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Power-law behaviour, heterogeneity, and trend chasing

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Author Info
He, Xue-Zhong
Li, Youwei

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 31 (2007)
Issue (Month): 10 (October)
Pages: 3396-3426
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Handle: RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426

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  1. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Franke, Reiner, 2008. "On the Interpretation of Price Adjustments and Demand in Asset Pricing Models with Mean-Variance Optimization," Economics Working Papers 2008,13, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  3. Carl Chiarella & Xue-Zhong He & Min Zheng, 2007. "The Stochastic Dynamics of Speculative Prices," Research Paper Series 208, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  4. 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!]
  5. 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!]
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