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Speculative behavior and the dynamics of interacting stock markets

Schmitt, Noemi; Westerhoff, Frank - In: Journal of Economic Dynamics and Control 45 (2014) C, pp. 262-288

We develop a simple agent-based financial market model in which heterogeneous speculators apply technical and fundamental analysis to trade in two different stock markets. Speculators׳ strategy/market selections are repeated at each time step and depend on predisposition effects, herding...

Persistent link: https://www.econbiz.de/10011051969

Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - In: The European journal of finance 28 (2022) 13/15, pp. 1263-1282

Persistent link: https://www.econbiz.de/10013532181

Stability and welfare effects of profit taxes within an evolutionary market interaction model

Schmitt, Noemi; Tuinstra, Jan; Westerhoff, Frank H. - In: Review of international economics 26 (2018) 3, pp. 691-708

Persistent link: https://www.econbiz.de/10011972030

Stock market participation and endogenous boom-bust dynamics

Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 148 (2016), pp. 72-75

Persistent link: https://www.econbiz.de/10011619872

Market entry waves and volatility outbursts in stock markets

Schwartz, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 153 (2018), pp. 19-37

Persistent link: https://www.econbiz.de/10011986639

Steady states, stability and bifurcations in multi-asset market models

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank H. - In: Decisions in economics and finance : DEF ; a journal of … 41 (2018) 2, pp. 357-378

Persistent link: https://www.econbiz.de/10011997945

Evolutionary competition and profit taxes : market stability versus tax burden

Schmitt, Noemi; Westerhoff, Frank H. - In: Macroeconomic dynamics 22 (2018) 8, pp. 2007-2031

Persistent link: https://www.econbiz.de/10012127568

Trend followers, contrarians and fundamentalists : explaining the dynamics of financial markets

Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 117-136

Persistent link: https://www.econbiz.de/10013187562

Stability conditions for three-dimensional maps and their associated bifurcation types

Lines, Marji; Schmitt, Noemi; Westerhoff, Frank H. - In: Applied economics letters 27 (2020) 13, pp. 1056-1060

Persistent link: https://www.econbiz.de/10012267048

Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model

Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 176 (2019), pp. 43-46

Persistent link: https://www.econbiz.de/10012121226