Market mood, adaptive beliefs and asset price dynamics

Pergamon-Elsevier Science Ltd
Publication Type:
Journal Article
Chaos, Solitons and Fractals, 2006, 29 (3), pp. 520 - 534
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Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper presents a simple dynamic market frac
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