Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?-Reference-Cited by-同舟云学术

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Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?

Published:2022-04 Issue: Volume:196 Page:393-401
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Nishiwaki Takashi^ORCID

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference16 articles.

1. Evolution and market behavior;Blume;J. Econ. Theory,1992

2. Behavioral heterogeneity in stock prices;Boswijk;J. Econ. Dyn. Control,2007

3. Heterogeneous beliefs and routes to chaos in a simple asset pricing model;Brock;J. Econ. Dyn. Control,1998

4. Asset price and wealth dynamics under heterogeneous expectations;Chiarella;Quant. Financ.,2001

5. Heterogeneous beliefs, risk and learning in a simple asset pricing model;Chiarella;Comput. Econ.,2002

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Kinetic model for asset allocation with strategy switching;Physica A: Statistical Mechanics and its Applications;2024-02

2. Kinetic Model for Investment Allocation Allowing Switch of Expected Strategy;2023

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