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Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model

Makarewicz, Tomasz - In: Computational economics 50 (2017) 2, pp. 231-279

Persistent link: https://www.econbiz.de/10011762381

Initial predictions in Learning-to-Forecast experiment

Diks, Cees G. H.; Makarewicz, Tomasz - In: Managing market complexity : the approach of artificial …, (pp. 223-235). 2012

Persistent link: https://www.econbiz.de/10009579912

Bubble formation and (in)efficient markets in learning-to-forecast and -optimise experiments

Te, Bao; Hommes, Cars H.; Makarewicz, Tomasz - 2015

This experiment compares the price dynamics and bubble formation in an asset market with a price adjustment rule in three treatments where subjects (1) submit a price forecast only, (2) choose quantity to buy/sell and (3) perform both tasks. We find deviation of the market price from the...

Persistent link: https://www.econbiz.de/10011333057

Simple forecasting heuristics that make us smart : evidence from different market experiments

Anufriev, Mikhail; Hommes, Cars H.; Makarewicz, Tomasz - In: Journal of the European Economic Association : JEEA 17 (2019) 5, pp. 1538-1584

Persistent link: https://www.econbiz.de/10012162261

Bubble formation and (in)efficient markets in learning-to-forecast and optimise experiments

Te, Bao; Hommes, Cars H.; Makarewicz, Tomasz - In: The economic journal : the journal of the Royal … 127 (2017) 605, pp. 581-609

Persistent link: https://www.econbiz.de/10011758710

Price level versus inflation targeting under heterogeneous expectations : a laboratory experiment

Hommes, Cars H.; Makarewicz, Tomasz - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 39-82

Persistent link: https://www.econbiz.de/10012598259

Genetic algorithm learning in a New Keynesian macroeconomic setup

Hommes, Cars H.; Makarewicz, Tomasz; Massaro, Domenico; … - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1133-1155

Persistent link: https://www.econbiz.de/10011895220

Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics

Proaño Acosta, Christian; Kukacka, Jiri; Makarewicz, Tomasz - In: Journal of economic behavior & organization 217 (2024), pp. 312-333

Persistent link: https://www.econbiz.de/10014552715

Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Market

Makarewicz, Tomasz - 2016

The paper studies the emergence of contrarian behavior in information networks in an asset pricing market. Financial traders coordinate on similar behavior, but have heterogeneous price expectations and are influenced by friends. According to a popular belief, they are prone to herding. However,...

Persistent link: https://www.econbiz.de/10012995192