Open models of share markets with two dominant types of participants
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Behavior & Organization.
Volume (Year): 49 (2002)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/jebo
Other versions of this item:
- Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics.
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.:
- Masanao Aoki, 2001. "Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents," UCLA Economics Online Papers 142, UCLA Department of Economics.
- Aoki, Masanao & Shirai, Yoshimasa, 2000. "A New Look At The Diamond Search Model: Stochastic Cycles And Equilibrium Selection In Search Equilibrium," Macroeconomic Dynamics, Cambridge University Press, vol. 4(04), pages 487-505, December.
- Aoki,Masanao, 2001.
"Modeling Aggregate Behavior and Fluctuations in Economics,"
Cambridge University Press, number 9780521781268, October.
- Aoki,Masanao, 2004. "Modeling Aggregate Behavior and Fluctuations in Economics," Cambridge Books, Cambridge University Press, number 9780521606196, October.
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- Parameswaran Gopikrishnan & Martin Meyer & Luis A Nunes Amaral & H Eugene Stanley, 1998. "Inverse Cubic Law for the Probability Distribution of Stock Price Variations," Papers cond-mat/9803374, arXiv.org, revised May 1998.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001.
"Microscopic Models of Financial Markets,"
- Masanao Aoki & Hiroshi Yoshikawa, 2012. "Non-self-averaging in macroeconomic models: a criticism of modern micro-founded macroeconomics," Journal of Economic Interaction and Coordination, Springer, vol. 7(1), pages 1-22, May.
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- Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005. "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
- Andreas Krause, 2000. "Microstructure Effects on Daily Return Volatility in Financial Markets," Papers cond-mat/0011295, arXiv.org.
- E. Samanidou & E. Zschischang & D. Stauffer & Thomas Lux, 2006. "Microscopic Models of Financial Markets," Working Papers wpn06-03, Warwick Business School, Finance Group.
- Aoki, Masanao & Yoshikawa, Hiroshi, 2009.
"The nature of equilibrium in macroeconomics: a critique of equilibrium search theory,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy, vol. 3(37), pages 1-9.
- Aoki, Masanao & Yoshikawa, Hiroshi, 2008. "The Nature of Equilibrium in Macroeconomics: A Critique of Equilibrium Search Theory," Economics Discussion Papers 2008-37, Kiel Institute for the World Economy.
- Daniel Fricke & Thomas Lux, 2013. "The Effects of a Financial Transaction Tax in an Artificial Financial Market," Kiel Working Papers 1868, Kiel Institute for the World Economy.
- Aoki, Masanao & Yoshikawa, Hiroshi, 2007.
"Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics,"
Economics Discussion Papers
2007-49, Kiel Institute for the World Economy.
- AOKI Masanao & YOSHIKAWA Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Discussion papers 07057, Research Institute of Economy, Trade and Industry (RIETI).
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