Market mood, adaptive beliefs and asset price dynamics

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Show simple item record Dieci, R Foroni, I Gardini, L He, X 2009-12-21T02:28:04Z 2006-01
dc.identifier.citation Chaos, Solitons and Fractals, 2006, 29 (3), pp. 520 - 534
dc.identifier.issn 0960-0779
dc.identifier.other C1 en_US
dc.description.abstract 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
dc.publisher Pergamon-Elsevier Science Ltd
dc.relation.hasversion Accepted manuscript version en_US
dc.relation.isbasedon 10.1016/j.chaos.2005.08.065
dc.title Market mood, adaptive beliefs and asset price dynamics
dc.type Journal Article
dc.parent Chaos, Solitons and Fractals
dc.journal.volume 3
dc.journal.volume 29
dc.journal.number 3 en_US
dc.publocation Oxford, UK en_US
dc.publocation Sydney, Australia
dc.identifier.startpage 520 en_US
dc.identifier.endpage 534 en_US BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference Australian and New Zealand Academy of Management Conference
dc.for 0103 Numerical and Computational Mathematics
dc.for 0102 Applied Mathematics
dc.personcode 010238
dc.percentage 50 en_US Applied Mathematics en_US
dc.classification.type FOR-08 en_US 2006-12-06
dc.location.activity Yeppoon, Australia
dc.description.keywords heterogeneous beliefs
dc.description.keywords interacting agents
dc.description.keywords model
dc.description.keywords behavior
dc.description.keywords chaos
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Open Access 2015-04-15 12:23:47.074767+10
pubs.consider-herdc true
utslib.collection.history General (ID: 2)

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