create a website

A dynamic stochastic model of asset pricing with heterogeneous beliefs. (2008). Michetti, Elisabetta ; Cerqueti, Roy ; Brianzoni, Serena.
In: Working Papers.
RePEc:mcr:wpdief:wpaper00046.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 24

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. A review of aggregation techniques for agent-based models: understanding the presence of long-term memory. (2015). Cerqueti, Roy ; Rotundo, Giulia.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:49:y:2015:i:4:p:1693-1717.

    Full description at Econpapers || Download paper

  2. A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro.
    In: Computational Economics.
    RePEc:kap:compec:v:37:y:2011:i:3:p:267-300.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abraham, R., Gardini, L., Mira, C., i997. Chaos in discrete dynamical systems (a visual introduction in two dimension), Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  2. Avery, C., Zemsky, P., i998. Multidimensional Uncertainty and Herd Behavior in Financial Markets. American Economic Review, 88, (4), 724748.

  3. Banerjee, A., i992. A simple model of herd behavior. Quarterly Journal of Economics, i07, 787-8i8. bibitemBHW92 Bikhchandani, S., Hirshleifer, D., Welch, I., i992. A theory of fads, fashion, custom and cultural change as informational cascades. Journal of Political Economy, iOO, 992-i027.

  4. Brock, W. A., Hommes, C. H., i998. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of economic dynamics and control, 22, i235-i274.

  5. Brock, W.A., Hommes, C.H., i997. Rational route to randomness. Econometrica, 65, i059-i095.

  6. Busetti, F. and A.M.R., Taylor, 2004. Tests of stationarity against a change in persistence. Journal of Econometrics i23, 33-66.

  7. Chamley, C., Gale, D., 1994. Information revelation and strategic delay in a model of investment. Econometrica, 62, 1065-1086.

  8. Chari, V., Kehoe, P., 2000. Financial crises as herds. Federal Reserve Ban/c of Minneapolis, Working Paper 600.

  9. Conlisk, J., 1996. Why bounded rationality? Journal of Economic Literature, 34, 669-700.

  10. Dempster A.P., Laird N.M., and Rubin D.B., 1977. Maximum Likelihood from Incomplete Data via the EM algorithm Journal of the Royal Statistical Society, Series B, vol. 39, 1:1-38
    Paper not yet in RePEc: Add citation now
  11. Devaney, R.L., 1989. An introduction to chaotic dynamical system. The Benjamin/Cummings Publishing Co, Menlo Park.
    Paper not yet in RePEc: Add citation now
  12. Feng, J.F., Tirozzi B., 1997. Convergence Theorem for the Kohonen Feature Mapping Algorithms with VLRPs, Computer Math. Applic., 33, 3, 45-63.
    Paper not yet in RePEc: Add citation now
  13. Hommes, C. H., 1994. Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand. Journal of Economic Behavior and Organization, 24, 315-335.

  14. Hommes, C. H., 2001. Financial Markets as nonlinear adaptive evolutionary systems. Quantitative Finance, 1, 149-167.

  15. Hommes, C. H., 2006. Heterogeneous agent models in economics and finance. In Handbook of Computational Economics, L. Tesfatsion and K. L. Judd, eds., vol. 2, chap. 23. Elsevier, North Holland, 1109-1186.

  16. Kim, J.Y., 2000. Detection of change in persistence of a linear time series. Journal of Econometrics 95, 97-116.

  17. Kirman, A.P., 2006. Heterogeneity in economics. Journal of Economic Interaction and Coordination, 1, 89-117.

  18. Kohonen, T., 1989. Self-Organization and Associative Memory Process, (Springer-Verlag).
    Paper not yet in RePEc: Add citation now
  19. Kohonen, T., 199 lb. Self-Organizing maps: optimization approaches, Artificial Neural Networks, 1, 98 1-990.
    Paper not yet in RePEc: Add citation now
  20. Kohonen, T., 1991a. Analysis of a Simple Self-Organizing Process, Biological Cybernetics, 44, 135-140.
    Paper not yet in RePEc: Add citation now
  21. Lin, S., Si, J., 1998. Weight-Value Convergence of the SOM Algorithm for Discrete Input, Nenral Compntatiom, 10, 807-814.
    Paper not yet in RePEc: Add citation now
  22. Mira, C., Gardini, L., Barugola, A., Cathala, J. C., 1996. Chaotic dynamics in two-dimensional noninvertible maps. World Scientific, Singapore.
    Paper not yet in RePEc: Add citation now
  23. Sadeghi, A.A., 2001. Convergence in Distribution of the Multidimensional Kohonen Algorithm, Jonrmal of Applied Probability, 38, 136-15 1.
    Paper not yet in RePEc: Add citation now
  24. Simon, H., 1957. Models of mam. John Wiley & Sons, New York.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Gao, Feng ; Wang, Jun ; Song, Fengming .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:387-413.

