create a website

The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543.

Full description at Econpapers || Download paper

Cited: 34

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Heterogeneous beliefs and short selling taxes: A note. (2024). Hatcher, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001623.

    Full description at Econpapers || Download paper

  2. On the destabilizing nature of capital gains taxes. (2022). Westerhoff, Frank ; Gardini, Laura ; Dieci, Roberto.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162.

    Full description at Econpapers || Download paper

  3. CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-51.

    Full description at Econpapers || Download paper

  4. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:169.

    Full description at Econpapers || Download paper

  5. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

    Full description at Econpapers || Download paper

  6. Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints. (2021). Zhang, Qun ; Liu, Hao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000879.

    Full description at Econpapers || Download paper

  7. Margin trade, short sales and financial stability. (2020). Zheng, Huanhuan ; Zhang, Yang ; Sng, Hui Ying.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00256-3.

    Full description at Econpapers || Download paper

  8. Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625.

    Full description at Econpapers || Download paper

  9. Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Li, Hong Gang ; Zhou, Xuan.
    In: Computational Economics.
    RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9722-4.

    Full description at Econpapers || Download paper

  10. Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

    Full description at Econpapers || Download paper

  11. Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

    Full description at Econpapers || Download paper

  12. Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:134.

    Full description at Econpapers || Download paper

  13. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:389.

    Full description at Econpapers || Download paper

  14. Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

    Full description at Econpapers || Download paper

  15. A laboratory experiment on the heuristic switching model. (2018). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

    Full description at Econpapers || Download paper

  16. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:119.

    Full description at Econpapers || Download paper

  17. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02312186.

    Full description at Econpapers || Download paper

  18. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02000726.

    Full description at Econpapers || Download paper

  19. Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. (2017). Tong, Jun ; Hu, Jianqiang.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:1:p:24-34.

    Full description at Econpapers || Download paper

  20. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

    Full description at Econpapers || Download paper

  21. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

    Full description at Econpapers || Download paper

  22. Horizon heterogeneity, institutional constraint and managerial myopia: a multi-frequency perspective on ELSS. (2016). Chakrabarty, Anindya ; Bandyopadhyay, Gautam ; De, Anupam .
    In: International Journal of Business Excellence.
    RePEc:ids:ijbexc:v:9:y:2016:i:1:p:18-47.

    Full description at Econpapers || Download paper

  23. Empirical properties of a heterogeneous agent model in large dimensions. (2016). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02088097.

    Full description at Econpapers || Download paper

  24. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

    Full description at Econpapers || Download paper

  25. Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents. (2016). In, Daan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:45-67.

    Full description at Econpapers || Download paper

  26. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:96.

    Full description at Econpapers || Download paper

  27. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: Working Paper Series.
    RePEc:uts:ecowps:31.

    Full description at Econpapers || Download paper

  28. Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments. (2015). Makarewicz, Tomasz ; Hommes, Cars ; Bao, Te.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150107.

    Full description at Econpapers || Download paper

  29. Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets. (2015). Gao, Yan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:438:y:2015:i:c:p:293-307.

    Full description at Econpapers || Download paper

  30. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

    Full description at Econpapers || Download paper

  31. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-09.

    Full description at Econpapers || Download paper

  32. Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments. (2014). Makarewicz, Tomasz ; Hommes, Cars ; Bao, Te.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-01.

    Full description at Econpapers || Download paper

  33. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:172077.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anufriev, M. ; Hommes, C. Evolutionary selection of individual expectations and aggregate outcomes in asset pricing experiments. 2012 American Economic Journal. 4 35-64

  2. Anufriev, M. ; Panchenko, V. Asset prices, traders' behavior and market design. 2009 Journal of Economic Dynamics and Control. 33 1073-1090

  3. Bai, Y., Chang, E., Wang, J., 2006. Asset Prices Under Short-Sale Constraints. Discussion Paper, MIT Sloan School of Management. 〈http://web.mit.edu/wangj/www/pap/BCW_061112.pdf〉.
    Paper not yet in RePEc: Add citation now
  4. Barberis, N., Thaler, R., 2003. A survey of behavioral finance. In: Constantinides, G., Harris, M., Stultz, R. (Eds.), Handbook of the Economics of Finance. Handbooks in Economics Series. North-Holland, Amsterdam.

