Rational animal spirits
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Bibliographic InfoPaper provided by Wisconsin Madison - Social Systems in its series Working papers with number 23.
Date of creation: 1998
Date of revision:
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Postal: UNIVERSITY OF WISCONSIN MADISON, SOCIAL SYSTEMS RESEARCH INSTITUTE(S.S.R.I.), MADISON WISCONSIN 53706 U.S.A.
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" Simple Technical Trading Rules and the Stochastic Properties of Stock Returns,"
Journal of Finance,
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97-26, Duke University, Department of Economics.
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"Asset Pricing Under Endogenous Expectation in an Artificial Stock Market,"
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"Expectational Diversity in Monetary Economies,"
96-11-084, Santa Fe Institute.
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0806.2989, arXiv.org, revised Nov 2010.
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- Didier Sornette & Wei-Xing Zhou, 2005. "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers cond-mat/0503607, arXiv.org, revised Mar 2005.
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"Evolutionary dynamics in markets with many trader types,"
Journal of Mathematical Economics,
Elsevier, vol. 41(1-2), pages 7-42, February.
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"Evolutionary Dynamics in Financial Markets With Many Trader Types,"
CeNDEF Working Papers
01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock,W.A. & Hommes,C.H., 2001. "Evolutionary dynamics in financial markets with many trader types," Working papers 7, Wisconsin Madison - Social Systems.
- W.A. Brock, C.H. Hommes and F.O.O. Wagener, 2001. "Evolutionary dynamics in financial markets with many trader types," Computing in Economics and Finance 2001 119, Society for Computational Economics.
- Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute.
- Hommes, C.H., 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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