Hommes, C.H.2
-
11
-
-
0002248316
-
Models of complexity in economics and finance
-
Hey, C., et al. (Eds.), Wiley, New York (Chapter 1)
-
Brock, W.A., Hommes, C.H., 1997b. Models of complexity in economics and finance. In: Hey, C., et al. (Eds.), System Dynamics in Economic and Financial Models. Wiley, New York, pp. 3-41 (Chapter 1)
-
(1997)
System Dynamics in Economic and Financial Models
, pp. 3-41
-
-
Brock, W.A.1
Hommes, C.H.2
-
12
-
-
0000921080
-
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
-
Brock W.A. Hommes C.H. Heterogeneous beliefs and routes to chaos in a simple asset pricing model Journal of Economic Dynamics and Control 22 1998 1235-1274
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1235-1274
-
-
Brock, W.A.1
Hommes, C.H.2
-
13
-
-
0002372014
-
Rational animal spirits
-
Herings, P.J.J., Laan, van der G., Talman, A.J.J. (Eds.), North-Holland, Amsterdam
-
Brock, W.A., Hommes, C.H., 1999. Rational animal spirits. In: Herings, P.J.J., Laan, van der G., Talman, A.J.J. (Eds.), The Theory of Markets. North-Holland, Amsterdam, pp. 109-137
-
(1999)
The Theory of Markets
, pp. 109-137
-
-
Brock, W.A.1
Hommes, C.H.2
-
15
-
-
84993912261
-
Bubbles and fads in asset prices
-
Camerer C. Bubbles and fads in asset prices Journal of Economic Surveys 3 1989 3-41
-
(1989)
Journal of Economic Surveys
, vol.3
, pp. 3-41
-
-
Camerer, C.1
-
16
-
-
13844278230
-
Criticality and Finite Size Effects in a Simple Realistic Model of Stock Market
-
Working Paper Department of Theoretical Physics, Oxford University, INFM, Trieste-SISSA Unit, Trieste, Italy
-
Challet, D., Marsili, M., 2002. Criticality and Finite Size Effects in a Simple Realistic Model of Stock Market. Working Paper Department of Theoretical Physics, Oxford University, INFM, Trieste-SISSA Unit, Trieste, Italy (http://xxx.lanl.gov/archive/cond-mat/0210549)
-
(2002)
-
-
Challet, D.1
Marsili, M.2
-
17
-
-
0001418612
-
On information and market dynamics: The case of the US beef market
-
Chavas J.P. On information and market dynamics: The case of the US beef market Journal of Economic Dynamics and Control 24 2000 833-853
-
(2000)
Journal of Economic Dynamics and Control
, vol.24
, pp. 833-853
-
-
Chavas, J.P.1
-
18
-
-
13844280061
-
Stability of competitive equilibria with heterogeneous beliefs and learning
-
University of Technology, Sydney
-
Chiarella, C., He, X., 2000. Stability of competitive equilibria with heterogeneous beliefs and learning. Quantitative Finance Research Group, R.P. 37, University of Technology, Sydney
-
(2000)
Quantitative Finance Research Group, R.P.