  5. Beber, A. ; Pagano, M. Short-selling bans around the world. 2013 Journal of Finance. 68 343-381

  6. Brock, W. ; Hommes, C. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. 1998 Journal of Economic Dynamics and Control. 22 1235-1274

  7. Chang, E. ; Cheng, J. ; Yu, Y. Short-sales constraints and price discovery. 2007 Journal of Finance. 62 2097-2121

  8. Dercole, F., Radi, D., 2012. Constraints on Short-Selling and Asset Price Adjustment to Private Information. Discussion Paper. Mimeo.
    Paper not yet in RePEc: Add citation now
  9. Diamond, D. ; Verrecchia, R. Constraints on short-selling and asset price adjustment to private information. 1987 Journal of Financial Economics. 18 277-311

  10. Evans, G. ; Honkapohja, S. Learning and Expectations in Macroeconomics. 2001 Princeton University Press:
    Paper not yet in RePEc: Add citation now
  11. Galbraith, J. The Great Crash 1929. 1954 Houghton Mifflin: Boston
    Paper not yet in RePEc: Add citation now
  12. Gallmeyer, M. ; Hollifield, B. An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy. 2008 Review of Finance. 12 323-364

  13. Garbade, K. Federal reserve margin requirements. 1982 En : Wachtel, P. Crises in the Economic and Financial Structure. Free Press:
    Paper not yet in RePEc: Add citation now
  14. Gaunersdorfer, A. ; Hommes, C. ; Wagener, F. Bifurcation routes to volatility clustering under evolutionary learning. 2008 Journal of Economic Behavior and Organization. 67 27-47

  15. Glosten, L. ; Milgrom, P. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. 1985 Journal of Financial Economics. 14 71-100

  16. Hardouvelis, G. ; Theodossiou, P. The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets. 2002 Review of Financial Studies. 15 1525-1559

  17. Harrison, J. ; Kreps, D. Speculative investor behavior in a stock market with heterogeneous expectations. 1978 The Quarterly Journal of Economics. 92 323-336

  18. Haruvy, E. ; Noussair, C. The effect of short selling on bubbles and crashes in experimental spot asset markets. 2006 Journal of Finance. 61 1119-1157

  19. Hommes, C. ; Huang, H. ; Wang, D. A robust rational route to randomness in a simple asset pricing model. 2005 Journal of Economic Dynamics and Control. 29 1043-1072

  20. Hommes, C. ; Sonnemans, J. ; Tuinstra, J. ; van de Velden, H. Coordination of expectations in asset pricing experiment. 2005 Review of Financial Studies. 18 955-980

  21. Hommes, C., 2006. Heterogeneous agent models in economics and finance. In: Judd, K., Tesfatsion, L., (Eds.), Handbook of Computational Economics, Agent-Based Computational Economics. Handbooks in Economics Series, vol. 2. Elsevier, North-Holland.

  22. Hsieh, D. ; Miller, M. Margin regulation and stock market volatility. 1990 Journal of Finance. 45 3-29

  23. Jones, C. ; Lamont, O. Short-sale constraints and stock returns. 2002 Journal of Financial Economics. 66 207-239

  24. Lamont, O. ; Thaler, R. Can the market add and subtract? Mispricing in tech stock carve-outs. 2003 Journal of Political Economy. 111 227-268

  25. LeBaron, B., 2006. Agent-based computational finance. In: Judd, K., Tesfatsion, L., (Eds.), Handbook of Computational Economics, Agent-Based Computational Economics. Handbooks in Economics Series, vol. 2. Elsevier, North-Holland.

  26. Lei, V. ; Noussair, C. ; Plott, C. Nonspeculative bubbles in experimental asset markets. 2001 Econometrica. 69 831-859

  27. Lux, T. Stochastic behavioral asset pricing models and the stylized facts. 2009 En : Hens, T. ; Schenk-Hoppé, K. Handbook of Financial Markets. North-Holland:
    Paper not yet in RePEc: Add citation now
  28. Miller, E.M. Risk, uncertainty, and divergence of opinion. 1977 Journal of Finance. 32 1151-1168

