reaction coefficient of the fundamentalists, the extrapolation rate of the chartists and the lag length used for the MA. By …

reaction coefficient of the fundamentalists, the extrapolation rate of the chartists and the lag length used for the MA. By …

the interaction between rational fundamentalists and trend following imitative noise traders. The interactions and opinion … into a given asset, which then impels fundamentalists to re-equilibrate their more valuable portfolios that have become … identified a mechanism by which the cautious risk-adverse contrarian rebalancing strategy of fundamentalists leads to systemic …

results indicate that the risk tolerance of fundamentalists and the relative funding rate of positive‐feedback traders versus … fundamentalists are key factors determining the path of price fluctuations. Fundamentalists are more able to dominate the market when …‐feedback traders face higher funding costs compared to fundamentalists. Our model suggests that fundamentalists cause heavier tails …