Complex Evolutionary Systems in Behavioral Finance
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- Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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Citations
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Cited by:
- Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette, "undated".
"Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts,"
Working Papers
ETH-RC-11-005, ETH Zurich, Chair of Systems Design.
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Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1349-1363.
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"Prices, debt and market structure in an agent-based model of the financial market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 95-120.
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- Fischer, Thomas & Riedler, Jesper, 2013. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045 [rev.], ZEW - Leibniz Centre for European Economic Research.
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"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
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- Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014.
"Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500,"
Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 1-16.
- Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014. "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series 344, Quantitative Finance Research Centre, University of Technology, Sydney.
More about this item
Keywords
Asset pricing; heterogeneous beliefs; empirical validation; forecasting experiments;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2008-06-21 (Corporate Finance)
Statistics
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