Boom-bust dynamics in a stock market participation model with heterogeneous traders
Anna Agliari (),
Ahmad Naimzada () and
Journal of Economic Dynamics and Control, 2018, vol. 91, issue C, 458-468
The boundedly rational heterogeneous agent literature can be considered to have properly started with a number of contributions in the early 90s, with the impressive contribution by Carl Chiarella who, amongst his huge field of research, developed several milestone models of heterogeneous interacting agents that are able to generate a number of dynamic outcomes compatible with the empirical evidence.
Keywords: Stock market participation; Heterogenous traders; Boom-bust dynamics; Evolutive systems (search for similar items in EconPapers)
JEL-codes: D84 E32 G12 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:91:y:2018:i:c:p:458-468
Access Statistics for this article
Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok
More articles in Journal of Economic Dynamics and Control from Elsevier
Bibliographic data for series maintained by Haili He ().