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Behavioral heterogeneity in stock prices

Boswijk, Herman Peter; Hommes, Cars H.; Manzan, Sebastiano - 2005

We estimate a dynamic asset pricing model characterized by heterogeneous boundedly rational agents. The fundamental value of the risky asset is publicly available to all agents, but they have different beliefs about the persistence of deviations of stock prices from the fundamental benchmark. An...

Persistent link: https://www.econbiz.de/10011343265

Chaostheorie in de economie

Hommes, Cars H. - In: Economisch statistische berichten : ESB 80 (1995) 18, pp. 58-62

Persistent link: https://www.econbiz.de/10001174501

On the consistency of backward looking expectations : the case of the cobweb

Hommes, Cars H. - 1996

Persistent link: https://www.econbiz.de/10000927901

Dynamics of Hicks' nonlinear trade cycle model

Hommes, Cars H. - 1993

Persistent link: https://www.econbiz.de/10000877083

On the consistency of backward-looking expectations : the case of the cobweb

Hommes, Cars H. - In: Journal of economic behavior & organization : JEBO 33 (1998) 3, pp. 333-362

Persistent link: https://www.econbiz.de/10001337574

Adaptive learning and roads to chaos : the case of the cobweb

Hommes, Cars H. - In: Economics letters 36 (1991) 2, pp. 127-132

Persistent link: https://www.econbiz.de/10001107959

A reconsideration of Hicks' non-linear trade cycle model

Hommes, Cars H. - In: Structural change and economic dynamics : SC+ED 6 (1995) 4, pp. 435-459

Persistent link: https://www.econbiz.de/10001194668

Periodic, almost periodic and chaotic behaviour in Hicks' non-linear trade cycle model

Hommes, Cars H. - In: Economics letters 41 (1993) 4, pp. 391-397

Persistent link: https://www.econbiz.de/10001144893

Financial markets as nonlinear adaptive evolutionary systems

Hommes, Cars H. - 2000

Persistent link: https://www.econbiz.de/10001554477

Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand

Hommes, Cars H. - In: Journal of economic behavior & organization : JEBO 24 (1994) 3, pp. 315-335

Persistent link: https://www.econbiz.de/10001169623

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