Herding and Clustering in Economics: The Yule-Zipf-Simon Model
Author
Abstract
Suggested Citation
DOI: 10.1007/s10614-005-9018-y
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Alan Kirman, 1993. "Ants, Rationality, and Recruitment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(1), pages 137-156.
- Masanao Aoki, 2000. "Cluster Size Distribution of Economics Agents of Many Types in Market," UCLA Economics Online Papers 102, UCLA Department of Economics.
- Robert Axtell, 1999. "The Emergence of Firms in a Population of Agents," Working Papers 99-03-019, Santa Fe Institute.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Enrico Scalas & Tijana Radivojević & Ubaldo Garibaldi, 2015. "Wealth distribution and the Lorenz curve: a finitary approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 79-89, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Westerhoff, Frank H. & Dieci, Roberto, 2006.
"The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February.
- Frank Westerhoff, 2004. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Computing in Economics and Finance 2004 14, Society for Computational Economics.
- Luca Riccetti & Alberto Russo & Mauro Gallegati, 2015.
"An agent based decentralized matching macroeconomic model,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 305-332, October.
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
- Frank Westerhoff & Martin Hohnisch, 2010. "Consumer sentiment and countercyclical fiscal policies," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(5), pages 609-618.
- Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
- Youwei Li & Xue-Zhong He, 2005.
"Long Memory, Heterogeneity, and Trend Chasing,"
Computing in Economics and Finance 2005
113, Society for Computational Economics.
- Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
- Reitz, Stefan, 2006. "On the predictive content of technical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 121-137, August.
- Joshua M. Epstein, 2007. "Agent-Based Computational Models and Generative Social Science," Introductory Chapters, in: Generative Social Science Studies in Agent-Based Computational Modeling, Princeton University Press.
- Klein, A. & Urbig, D. & Kirn, S., 2008.
"Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach,"
MPRA Paper
14433, University Library of Munich, Germany.
- Klein, Achim & Urbig, Diemo, 2008. "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper 116175, University Library of Munich, Germany, revised 30 Apr 2011.
- Christian Cordes & Stephan Müller & Georg Schwesinger & Sarianna M. Lundan, 2022.
"Governance structures, cultural distance, and socialization dynamics: further challenges for the modern corporation,"
Journal of Evolutionary Economics, Springer, vol. 32(2), pages 371-397, April.
- Christian Cordes & Stephan Müller & Georg Schwesinger & Sarianna M. Lundan, 2020. "Governance Structures, Cultural Distance, and Socialization Dynamics: Further Challenges for the Modern Corporation," Bremen Papers on Economics & Innovation 2006, University of Bremen, Faculty of Business Studies and Economics.
- V. Alfi & L. Pietronero & A. Zaccaria, 2008. "Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets," Papers 0807.1888, arXiv.org.
- Kudic, Muhamed & Pyka, Andreas & Günther, Jutta, 2012. "Determinants of Evolutionary Change Processes in Innovation Networks – Empirical Evidence from the German Laser Industry," IWH Discussion Papers 7/2012, Halle Institute for Economic Research (IWH).
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001.
"Microscopic Models of Financial Markets,"
Papers
cond-mat/0110354, arXiv.org.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006. "Microscopic models of financial markets," Economics Working Papers 2006-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Chen, Shyh-Wei & Xie, Zixiong, 2017. "Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 339-354.
- Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The interplay between real and exchange rate market: an agent-based model approach," Working Papers - Economics wp2024_10.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014.
"Communication impacting financial markets,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00982959, HAL.
- Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Documents de travail du Centre d'Economie de la Sorbonne 14029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Post-Print halshs-00982959, HAL.
- Jorgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Papers 1410.2550, arXiv.org.
- Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Post-Print hal-01215750, HAL.
- Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215750, HAL.
- Yamamoto, Ryuichi, 2019.
"Dynamic Predictor Selection And Order Splitting In A Limit Order Market,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1757-1792, July.
- Ryuichi Yamamoto, 2015. "Dynamic predictor selection and order splitting in a limit order market," Working Papers 1514, Waseda University, Faculty of Political Science and Economics.
- David Vidal-Tomás & Simone Alfarano, 2020.
"An agent-based early warning indicator for financial market instability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
- Vygintas Gontis & Aleksejus Kononovicius & Stefan Reimann, 2012. "The class of nonlinear stochastic models as a background for the bursty behavior in financial markets," Papers 1201.3083, arXiv.org, revised May 2012.
- C. Chiarella & P. Khomin, 1999. "Adaptively evolving expectations in models of monetarydynamics‐ The fundamentalists forward looking," Annals of Operations Research, Springer, vol. 89(0), pages 21-34, January.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:27:y:2006:i:1:p:115-134. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.