Power-law behaviour, heterogeneity, and trend chasing

Journal of Economic Dynamics and Control

Volumn 31, Issue 10, 2007, Pages 3396-3426

  He, Xue Zhong ^a   Li, Youwei ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

Author keywords

Asset pricing; Fundamentalists and trend followers; Learning; Market fraction; Power law; Stability

Indexed keywords

EID: 34547681257     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2006.11.008     Document Type: Article

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