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Heterogeneous beliefs, risk, and learning in a simple asset-pricing model with a market maker
Chiarella, Carl; He, Xue-zhong - In: Macroeconomic dynamics 7 (2003) 4, pp. 503-536
Persistent link: https://www.econbiz.de/10001794148
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A dynamic analysis of the microstucture of moving average rules in a double auction market
Chiarella, Carl; He, Xue-zhong; Pellizzari, Paolo - In: Macroeconomic dynamics 16 (2012) 4, pp. 556-575
Persistent link: https://www.econbiz.de/10009713365
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HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
Chiarella, Carl; He, Xue-Zhong - In: Macroeconomic dynamics 7 (2003) 4, pp. 503-536
Persistent link: https://www.econbiz.de/10006027301
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A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
Chiarella, Carl; He, Xue-Zhong; Pellizzari, Paolo - In: Macroeconomic dynamics 16 (2011) 4, pp. 556-576
Persistent link: https://www.econbiz.de/10010015296