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A microscopic model of the stock market : Cycles, booms, and crashes

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Author Info
Levy, Moshe
Levy, Haim
Solomon, Sorin
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File URL: http://www.sciencedirect.com/science/article/B6V84-4590X4X-10V/2/0c4c50442fbd16b740a7d4a765b92fb1
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 45 (1994)
Issue (Month): 1 (May)
Pages: 103-111
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Handle: RePEc:eee:ecolet:v:45:y:1994:i:1:p:103-111

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  1. Mikhail Anufriev & Giulio Bottazzi, 2004. "Asset Pricing Model with Heterogeneous Investment Horizons," LEM Papers Series 2004/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  2. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics. [Downloadable!]
  3. Giulio Bottazzi & Mikhail Anufriev, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies," Computing in Economics and Finance 2005 375, Society for Computational Economics. [Downloadable!]
  4. Anufriev, M. & Bottazzi, G., 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," CeNDEF Working Papers 06-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  6. Derveeuw, Julien, 2005. "Market dynamics and agents behaviors: a computational approach," MPRA Paper 4916, University Library of Munich, Germany. [Downloadable!]
  7. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
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