    Full description at Econpapers || Download paper

  3. Why Do Institutional Investors Chase Return Trends?. (2012). Kaniel, Ron ; Alt, Aydogan ; Yoeli, Uzi .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8773.

    Full description at Econpapers || Download paper

  4. Behavioral Biases, Informational Externalities, and Efficiency in Endogenous-Timing Herding Games: an Experimental Study. (2010). Peck, James ; Levin, Dan ; Ivanov, Asen.
    In: Working Papers.
    RePEc:vcu:wpaper:1004.

    Full description at Econpapers || Download paper

  5. Explaining House Price Fluctuations. (2009). Hott, Christian.
    In: Working Papers.
    RePEc:snb:snbwpa:2009-05.

    Full description at Econpapers || Download paper

  6. THE BUZZ IN THE PITS: LIVESTOCK FUTURES RESPONSE TO A RUMOR OF FOREIGN ANIMAL DISEASE. (2009). Hagerman, Amy ; Jin, Yanhong.
    In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
    RePEc:ags:aaea09:49493.

    Full description at Econpapers || Download paper

  7. On SARS type economic effects during infectious disease outbreaks. (2008). Dutta, Arindam ; Brahmbhatt, Milan .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4466.

    Full description at Econpapers || Download paper

  8. Information Aggregation and Beliefs in Experimental Parimutuel Betting Markets. (2007). Ziegelmeyer, Anthony ; Noussair, Charles ; Koessler, Frederic.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2007-033.

    Full description at Econpapers || Download paper

  9. Transaction costs and informational cascades in financial markets: Theory and experimental evidence.. (2007). Guarino, Antonio ; Cipriani, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007736.

    Full description at Econpapers || Download paper

  10. Do individuals recognize cascade behavior of others? An Experimental Study. (2006). Grebe, Tim ; Stiehler, Andreas ; Schmid, Julia.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:180.

    Full description at Econpapers || Download paper

  11. Heterogeneity in Economics. (2006). Kirman, Alan.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:1:p:89-117.

    Full description at Econpapers || Download paper

  12. Learning, Cascades and Transaction Costs. (2006). Romano, Maria.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:123.

    Full description at Econpapers || Download paper

  13. Information Cascades: Evidence from An Experiment with Financial Market Professionals. (2006). list, john ; Alevy, Jonathan ; Haigh, Michael S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12767.

    Full description at Econpapers || Download paper

  14. Parimutuel Betting under Asymmetric Information. (2006). Ziegelmeyer, Anthony ; Noussair, Charles ; Koessler, Frederic.
    In: Papers on Strategic Interaction.
    RePEc:esi:discus:2006-05.

    Full description at Econpapers || Download paper

  15. Media Frenzies in Markets for Financial Information. (2006). Veldkamp, Laura.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:577-601.

    Full description at Econpapers || Download paper

  16. Is playing alone in the darkness sufficient to prevent informational cascades?. (2005). Morone, Andrea ; Fiore, Annamaria.
    In: Experimental.
    RePEc:wpa:wuwpex:0503002.

    Full description at Econpapers || Download paper

  17. Herd Behavior in a Laboratory Financial Market. (2005). Guarino, Antonio ; Cipriani, Marco.
    In: Experimental.
    RePEc:wpa:wuwpex:0502002.

    Full description at Econpapers || Download paper

  18. Is playing alone in the darkness sufficient to prevent informational cascades?. (2005). Morone, Andrea ; Fiore, Annamaria.
    In: Papers on Strategic Interaction.
    RePEc:esi:discus:2005-09.

    Full description at Econpapers || Download paper

  19. Signal Accuracy and Informational Cascades. (2005). Pastine, Ivan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5219.

    Full description at Econpapers || Download paper

  20. Social Learning in Continuous Time: When are Informational Cascades More Likely to be Inefficient?. (2005). Pastine, Ivan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5120.

    Full description at Econpapers || Download paper

  21. Dynamic Monopoly Pricing and Herding. (2005). Vesterlund, Lise ; Ottaviani, Marco ; Bose, Subir ; Orosel, Gerhard O.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5003.

    Full description at Econpapers || Download paper

  22. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  23. The Price of Conformism. (2005). Prat, Andrea ; Dasgupta, Amil ; Verardo, Michela .
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000357.

    Full description at Econpapers || Download paper

  24. Rational Information Choice in Financial Market Equilibrium. (2005). Muendler, Marc-Andreas ; Mundler, Marc Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1436.

