Institutional architectures and behavioral ecologies in the dynamics of financial markets
- 28 February 2005
- journal article
- Published by Elsevier in Journal of Mathematical Economics
- Vol. 41 (1-2) , 197-228
- https://doi.org/10.1016/j.jmateco.2004.02.006
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
- Market force, ecology and evolutionIndustrial and Corporate Change, 2002
- Financial markets as nonlinear adaptive evolutionary systemsQuantitative Finance, 2001
- What Makes Markets Allocationally Efficient?The Quarterly Journal of Economics, 1997
- From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange marketsFinance and Stochastics, 1997
- Asset Pricing Under Endogenous Expectations in an Artificial Stock MarketSSRN Electronic Journal, 1996
- Speculation, Heterogeneity and Learning: A Simulation Model of Exchange Rates DynamicsKyklos, 1996
- Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual RationalityJournal of Political Economy, 1993
- The Survival of Noise Traders in Financial MarketsThe Journal of Business, 1991
- Rational Expectations and the Aggregation of Diverse Information in Laboratory Security MarketsEconometrica, 1988
- Some New Stock-Market IndexesThe Journal of Business, 1966