  29. Seguin, P. ; Jarrell, G. The irrelevance of margin. 1993 Journal of Finance. 48 1457-1473
    Paper not yet in RePEc: Add citation now
  30. Shleifer, A. Inefficient Markets. 2000 Oxford University Press: USA
    Paper not yet in RePEc: Add citation now
  31. Smith, V. ; Suchanek, G. ; Williams, A. Bubbles, crashes, and endogenous expectations in experimental spot asset markets. 1988 Econometrica. 56 1119-1151

  32. Westerhoff, F. The use of agent-based financial market models to test the effectiveness of regulatory policies. 2008 Jahrbücher für Nationalökonomie und Statistik. 228 195-227

Cocites

Documents in RePEc which have cited the same bibliography

  1. Can successful forecasters help stabilize asset prices in a learning to forecast experiment?. (2019). Rud, Olga ; Kopányi, Dávid ; Tuinstra, Jan ; Rabanal, Jean Paul ; Kopanyi, David.
    In: Working Papers.
    RePEc:apc:wpaper:140.

    Full description at Econpapers || Download paper

  2. The Stabilizing Role of Forward Guidance: A Macro Experiment. (2017). Ahrens, Steffen ; Tettamanzi, Michele ; Lustenhouwer, Joep.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168063.

    Full description at Econpapers || Download paper

  3. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:119.

    Full description at Econpapers || Download paper

  4. It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market. (2017). Hanaki, Nobuyuki ; Akiyama, Eizo ; Ishikawa, Ryuichiro.
    In: Economic Journal.
    RePEc:oup:econjl:v:127:y:2017:i:605:p:f563-f580..

    Full description at Econpapers || Download paper

  5. Monetary Policy under Behavioral Expectations: Theory and Experiment. (2017). Weber, Matthias ; Massaro, Domenico ; Hommes, Cars.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:42.

    Full description at Econpapers || Download paper

  6. Effects of eliciting long-run price forecasts on market dynamics in asset market experiments. (2017). Hanaki, Nobuyuki ; AKIYAMA, Eizo ; Ishikawa, Ryuichiro.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01263661.

    Full description at Econpapers || Download paper

  7. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

    Full description at Econpapers || Download paper

  8. It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market. (2016). Akiyama, Eizo ; Ishikawa, Ryuichiro ; Hanaki, Nobuyuki.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01294917.

    Full description at Econpapers || Download paper

  9. A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments. (2016). Ishikawa, Ryuichiro ; Hanaki, Nobuyuki ; AKIYAMA, Eizo.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2016-02.

    Full description at Econpapers || Download paper

  10. Heterogeneous beliefs and trading inefficiencies. (2016). McGough, Bruce ; Branch, William.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:163:y:2016:i:c:p:786-818.

    Full description at Econpapers || Download paper

  11. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

    Full description at Econpapers || Download paper

  12. Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation. (2016). Hommes, Cars ; Agliari, Anna ; Pecora, Nicolo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:121:y:2016:i:c:p:15-28.

    Full description at Econpapers || Download paper

  13. Stock market participation and endogenous boom-bust dynamics. (2016). Westerhoff, Frank ; Schmitt, Noemi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:148:y:2016:i:c:p:72-75.

    Full description at Econpapers || Download paper

  14. Modeling heterogeneous inflation expectations: empirical evidence from demographic data?. (2016). Lobon, Oana-Ramona ; Xu, Yingying ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:153-163.

    Full description at Econpapers || Download paper

  15. Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab. (2016). Salle, Isabelle ; Hommes, Cars ; Arifovic, J.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:16-06.

    Full description at Econpapers || Download paper

  16. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:96.

    Full description at Econpapers || Download paper

  17. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:364.

    Full description at Econpapers || Download paper

  18. Monetary Policy under Behavioral Expectations: Theory and Experiment. (2015). Weber, Matthias ; Massaro, Domenico ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150087.

    Full description at Econpapers || Download paper

  19. Expectations formation under adaptive learning and evolutionary dynamics.. (2015). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:206.

    Full description at Econpapers || Download paper

  20. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:116:y:2015:i:c:p:157-173.

    Full description at Econpapers || Download paper

  21. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

    Full description at Econpapers || Download paper

  22. Adaptive Expectations with Correction Bias: Evidence from the lab. (2015). Russo, Alberto ; Palestrini, Antonio ; Gallegati, Mauro ; Colasante, Annarita.
    In: Working Papers.
    RePEc:anc:wpaper:409.

