Concepedia

Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework

Carl Chiarella, Roberto Dieci, Xue‐Zhong He

SSRN Electronic Journal · 2005 · 15 citations · 16 references

Open access

Concepts

BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset PricesAsset Return ModelingBehavioral Asset PricingCapital Asset PricingCapital MarketsInvestment TheoryAsset Pricing DynamicsExpectationsMulti-asset DispositionMulti-factor Asset Pricing ModelsSpeculation In Forward MarketsSpeculative InvestmentTime-varying Expected Returns

References

16

A Rational Route to Randomness

William A. Brock, Cars Hommes · Econometrica · 1997 · 1.8K citations

Social Sciences, Economics, Behavioral Economics +16

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

William A. Brock, Cars Hommes · Journal of Economic Dynamics and Control · 1998 · 1.7K citations

Business, Economics, Finance +14

The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Thomas Lux · Journal of Economic Behavior & Organization · 1998 · 658 citations

Business, Economics, Finance +15

Bulls, bears and market sheep

Richard H. Day, Weihong Huang · Journal of Economic Behavior & Organization · 1990 · 626 citations

Agriculture, Animal Sciences, Animal Welfare +8

On The Dynamic Behavior of Prices in Disequilibrium

Avraham Beja, M. Barry Goldman · The Journal of Finance · 1980 · 303 citations

Social Sciences, Economics, Microeconomics +10