, vol.37
-
-
Chiarella, C.1
He, X.2
-
19
-
-
84867947516
-
Heterogeneous beliefs, risk and learning in a simple asset pricing model
-
Chiarella C. He X. Heterogeneous beliefs, risk and learning in a simple asset pricing model Computational Economics 19 2002 95-132
-
(2002)
Computational Economics
, vol.19
, pp. 95-132
-
-
Chiarella, C.1
He, X.2
-
21
-
-
13844280060
-
Continuous belief dynamics
-
CeNDEF Working Paper 02-11, University of Amsterdam
-
Diks, C., van der Weide, R., 2002. Continuous belief dynamics. CeNDEF Working Paper 02-11, University of Amsterdam
-
(2002)
-
-
Diks, C.1
van der Weide, R.2
-
22
-
-
0032650062
-
Finite-size effects in Monte Carlo simulations of two stock market models
-
Egenter E. Lux T. Stauffer D. Finite-size effects in Monte Carlo simulations of two stock market models Physica A 268 1999 250-256
-
(1999)
Physica A
, vol.268
, pp. 250-256
-
-
Egenter, E.1
Lux, T.2
Stauffer, D.3
-
24
-
-
0036787599
-
Market selection of financial trading strategies: Global stability
-
Evstigneev I. Hens T. Schenk-Hoppé R. Market selection of financial trading strategies: Global stability Mathematical Finance 12 2001 329-339
-
(2001)
Mathematical Finance
, vol.12
, pp. 329-339
-
-
Evstigneev, I.1
Hens, T.2
Schenk-Hoppé, R.3
-
25
-
-
0036851793
-
Market force, ecology, and evolution
-
Farmer J.D. Market force, ecology, and evolution Industrial and Corporate Change 11 2002 895-953
-
(2002)
Industrial and Corporate Change
, vol.11
, pp. 895-953
-
-
Farmer, J.D.1
-
26
-
-
0034414017
-
Information dynamics in financial markets
-
de Fontnouvelle P. Information dynamics in financial markets Macroeconomic Dynamics 4 2000 139-169
-
(2000)
Macroeconomic Dynamics
, vol.4
, pp. 139-169
-
-
de Fontnouvelle, P.1
-
27
-
-
0002182880
-
Chartists, Fundamentalists and the demand for dollars
-
Frankel J.A. Froot K.A. Chartists, Fundamentalists and the demand for dollars Greek Economic Review 10 1988 49-102
-
(1988)
Greek Economic Review
, vol.10
, pp. 49-102
-
-
Frankel, J.A.1
Froot, K.A.2
-
28
-
-
0002849453
-
The case of flexible exchange rates
-
University Chicago Press
-
Friedman, M., 1953. The case of flexible exchange rates. In: Essays in Positive Economics. University Chicago Press
-
(1953)
Essays in Positive Economics
-
-
Friedman, M.1
-
29
-
-
0001753311
-
Endogenous fluctuations in a simple asset pricing model with heterogeneous beliefs
-
Gaunersdorfer A. Endogenous fluctuations in a simple asset pricing model with heterogeneous beliefs Journal of Economic Dynamics and Control 24 2000 799-831
-
(2000)
Journal of Economic Dynamics and Control
, vol.24
, pp. 799-831
-
-
Gaunersdorfer, A.1
-
30
-
-
0003936226
-
A nonlinear structural model for volatility clustering
-
CeNDEF Working Paper 00-02, University of Amsterdam
-
Gaunersdorfer, A., Hommes, C.H., 2000. A nonlinear structural model for volatility clustering. CeNDEF Working Paper 00-02, University of Amsterdam
-
(2000)
-
-
Gaunersdorfer, A.1
Hommes, C.H.2
-
31
-
-
17044437158
-
Bifurcation routes to volatility clustering
-
CeNDEF Working Paper 00-04, University of Amsterdam
-
Gaunersdorfer, A., Hommes, C.H., Wagener, F.O.O., 2000. Bifurcation routes to volatility clustering. CeNDEF Working Paper 00-04, University of Amsterdam
-
(2000)
-
-
Gaunersdorfer, A.1
Hommes, C.H.2
Wagener, F.O.O.3
-
32
-
-
0000589196
-
Expectation formation and stability in large socio-economic systems
-
Grandmont J.-M. Expectation formation and stability in large socio-economic systems Econometrica 66 1998 741-781
-
(1998)
Econometrica
, vol.66
, pp. 741-781
-
-
Grandmont, J.-M.1
-
33
-
-
0003478288
-
-
Springer-Verlag, New York
-
Guckenheimer, J., Holmes, P., 1986. Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields. Springer-Verlag, New York
-
(1986)
Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields
-
-
Guckenheimer, J.1
Holmes, P.2
-
34
-
-
13844273283
-
Evolutionary Stability of Portfolio Rules in Incomplete Markets
