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Momentum and index investing : implications for market efficiency
Bird, Ron; He, Xue-zhong; Thosar, Satish; Woolley, Paul - In: Journal / The Capco Institute : journal of financial … (2005) 15, pp. 79-85
Persistent link: https://www.econbiz.de/10003280236
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Inflation expectations and macroeconomic dynamics : the case of rational versus extrapolative expectations
Lines, Marji; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 2, pp. 246-257
Persistent link: https://www.econbiz.de/10003947669
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Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong; Li, Youwei - In: Journal of economic dynamics & control 31 (2007) 10, pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
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Heterogeneous speculators, endogenous fluctuations and interacting markets : a model of stock prices and exchange rates
Dieci, Roberto; Westerhoff, Frank H. - In: Journal of economic dynamics & control 34 (2010) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10003966528
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
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The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
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Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic dynamics & control 45 (2014), pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
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Positive welfare effects of trade barriers in a dynamic partial equilibrium model
Tuinstra, Jan; Wegener, Michael; Westerhoff, Frank H. - In: Journal of economic dynamics & control 48 (2014), pp. 246-264
Persistent link: https://www.econbiz.de/10010486659
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The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Westerhoff, Frank H.; Dieci, Roberto - In: Journal of economic dynamics & control 30 (2006) 2, pp. 293-322
Persistent link: https://www.econbiz.de/10003269296