Market mood, adaptive beliefs and asset price dynamics

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dc.contributor.author Dieci, Roberto en_US
dc.contributor.author Foroni, I en_US
dc.contributor.author Gardini, Laura en_US
dc.contributor.author He, Xuezhong en_US
dc.date.accessioned 2009-12-21T02:28:04Z
dc.date.available 2009-12-21T02:28:04Z
dc.date.issued 2006 en_US
dc.identifier 2006003977 en_US
dc.identifier.citation Dieci Roberto et al. 2006, 'Market mood, adaptive beliefs and asset price dynamics', Pergamon-Elsevier Science Ltd, vol. 29, no. 3, pp. 520-534. en_US
dc.identifier.issn 0960-0779 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/3440
dc.description.abstract Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper presents a simple dynamic market frac en_US
dc.publisher Pergamon-Elsevier Science Ltd en_US
dc.relation.hasversion Accepted manuscript version en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/j.chaos.2005.08.065 en_US
dc.rights NOTICE: this is the author’s version of a work that was accepted for publication in Chaos, Solitons & Fractals. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Chaos, Solitons & Fractals, [Volume 29, Issue 3, August 2006, Pages 520–534] http://dx.doi.org/10.1016/j.chaos.2005.08.065 en_US
dc.title Market mood, adaptive beliefs and asset price dynamics en_US
dc.parent Chaos, Solitons and Fractals en_US
dc.journal.volume 29 en_US
dc.journal.number 3 en_US
dc.publocation Oxford, UK en_US
dc.identifier.startpage 520 en_US
dc.identifier.endpage 534 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 010200 en_US
dc.personcode 0000017793 en_US
dc.personcode 0000026165 en_US
dc.personcode 0000017794 en_US
dc.personcode 010238 en_US
dc.percentage 50 en_US
dc.classification.name Applied Mathematics en_US
dc.classification.type FOR-08 en_US
dc.description.keywords heterogeneous beliefs; interacting agents; model; behavior; chaos en_US
dc.staffid 010238 en_US


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