A classical model of speculative asset price dynamics-Reference-Cited by-同舟云学术

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A classical model of speculative asset price dynamics

Published:2023-03 Issue: Volume:37 Page:100780
ISSN:2214-6350
Container-title:Journal of Behavioral and Experimental Finance
language:en
Short-container-title:Journal of Behavioral and Experimental Finance

Author:

Inoua Sabiou M.^ORCID,Smith Vernon L.

Funder

Charles Koch Foundation

Publisher

Elsevier BV

Subject

Finance

Reference90 articles.

1. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns;Andersen;J. Finance,1997

2. Evolutionary selection of individual expectations and aggregate outcomes in asset pricing experiments;Anufriev;Am. Econ. J. Microecon.,2012

3. Open models of share markets with two dominant types of participants;Aoki;J. Econ. Behav. Organ.,2002

4. Baltas, N., Kosowski, R., 2013. Momentum strategies in futures markets and trend-following funds. In: Paper Presented at the Paris 2012 Finance Meeting EUROFIDAI-AFFI Paper.

5. A survey of behavioral finance;Barberis,2003

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