Evolutionary dynamics in markets with many trader types

Noise Trader Risk in Financial Markets

J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.3K citations

Investor Psychology and Asset Pricing

David Hirshleifer · The Journal of Finance · 2001 · 2.4K citations

Asset Allocation, Basic Paradigm, Portfolio Choice +16

A Rational Route to Randomness

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

Engineering, Market Equilibrium, Game Theory +20

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

Econophysics, Dynamic Economic Model, Economics +8

Scaling and criticality in a stochastic multi-agent model of a financial market

Thomas Lux, Michele Marchesi · Nature · 1999 · 1.5K citations

Financial Market, Econophysics, Economics +11