    Full description at Econpapers || Download paper

  23. When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets. (2015). Hommes, Cars ; Bao, Te.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-10.

    Full description at Econpapers || Download paper

  24. Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-05.

    Full description at Econpapers || Download paper

  25. Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup. (2015). Makarewicz, Tomasz ; Massaro, Domenico ; Hommes, Cars ; Smits, T.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-01.

    Full description at Econpapers || Download paper

  26. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2014). Hommes, Cars.
    In: Review of Behavioral Economics.
    RePEc:now:jnlrbe:105.00000004.

    Full description at Econpapers || Download paper

  27. Evidence for ecological learning and domain specificity in rational asset pricing and market efficiency. (2014). Goodman, James .
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:48:y:2014:i:c:p:27-39.

    Full description at Econpapers || Download paper

  28. Positive welfare effects of trade barriers in a dynamic partial equilibrium model. (2014). Wegener, Michael ; Westerhoff, Frank ; Tuinstra, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:246-264.

    Full description at Econpapers || Download paper

  29. How do experienced traders respond to inflows of inexperienced traders? An experimental analysis. (2014). Hanaki, Nobuyuki ; AKIYAMA, Eizo ; Ishikawa, Ryuichiro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:1-18.

    Full description at Econpapers || Download paper

  30. Experimental evidence on inflation expectation formation. (2014). Zakelj, Blaz ; Pfajfar, Damjan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:44:y:2014:i:c:p:147-168.

    Full description at Econpapers || Download paper

  31. Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-05.

    Full description at Econpapers || Download paper

  32. Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules. (2013). Tuinstra, Jan ; Anufriev, Mikhail ; Kopnyiz, Dvid .
    In: Working Paper Series.
    RePEc:uts:ecowps:8.

    Full description at Econpapers || Download paper

  33. Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130206.

    Full description at Econpapers || Download paper

  34. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130205.

    Full description at Econpapers || Download paper

  35. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130204.

    Full description at Econpapers || Download paper

  36. Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions. (2013). Panchenko, Valentyn ; Pavlov, Oleg V. ; Gerasymchuk, Sergiy .
    In: Discussion Papers.
    RePEc:swe:wpaper:2013-18.

    Full description at Econpapers || Download paper

  37. Information dissemination in an experimentally based agent-based stock market. (2013). Grazzini, Jakob.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:8:y:2013:i:1:p:179-209.

    Full description at Econpapers || Download paper

  38. Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price. (2013). Hommes, Cars ; Husler, A. ; Sornette, D..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:92:y:2013:i:c:p:304-316.

    Full description at Econpapers || Download paper

  39. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543.

    Full description at Econpapers || Download paper

  40. Formation of rationally heterogeneous expectations. (2013). Pfajfar, Damjan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1434-1452.

    Full description at Econpapers || Download paper

  41. Asset price dynamics with heterogeneous beliefs and local network interactions. (2013). Panchenko, Valentyn ; Pavlov, Oleg V. ; Gerasymchuk, Sergiy .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2623-2642.

    Full description at Econpapers || Download paper

  42. Learning cycles in Bertrand competition with differentiated commodities and competing learning rules. (2013). Tuinstra, Jan ; Kopányi, Dávid ; Anufriev, Mikhail ; Kopanyi, David .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2562-2581.

    Full description at Econpapers || Download paper

  43. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def7.

    Full description at Econpapers || Download paper

  44. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def007.

    Full description at Econpapers || Download paper

  45. Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:13-19.

    Full description at Econpapers || Download paper

  46. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:13-17.

    Full description at Econpapers || Download paper

  47. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:13-01.

    Full description at Econpapers || Download paper

  48. Effect of Uncertainty about Others Rationality in Experimental Asset Markets: An Experimental Analysis. (2012). Ishikawa, Ryuichiro ; Hanaki, Nobuyuki ; AKIYAMA, Eizo.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793613.

    Full description at Econpapers || Download paper

  49. Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises. (2012). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:12-07.

    Full description at Econpapers || Download paper

  50. Effect of uncertainty about others’ rationality in experimental asset markets. (2012). Hanaki, Nobuyuki ; AKIYAMA, Eizo.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1234.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 08:05:30 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy