This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
On the Dynamic Behavior of Prices in Disequilibrium Author info | Abstract | Publisher info | Download info | Related research | Statistics Beja, Avraham
Goldman, M Barry
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 35 (1980)
Issue (Month): 2 (May)
Pages: 235-48
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bla:jfinan:v:35:y:1980:i:2:p:235-48Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Giancarlo Costa & Marco Calzi, 1994.
"Sulla vitalità di un mercato finanziario ,"
Decisions in Economics and Finance ,
Springer, vol. 17(2), pages 49-60, September.
[Downloadable!] (restricted)
Carl Chiarella & Roberto Dieci & Laura Gardini, 2004.
"Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents ,"
Research Paper Series
134, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Other versions:
Carl Chiarella & Roberto Dieci, 2004.
"Asset price and wealth dynamics in a financial market with heterogeneous agents ,"
Computing in Economics and Finance 2004
261, Society for Computational Economics.
Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2006.
"Asset price and wealth dynamics in a financial market with heterogeneous agents ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 30(9-10), pages 1755-1786.
[Downloadable!] (restricted) Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005.
"Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework ,"
Research Paper Series
166, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Other versions: Thomas Lux, 2008.
"Stochastic Behavioral Asset Pricing Models and the Stylized Facts ,"
Kiel Working Papers
1426, Kiel Institute for the World Economy.
[Downloadable!]
Joep Sonnemans & Jan Tuinstra, 2008.
"Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets ,"
Tinbergen Institute Discussion Papers
08-076/1, Tinbergen Institute.
[Downloadable!]
Franke, Reiner, 2008.
"Artificial Long Memory Effects in Two Agend-Based Asset Pricing Models ,"
Economics Working Papers
2008,15, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
James P. Gander, 2009.
"Extreme Value Theory and the Financial Crisis of 2008 ,"
Working Paper Series, Department of Economics, University of Utah
2009_03, University of Utah, Department of Economics.
[Downloadable!]
Lux, Thomas, 2008.
"Stochastic behavioral asset pricing models and the stylized facts ,"
Economics Working Papers
2008,08, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005.
"Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model ,"
Computational Economics ,
Springer, vol. 26(1), pages 19-49, August.
[Downloadable!] (restricted)
Giuseppe Garofalo & Alessandro Sansone, 2005.
"Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays ,"
Working Papers
88, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Other versions: Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005.
"Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach ,"
Economics Working Papers
2005,14, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions:
Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006.
"Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach ,"
Economics Working Papers
2006,16, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Friedrich Wagner & Thomas Lux & Simone Alfarano, 2005.
"Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach ,"
Working Papers
wp05-02, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008.
"Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 32(1), pages 101-136, January.
[Downloadable!] (restricted) Alfarano, Simone & Lux, Thomas, 2003.
"A minimal noise trader model with realistic time series properties ,"
Economics Working Papers
2003,15, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions: Rui Carvalho, 2001.
"The Dynamics of the Linear Random Farmer Model ,"
Quantitative Finance Papers
cond-mat/0107150, arXiv.org.
[Downloadable!]
J. Doyne Farmer & Shareen Joshi, 2000.
"The price dynamics of common trading strategies ,"
Quantitative Finance Papers
cond-mat/0012419, arXiv.org.
[Downloadable!]
Bernd Pape, 2007.
"Asset allocation and multivariate position based trading ,"
Journal of Economic Interaction and Coordination ,
Springer, vol. 2(2), pages 163-193, December.
[Downloadable!] (restricted)
Alfarano, Simone & Lux, Thomas, 2005.
"A noise trader model as a generator of apparent financial power laws and long memory ,"
Economics Working Papers
2005,13, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions: Tambakis, D.N., 2008.
"Feedback Trading and Intermittent Market Turbulence ,"
Cambridge Working Papers in Economics
0847, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Domenico Colucci & Vincenzo Valori, 2008.
"Asset Price Dynamics When Behavioural Heterogeneity Varies ,"
Computational Economics ,
Springer, vol. 32(1), pages 3-20, September.
[Downloadable!] (restricted)
Access and
download statistics Did you know? RePEc and its associated services are free for contributors and users, and do not accept any advertising.
This page was last updated on 2009-11-12.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .