Similar Search Results - EconBiz

Epidemics of rules, rational negligence and market crashes

Anand, Kartik; Kirman, Alan P.; Marsili, Matteo - In: The European journal of finance 19 (2013) 5/6, pp. 438-447

Persistent link: https://www.econbiz.de/10010243604

The microeconomic foundations of instability in financial markets

Kirman, Alan P. - In: Long memory in economics : with 50 tables, (pp. 311-344). 2006

Persistent link: https://www.econbiz.de/10003375653

Efficiency and stability in complex financial markets

Caccioli, Fabio; Marsili, Matteo - 2010

The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...

Persistent link: https://www.econbiz.de/10010299740

Information efficiency and financial stability

Caccioli, Fabio; Marsili, Matteo - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-20, pp. 1-20

The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...

Persistent link: https://www.econbiz.de/10010300734

Efficiency and stability in complex financial markets

Caccioli, Fabio; Marsili, Matteo - 2010

The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...

Persistent link: https://www.econbiz.de/10003914180

Information efficiency and financial stability

Caccioli, Fabio; Marsili, Matteo - 2010

The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...

Persistent link: https://www.econbiz.de/10003984216

The effect of short selling and borrowing on market prices and traders’ behavior

Duchêne, Sébastien; Guerci, Eric; Hanaki, Nobuyuki; … - In: Journal of economic dynamics & control 107 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012312649

Forecasting returns instead of prices exacerbates financial bubbles

Hanaki, Nobuyuki; Hommes, Cars H.; Kopányi, Dávid; … - In: Experimental economics : a journal of the Economic … 26 (2023) 5, pp. 1185-1213

Persistent link: https://www.econbiz.de/10014500549

Bubbles in foreign exchange markets : it takes two to tango

Kirman, Alan P.; Ricciotti, Romain Fabio; Topol, … - In: Macroeconomic dynamics 11 (2007), pp. 102-123

Persistent link: https://www.econbiz.de/10003616353

Testing for bubbles and change-points

Kirman, Alan P.; Teyssière, Gilles - In: Journal of economic dynamics & control 29 (2005) 4, pp. 765-799

Persistent link: https://www.econbiz.de/10002702776

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