Asset price dynamics with heterogeneous beliefs and local network interactions

Journal of Economic Dynamics and Control

Volumn 37, Issue 12, 2013, Pages 2623-2642

  Panchenko, Valentyn ^a   Gerasymchuk, Sergiy ^b   Pavlov, Oleg V ^c  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b ING Group   (Netherlands)

^c WORCESTER POLYTECHNIC INSTITUTE   (United States)

Author keywords

Asset pricing; Heterogeneous beliefs; Local interactions; Networks; Price dynamics; Random graph; Small world

Indexed keywords

EID: 84887608426     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2013.06.015     Document Type: Article

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