Evolution of Market Heuristics
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013.
"Asset price dynamics with heterogeneous beliefs and local network interactions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
- Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013. "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers 2013-18, School of Economics, The University of New South Wales.
- Pfajfar, D. & Zakelj, B., 2011.
"Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Replaced by CentER DP 2012-072),"
Other publications TiSEM
e2c64836-9ab5-4cc2-9f16-9, Tilburg University, School of Economics and Management.
- Pfajfar, D. & Zakelj, B., 2011. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Replaced by CentER DP 2012-072)," Discussion Paper 2011-053, Tilburg University, Center for Economic Research.
- Marsili, Matteo & Raffaelli, Giacomo & Ponsot, Benedicte, 2009. "Dynamic instability in generic model of multi-assets markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1170-1181, May.
- 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.
- Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
- Harrison, Richard & Taylor, Tim, 2012. "Non-rational expectations and the transmission mechanism," Bank of England working papers 448, Bank of England.
- Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013.
"Efficiency of continuous double auctions under individual evolutionary learning with full or limited information,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 539-573, July.
- Anufriev, M. & Arifovic, J. & Ledyard, D. & Panchenko, V., 2010. "Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information," CeNDEF Working Papers 10-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, C.H., 2007. "Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation," CeNDEF Working Papers 07-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tim Taylor & Richard Harrison, 2008.
"Misperceptions, heterogeneous expectations and macroeconomic dynamics,"
2008 Meeting Papers
710, Society for Economic Dynamics.
- Harrison, Richard & Taylor, Tim, 2012. "Misperceptions, heterogeneous expectations and macroeconomic dynamics," Bank of England working papers 449, Bank of England.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013.
"Evolutionary selection of expectations in positive and negative feedback markets,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010. "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers 10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mark Thoma, 2013. "Bad advice, herding and bubbles," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(1), pages 45-55.
- Mikhail Anufriev & Cars Hommes, 2012.
"Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments,"
American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
- Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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:ams:ndfwpp:07-06. 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.
We have no bibliographic references for this item. You can help adding them by using 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: Cees C.G. Diks (email available below). General contact details of provider: https://edirc.repec.org/data/cnuvanl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.