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Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro.
In: Computational Economics.
RePEc:kap:compec:v:22:y:2003:i:2:p:213-223.

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  1. Information flux in complex networks: Path to stylized facts. (2021). Ducha, F A ; Atman, A. P. F., ; Bosco, A R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309365.

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  2. Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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  3. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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  4. Estimating heterogeneous agents behavior in a two-market financial system. (2018). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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  5. A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange. (2016). Uppal, Jamshed ; J. Barkley Rosser, Jr., ; Ahmed, Ehsan.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:55:y:2016:i:2:p:79-93.

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  6. Estimating heterogeneous agents behavior in a two-market financial system. (2015). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:48.

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  7. Estimating heterogeneous agents behavior with different investment horizons in stock markets. (2014). .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:5.

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  8. Herd behavior, bubbles and social interactions in financial markets. (2014). Sheng-Kai, Chang .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:1:p:89-101:n:6.

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  9. Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:23:p:5920-5938.

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  10. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef ; Jiv{r}'i Kukav{c}ka, .
    In: Papers.
    RePEc:arx:papers:1205.3763.

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  11. Price-Volume Relations in Financial Market. (2012). Huang, Weihong ; Wang, Wanying.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:1209.

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  12. Estimating behavioural heterogeneity under regime switching. (2012). Zheng, Huanhuan ; Huang, Weihong ; Chiarella, Carl.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460.

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  13. Financial crises and regime-dependent dynamics. (2012). Zheng, Huanhuan ; Huang, Weihong.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:82:y:2012:i:2:p:445-461.

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  14. Analysis of a Heterogeneous Trader Model for Asset Price Dynamics. (2011). Kirby, Natasha ; Foster, Andrew.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:309572.

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  15. THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS. (2011). Palestrini, Antonio ; Gallegati, Mauro ; Rosser, Barkley J..
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:15:y:2011:i:01:p:60-79_09.

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  16. Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?. (2010). Uppal, Jamshed ; Ahmed, Ehsan ; Rosser, Barkley J..
    In: Emerging Markets Finance and Trade.
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  17. Financial crises and interacting heterogeneous agents. (2010). Zheng, Huanhuan ; Huang, Weihong ; Chia, Wai-Mun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:6:p:1105-1122.

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  18. Schizophrenic Representative Investors. (2010). Maymin, Philip Z..
    In: Papers.
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  19. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

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  20. Decentralized Allocation of Human Capital and Nonlinear Growth. (2008). Gomes, Orlando.
    In: Computational Economics.
    RePEc:kap:compec:v:31:y:2008:i:1:p:45-75.

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  21. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Alfi, V. ; Pietronero, L. ; Zaccaria, A..
    In: Papers.
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  22. Decentralized allocation of human capital and nonlinear growth. (2007). Gomes, Orlando.
    In: MPRA Paper.
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  23. A simple asset pricing model with social interactions and heterogeneous beliefs. (2007). Chang, Sheng-Kai .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:4:p:1300-1325.

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References

References cited by this document

  1. Arthur, W.B. (1991). Designing economic agent that act like human agent: A behavioural approach to bounded rationality. American Economic Review: Paper and Proceeding of the 103rd Annual Meeting of the American Economic Association, pp. 353–359.
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  2. Arthur, W.B. (1992). On learning and adaptation in the economy. Santa Fe Institute (Santa Fe, NM), Paper 92-07-038.

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  5. Brock, W.A. and Hommes, C. (1997). A rational route to randomness. Econometrica, 65, 1235–1274.

  6. Chiarella, C. and He, X.Z. (2001a). Asset price and wealth dynamics under heterogeneous expectations. Quantitative Finance, 5, 509–526.

  7. Chiarella, C. and He, X.Z. (2001b). Heterogeneous beliefs, risk and learning in a simple asset pricing model. Computational Economics, 19, 95–132.

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  9. Leombruni, R., Palestrini, A. and Gallegati, M. (2002). Mean field effects and interaction cycles in financial markets. In Lecture Notes in Economics and Mathematical Systems. Springer-Verlag, Berlin, (forthcoming).
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  10. Lux, T. and Marchesi, M. (1999). Scaling and criticality in a stochastic multi-agent model of financial market. Nature, 397, 498–500.

  11. Michalewicz, Z. (1994). Genetic Algorithms + Data Structures = Evolution Programs, 2nd edn. Springer-Verlag, Berlin.
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  12. Routledge, B.R. (1999). Adaptive learning in financial markets. The Review of Financial Studies, 12(5), 1165–202.

  13. Sargent, T. (1993). Bounded Rationality in Macroeconomics. Clarendon Press, Oxford.
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