Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; … - In: Computational Economics 22 (2003) 2, pp. 213-223
In this paper, we investigate the presence of rationalherding on asset price dynamics during the intra-day trading withheterogeneous interacting agents, whose information set is notcomplete. In the model, individual probability measures offinancial investment strategies are defined using...
