Agent-based computational finance: Suggested readings and early research
Top Cited Papers
- 1 June 2000
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 24 (5-7) , 679-702
- https://doi.org/10.1016/s0165-1889(99)00022-6
Abstract
No abstract availableThis publication has 40 references indexed in Scilit:
- An Illustration of the Essential Difference between Individual and Social Learning, and its Consequences for Computational AnalysesSSRN Electronic Journal, 1999
- Asset Pricing Under Endogenous Expectations in an Artificial Stock MarketSSRN Electronic Journal, 1996
- The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approachJournal of International Money and Finance, 1993
- The dynamics of speculative behaviourAnnals of Operations Research, 1992
- The Survival of Noise Traders in Financial MarketsThe Journal of Business, 1991
- The Foreign Exchange Market: A Random Walk with a Dragging AnchorEconomica, 1988
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsJournal of Political Economy, 1983
- On the Indeterminacy of Equilibrium Exchange RatesThe Quarterly Journal of Economics, 1981
- Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the SpecialistThe Journal of Finance, 1979
- On the unstable behaviour of stock exchangesJournal of Mathematical Economics, 1974