    Full description at Econpapers || Download paper

  25. Complementarities in Information Acquisition with Short-Term Trades. (2005). Chamley, Christophe.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-156.

    Full description at Econpapers || Download paper

  26. Ambiguity in Financial Markets: Herding and Contrarian Behaviour. (2005). Kelsey, David.
    In: Discussion Papers.
    RePEc:bir:birmec:05-11.

    Full description at Econpapers || Download paper

  27. Herd Behavior in a Laboratory Financial Market. (2005). Guarino, Antonio ; Cipriani, Marco.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:5:p:1427-1443.

    Full description at Econpapers || Download paper

  28. Herding and Contrarian Behavior in Financial Markets: An Internet Experiment. (2005). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:5:p:1403-1426.

    Full description at Econpapers || Download paper

  29. Herding and Contrarian Behavior in Financial Markets - An Internet Experiment. (2004). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:7.

    Full description at Econpapers || Download paper

  30. Parimutuel Betting under Asymmetric Information. (2004). Ziegelmeyer, Anthony ; Koessler, Frederic.
    In: Papers on Strategic Interaction.
    RePEc:esi:discus:2003-34.

    Full description at Econpapers || Download paper

  31. Distinguishing Informational Cascades from Herd Behavior in the Laboratory. (2004). Çelen, BoÄŸaçhan ; Kariv, Shachar ; Boğachan Celen, .
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:3:p:484-498.

    Full description at Econpapers || Download paper

  32. Financial Crises as Herds: Overturning the Critiques. (2003). Kehoe, Patrick ; Chari, Varadarajan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9658.

    Full description at Econpapers || Download paper

  33. Financial crises as herds: overturning the critiques. (2003). Kehoe, Patrick ; Chari, Varadarajan.
    In: Staff Report.
    RePEc:fip:fedmsr:316.

    Full description at Econpapers || Download paper

  34. Information Aggregation with Random Ordering: Cascades and Overconfidence. (2003). Weber, Martin ; Noth, Markus.
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:484:p:166-189.

    Full description at Econpapers || Download paper

  35. Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS. (2003). Diks, Cees ; van der Weide, R..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-06.

    Full description at Econpapers || Download paper

  36. On the timing of balance of payments crises: Disaggregated information and interest rate policy. (2002). Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:840.

    Full description at Econpapers || Download paper

  37. Parimutuel Betting under Asymmetric Information. (2002). Ziegelmeyer, Anthony ; Koessler, Frederic.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2002-17.

    Full description at Econpapers || Download paper

  38. On the robustness of herds. (2002). Kehoe, Patrick ; Chari, Varadarajan.
    In: Working Papers.
    RePEc:fip:fedmwp:622.

    Full description at Econpapers || Download paper

  39. Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think. (2002). Ackert, Lucy ; Church, Bryan K. ; Jayaraman, Narayanan.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-25.

    Full description at Econpapers || Download paper

  40. Risk aversion and herd behavior in financial markets. (2002). Lovo, Stefano ; Décamps, Jean-Paul ; Decamps, Jean-Paul.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0758.

    Full description at Econpapers || Download paper

  41. Modelling Financial Instability: A Survey of the Literature. (2002). Lai, Alexandra.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-12.

    Full description at Econpapers || Download paper

  42. Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data. (2001). Arnswald, Torsten.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4154.

    Full description at Econpapers || Download paper

  43. Capital Mobility, Real Exchange Rate Appreciation And Asset Price Bubbles in Emerging Economies. (2001). Oreiro, José Luís.
    In: Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting].
    RePEc:anp:en2001:040.

    Full description at Econpapers || Download paper

  44. Learning in Economics: Where Do We Stand?. (2000). Slembeck, Tilman.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0004007.

    Full description at Econpapers || Download paper

  45. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:6-00.

    Full description at Econpapers || Download paper

  46. Nested Information and Manipulation in Financial Markets. (2000). Chakraborty, Archishman ; Yilmaz, Bilge .
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:06-00.

    Full description at Econpapers || Download paper

  47. Information Aggregation with Random Ordering: Cascades and Overconfidence. (2000). Weber, Martin ; Noeth, Markus.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1592.

    Full description at Econpapers || Download paper

  48. Social Learning with Payoff Complementarities. (2000). Dasgupta, Amil .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0322.

    Full description at Econpapers || Download paper

  49. Does a thin foreign exchange market lead to destabilizing capital-market speculation in the Asian Crisis countries?. (1999). Min, Hong-Ghi ; McDonald, Judith A..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2056.

    Full description at Econpapers || Download paper

  50. Information Spillover and Factor Adjustment. (1999). Schivardi, Fabiano ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2289.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 08:04:32 || 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