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Bad advice, herding and bubbles
Thoma, Mark Allen - In: The journal of economic methodology 20 (2013) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10009783310
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Prices, fundamental values and learning
Berardi, Michele - 2015
Persistent link: https://www.econbiz.de/10011413220
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Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
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Better ways to test for herding
Wang, Junkai; Hudson, Robert - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
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Should network structure matter in agent-based finance?
Alfarano, Simone (contributor);  … - 2007
We derive microscopic foundations for a well-known probabilistic herding model in the agent-based finance literature …
Persistent link: https://www.econbiz.de/10003635302
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An agent-based stochastic volatility model
Alfarano, Simone - 2006
Persistent link: https://www.econbiz.de/10003307294
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Herd behaviour as a source of volatility in agent expectations
Bowden, M.; McDonald, S. - In: Computational finance and its applications II : [Second …, (pp. 129-139). 2006
Persistent link: https://www.econbiz.de/10003410097
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A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone; Lux, Thomas - In: Macroeconomic dynamics 11 (2007), pp. 80-101
Persistent link: https://www.econbiz.de/10003616333
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Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
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Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone (contributor); Lux, Thomas (contributor);  … - 2006
by analytical solutions of a simple variant of the seminal herding model introduced by Kirman (1993). Embedding the … herding framework into a simple equilibrium asset pricing framework, we are able to derive closed-form solutions for the time …
Persistent link: https://www.econbiz.de/10003392174