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Endogenous regime switching in speculative markets

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Sethi, Rajiv

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Article provided by Elsevier in its journal Structural Change and Economic Dynamics.

Volume (Year): 7 (1996)
Issue (Month): 1 (March)
Pages: 99-118
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Handle: RePEc:eee:streco:v:7:y:1996:i:1:p:99-118

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  1. Xue-Zhong (Tony) He & Carl Chiarella, 2001. "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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  2. Leonardo Becchetti & Maria I. Marika Santoro, 2002. "Stock Price Dynamics: An Empirical Test Of The Chartist-Fundamentalist Hypothesis," Departmental Working Papers 182, Tor Vergata University, CEIS. [Downloadable!]
  3. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2002. "Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach," Working Paper Series 123, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  4. 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!]
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  5. Michele Bagella & Leonardo Becchetti & Fabrizio Adriani, 2001. "Observed And "Fundamental" Price Earnings. Is There A Dragging Anchor For High-Tech Stocks?," Departmental Working Papers 138, Tor Vergata University, CEIS. [Downloadable!]
  6. Xue-Zhong He, 2003. "Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach," Research Paper Series 95, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  7. Carl Chiarella & Tony He, 1999. "Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model," Research Paper Series 18, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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  8. Rui Carvalho, 2001. "The Dynamics of the Linear Random Farmer Model," Quantitative Finance Papers cond-mat/0107150, arXiv.org. [Downloadable!]
  9. Ralf Ahrens & Stefan Reitz, 2003. "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series 2003/11, Center for Financial Studies. [Downloadable!]
  10. Eran Guse, 2004. "Learning with Heterogeneous Expectations in an Evolutionary World," Computing in Economics and Finance 2004 99, Society for Computational Economics. [Downloadable!]
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  11. Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003. "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper 34, Tor Vergata University, CEIS. [Downloadable!]
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  12. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2001. "Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market," Working Paper Series 112, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
  13. Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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  14. J. Doyne Farmer & Shareen Joshi, 2000. "The Price Dynamics of Common Trading Strategies," Working Papers 00-12-069, Santa Fe Institute.
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