-
1
-
-
0001847138
-
Asset pricing under endogenous expectations in an artificial stock market
-
Arthur W.B., Durlauf S., and Lane D. (Eds), Addison-Wesley, Reading, MA
-
Arthur W.B., Holland J., LeBaron B., Palmer R., and Tayler P. Asset pricing under endogenous expectations in an artificial stock market. In: Arthur W.B., Durlauf S., and Lane D. (Eds). The Economy as an Evolving Complex System II (1997), Addison-Wesley, Reading, MA 15-44
-
(1997)
The Economy as an Evolving Complex System II
, pp. 15-44
-
-
Arthur, W.B.1
Holland, J.2
LeBaron, B.3
Palmer, R.4
Tayler, P.5
-
3
-
-
3242880641
-
The theory of rationally heterogeneous expectations: evidence from survey data on inflation expectations
-
Branch W.A. The theory of rationally heterogeneous expectations: evidence from survey data on inflation expectations. Economic Journal 114 (2004) 592-621
-
(2004)
Economic Journal
, vol.114
, pp. 592-621
-
-
Branch, W.A.1
-
5
-
-
0001288049
-
A rational route to randomness
-
Brock W., and Hommes C. A rational route to randomness. Econometrica 65 (1997) 1059-1095
-
(1997)
Econometrica
, vol.65
, pp. 1059-1095
-
-
Brock, W.1
Hommes, C.2
-
6
-
-
0000921080
-
Heterogenous beliefs and routes to chaos in a simple asset pricing model
-
Brock W.A., and Hommes C. Heterogenous 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.2
-
7
-
-
0030529407
-
A dynamic structural model for stock return volatility and trading volume
-
Brock W.A., and LeBaron B.D. A dynamic structural model for stock return volatility and trading volume. The Review of Economics and Statistics 78 (1996) 94-110
-
(1996)
The Review of Economics and Statistics
, vol.78
, pp. 94-110
-
-
Brock, W.A.1
LeBaron, B.D.2
-
8
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart M. On persistence in mutual fund performance. Journal of Finance 52 (1997) 57-82
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
9
-
-
84867947516
-
Heterogeneous beliefs, risk and learning in a simple asset pricing model
-
Chiarella C., and 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
-
10
-
-
0033419905
-
Adaptive evolving expectations in models of monetary dynamics: the fundamentalists forward looking
-
Chiarella C., and Khomin P. Adaptive evolving expectations in models of monetary dynamics: the fundamentalists forward looking. Annals of Operations Research 89 (1999) 21-34
-
(1999)
Annals of Operations Research
, vol.89
, pp. 21-34
-
-
Chiarella, C.1
Khomin, P.2
-
11
-
-
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
-
12
-
-
28844438688
-
Exchange rate puzzles: a tale of switching attractors
-
DeGrauwe P., and Grimaldi M. Exchange rate puzzles: a tale of switching attractors. European Economic Review 50 (2006) 1-33
-
(2006)
European Economic Review
, vol.50
, pp. 1-33
-
-
DeGrauwe, P.1
Grimaldi, M.2
-
13
-
-
1642309198
-
Are investors rational? choices among index funds
-
Elton E., Gruber M., and Busse J. Are investors rational? choices among index funds. Journal of Finance 59 (2004) 261-288
-
(2004)
Journal of Finance
, vol.59
, pp. 261-288
-
-
Elton, E.1
Gruber, M.2
Busse, J.3
-
14
-
-
0001753311
-
Endogenous fluctuations in a simple asset pricing model with heterogenous beliefs
-
Gaunersdorfer A. Endogenous fluctuations in a simple asset pricing model with heterogenous 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
-
15
-
-
0347526219
-
Profitable technical trading rules as a source of price instability
-
Goldbaum D. Profitable technical trading rules as a source of price instability. Quantitative Finance 3 (2003) 220-229
-
(2003)
Quantitative Finance
, vol.3
, pp. 220-229
-
-
Goldbaum, D.1
-
16
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S.J., and Stiglitz J.E. On the impossibility of informationally efficient markets. The American Economic Review 70 (1980) 393-408
-
(1980)
The American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.E.2
-
17
-
-
2542593182
-
Product differentiation, search costs, and competition in the mutual fund industry: a case study of S&P 500 index funds
-
Hortaçsu A., and Syverson C. Product differentiation, search costs, and competition in the mutual fund industry: a case study of S&P 500 index funds. Quarterly Journal of Economics 119 (2004) 403-456
-
(2004)
Quarterly Journal of Economics
, vol.119
, pp. 403-456
-
-
Hortaçsu, A.1
Syverson, C.2
-
20
-
-
0002293547
-
Econometric models of probabilistic choice
-
Manski C.F., and McFadden D. (Eds), MIT Press, Cambridge, MA
-
McFadden D. Econometric models of probabilistic choice. In: Manski C.F., and McFadden D. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), MIT Press, Cambridge, MA 198-272
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
, pp. 198-272
-
-
McFadden, D.1
|