Path dependent coordination of expectations in asset pricing experiments : a behavioral explanation
Year of publication: |
January 2016
|
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Authors: | Agliari, Anna ; Hommes, Cars H. ; Pecora, Nicolò |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 121.2016, p. 15-28
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Subject: | Multi-agent systems | Asset pricing model | Experimental economics | Coexistence of attractors | Expectation feedback | Erwartungsbildung | Expectation formation | Theorie | Theory | CAPM | Experiment | Experimentelle Ökonomik | Agentenbasierte Modellierung | Agent-based modeling |
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