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Do industries lead stock markets? A reexamination

Tse, Yiuman - In: Journal of empirical finance 34 (2015), pp. 195-203

Persistent link: https://www.econbiz.de/10011557114

A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation

Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22

Persistent link: https://www.econbiz.de/10011377843

Temporary price trends in the stock market with rational agents

Ichkitidze, Yuri - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 103-117

Persistent link: https://www.econbiz.de/10012034517

A multi-factor model of heterogeneous traders in a dynamic stock market

Pyo, Dong-Jin - In: Cogent economics & finance 5 (2017) 1, pp. 1-24

This study develops an agent-based computational stock market model in which each trader’s buying and selling decisions are endogenously determined by multiple factors: namely, firm profitability, past stock price movement, and imitation of other traders. Each trader can switch from being a...

Persistent link: https://www.econbiz.de/10011887519