-
(this issue)
-
Hens, Th., Schenk-Hoppé, R., 2001. Evolutionary Stability of Portfolio Rules in Incomplete Markets. Journal of Mathematical Economics (this issue)
-
(2001)
Journal of Mathematical Economics
-
-
Hens, Th.1
Schenk-Hoppé, R.2
-
36
-
-
77956833618
-
Core of an economy
-
Arrow, K., Intrilligator, M. (Eds.), North Holland, Amsterdam
-
Hildenbrand, W., 1982. Core of an economy. In: Arrow, K., Intrilligator, M. (Eds.), Handbook of Mathematical Economics, vol. II. North Holland, Amsterdam, pp. 831-877
-
(1982)
Handbook of Mathematical Economics
, vol.2
, pp. 831-877
-
-
Hildenbrand, W.1
-
37
-
-
0000398111
-
Investor psychology and asset pricing
-
Hirshleifer D. Investor psychology and asset pricing Journal of Finance 56 2001 1533-1597
-
(2001)
Journal of Finance
, vol.56
, pp. 1533-1597
-
-
Hirshleifer, D.1
-
38
-
-
84884450248
-
Financial markets as nonlinear adaptive evolutionary systems
-
Hommes C.H. Financial markets as nonlinear adaptive evolutionary systems Quantitative Finance 1 2001 149-167
-
(2001)
Quantitative Finance
, vol.1
, pp. 149-167
-
-
Hommes, C.H.1
-
39
-
-
13844300123
-
Expectations and bubbles in an asset pricing experiments
-
CeNDEF Working Paper WP 02-05, University of Amsterdam
-
Hommes, C.H., Sonnemans, J., Tuinstra, J., van de Velden, H., 2002a. Expectations and bubbles in an asset pricing experiments. CeNDEF Working Paper WP 02-05, University of Amsterdam
-
(2002)
-
-
Hommes, C.H.1
Sonnemans, J.2
Tuinstra, J.3
van de Velden, H.4
-
40
-
-
14844349465
-
Coordination of expectations in asset pricing experiments
-
forthcoming
-
Hommes, C.H., Sonnemans, J., Tuinstra, J., van de Velden, H., 2002b. Coordination of expectations in asset pricing experiments. Review of Financial Studies, forthcoming
-
(2002)
Review of Financial Studies
-
-
Hommes, C.H.1
Sonnemans, J.2
Tuinstra, J.3
van de Velden, H.4
-
41
-
-
0000091003
-
Asymptotic properties of non-linear least squares estimators'
-
Jennrich R.I. Asymptotic properties of non-linear least squares estimators' Annals of Mathematical Statistics 40 1969 633-643
-
(1969)
Annals of Mathematical Statistics
, vol.40
, pp. 633-643
-
-
Jennrich, R.I.1
-
44
-
-
0004924079
-
Measure theory with applications to economics
-
Arrow, K., Intrilligator, M. (Eds.), North Holland, Amsterdam
-
Kirman, A., 1981. Measure theory with applications to economics. In: Arrow, K., Intrilligator, M. (Eds.), Handbook of Mathematical Economics, vol. I. North Holland, Amsterdam, pp.159-209
-
(1981)
Handbook of Mathematical Economics
, vol.1
, pp. 159-209
-
-
Kirman, A.1
-
45
-
-
0002762378
-
Epidemics of opinion and speculative bubbles in financial markets
-
M. Taylor (Ed.) Macmillan
-
Kirman, A., 1991. Epidemics of opinion and speculative bubbles in financial markets. In: M. Taylor (Ed.), Money and Financial Markets. Macmillan
-
(1991)
Money and Financial Markets
-
-
Kirman, A.1
-
46
-
-
13844278227
-
Stock market crashes
-
Jarrow, K., Maksimovic, V., Ziemba, W. (Eds.), North Holland Amsterdam
-
Kleidon, A., 1994. Stock market crashes. In: Jarrow, K., Maksimovic, V., Ziemba, W. (Eds.), Finance Handbook. North Holland, Amsterdam
-
(1994)
Finance Handbook
-
-
Kleidon, A.1
-
49
-
-
0000444193
-
Agent based computational finance: Suggested readings and early research
-
LeBaron B. Agent based computational finance: Suggested readings and early research Journal of Economic Dynamics and Control 24 2000 679-702
-
(2000)
Journal of Economic Dynamics and Control
, vol.24
, pp. 679-702
-
-
LeBaron, B.1
-
50
-
-
0037076423
-
Short-memory traders and their impact on group learning in financial markets
-
14 May 2002
-
LeBaron, B., 2002. Short-memory traders and their impact on group learning in financial markets. In: Proceedings of the National Academy of Sciences U.S.A., vol. 99 (Suppl. 3), 14 May 2002, pp. 7201-7206
-
(2002)
Proceedings of the National Academy of Sciences U.S.A.
