Heterogeneous beliefs under different market architectures

Lecture Notes in Economics and Mathematical Systems

Volumn 584, Issue , 2006, Pages 3-15

  Anufriev, Mikhail ^a   Panchenko, Valentyn ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53749085224     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-37249-0_1     Document Type: Conference Paper

References (11)

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2. Bottazzi G, Dosi G, Rebesco I (2005) Institutional architectures and behavioral ecologies in the dynamics of financial markets: a preliminary investigation. Journal of Mathematical Economics 41: 197-228
3. Brock WA (1997) Asset price behavior in complex environments. In: Arthur WB, Durlauf SN, Lane DA (eds) The economy as an evolving complex system II: 385-423. Addison-Wesley
4. Brock WA, Hommes CH (1998) Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 22: 1235-1274
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6. Hommes CH (2006) Heterogeneous agent models in economics and finance. In: Judd K, Tesfatsion L (eds) Handbook of Computational Economics II: Agent-Based Computational Economics. Elsevier, North-Holland
7. LeBaron B (2000) Agent-based computational finance: suggested readings and early research. Journal of Economic Dynamics and Control 24: 679-702
8. LeBaron B (2006) Agent-based computational finance. In: Judd K, Tesfatsion L (eds) Handbook of Computational Economics II: Agent-Based Computational Economics. Elsevier, North-Holland
9. LeBaron B, Arthur WB, Palmer R (1999) Time series properties of an artificial stock market. Journal of Economic Dynamics and Control 23: 1487-1516
10. Levy M, Levy H and Solomon S (2000) Microscopic simulation of financial markets. Academic Press, London
11. LiCalzi M, Pellizzari P (2003) Fundamentalists clashing over the book: a study of order-driven stock markets. Quantitative Finance 3: 1-11