, vol.99
, Issue.SUPPL. 3
, pp. 7201-7206
-
-
LeBaron, B.1
-
52
-
-
0000015564
-
Herd Behavior, Bubbles and Crashes
-
Lux T. Herd Behavior, Bubbles and Crashes The Economic Journal 105 1995 881-896
-
(1995)
The Economic Journal
, vol.105
, pp. 881-896
-
-
Lux, T.1
-
53
-
-
0033545290
-
Scaling and criticality in a stochastic multi-agent model of a financial market
-
Lux T. Marchesi M. Scaling and criticality in a stochastic multi-agent model of a financial market Nature 397 1999 498-500
-
(1999)
Nature
, vol.397
, pp. 498-500
-
-
Lux, T.1
Marchesi, M.2
-
54
-
-
0001334431
-
Volatility clustering in financial markets: A micro-simulation of interacting agents International
-
Lux T. Marchesi M. Volatility clustering in financial markets: a micro-simulation of interacting agents International Journal of Theoretical and Applied Finance 3 2000 675-702
-
(2000)
International Journal of Theoretical and Applied Finance
, vol.3
, pp. 675-702
-
-
Lux, T.1
Marchesi, M.2
-
55
-
-
13844261239
-
-
Department of Economics, University of Kiel, Germany and London School of Economics, London, England
-
Lux, T., Schornstein, S., 2002. Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets. Department of Economics, University of Kiel, Germany and London School of Economics, London, England
-
(2002)
Genetic Learning As an Explanation of Stylized Facts of Foreign Exchange Markets
-
-
Lux, T.1
Schornstein, S.2
-
57
-
-
13844261240
-
Essays in Nonlinear Economic Dynamics
-
Ph.D. Thesis. University of Amsterdam, Tinbergen Institute
-
Manzan, S., 2003. Essays in Nonlinear Economic Dynamics. Ph.D. Thesis. University of Amsterdam, Tinbergen Institute
-
(2003)
-
-
Manzan, S.1
-
60
-
-
0000349075
-
Rational expectations and the aggregation of diverse information in laboratory security markets
-
Plott C.R. Sunder S. Rational expectations and the aggregation of diverse information in laboratory security markets Econometrica 56 1988 1085-1118
-
(1988)
Econometrica
, vol.56
, pp. 1085-1118
-
-
Plott, C.R.1
Sunder, S.2
-
67
-
-
0001547941
-
Bubbles, crashes and endogenous expectations in experimental spot asset markets
-
Smith V. Suchanek G.L. Williams A.W. Bubbles, crashes and endogenous expectations in experimental spot asset markets Econometrica 56 1988 1119-1151
-
(1988)
Econometrica
, vol.56
, pp. 1119-1151
-
-
Smith, V.1
Suchanek, G.L.2
Williams, A.W.3
-
69
-
-
0030295585
-
Complicated endogenous business cycles under gross substitutability
-
Vilder, de, R.G., 1996. Complicated endogenous business cycles under gross substitutability. Journal of Economic Theory 71, 416-442
-
(1996)
Journal of Economic Theory
, vol.71
, pp. 416-442
-
-
de Vilder, R.G.1
-
70
-
-
84882510741
-
An experimental approach to expectation formation
-
Ph.D. Thesis, University of Amsterdam, Amsterdam
-
Velden, van de, H., 2001. An experimental approach to expectation formation. Ph.D. Thesis, University of Amsterdam, Amsterdam
-
(2001)
-
-
van de Velden, H.1
-
71
-
-
84937302781
-
A model of competitive stock trading volume
-
Wang J. A model of competitive stock trading volume Journal of Political Economy 102 1994 127-168
-
(1994)
Journal of Political Economy
, vol.102
, pp. 127-168
-
-
Wang, J.1
-
72
-
-
13844286066
-
The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming
-
Preprint: I-Shou University
-
Yeh, C.-H., Chen, S.-H., 2001. The Influence of Market Size in an Artificial Stock Market: The Approach Based on Genetic Programming. Preprint: I-Shou University
-
(2001)
-
-
Yeh, C.-H.1
Chen, S.-H.2
|