Open Models of Share Markets with Two Dominant Types of Participants
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by UCLA Department of Economics in its series UCLA Economics Online Papers with number 107.
Date of creation: 13 Mar 2002
Date of revision:
Contact details of provider:
Web page: http://www.econ.ucla.edu/
Other versions of this item:
- Aoki, Masanao, 2002. "Open models of share markets with two dominant types of participants," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 199-216, October.
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.:
- Day, Richard H. & Huang, Weihong, 1990.
"Bulls, bears and market sheep,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 14(3), pages 299-329, December.
- 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.
- Masanao Aoki, 2001. "Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents," UCLA Economics Online Papers 142, UCLA Department of Economics.
- P. Gopikrishnan & M. Meyer & L.A.N. Amaral & H.E. Stanley, 1998. "Inverse cubic law for the distribution of stock price variations," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 3(2), pages 139-140, July.
- Lux, T. & M. Marchesi, . "Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market," Discussion Paper Serie B 438, University of Bonn, Germany, revised Jul 1998.
- Aoki,Masanao, 2004.
"Modeling Aggregate Behavior and Fluctuations in Economics,"
Cambridge University Press, number 9780521606196, October.
- Aoki,Masanao, 2001. "Modeling Aggregate Behavior and Fluctuations in Economics," Cambridge Books, Cambridge University Press, number 9780521781268, October.
- 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 & 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.
- 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.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006.
"Microscopic models of financial markets,"
Economics Working Papers
2006,15, Christian-Albrechts-University of Kiel, Department of Economics.
- AOKI Masanao & YOSHIKAWA Hiroshi, 2007.
"Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics,"
07057, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- 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.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002.
"Evolutionary dynamics in markets with many trader types,"
CeNDEF Working Papers
02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tim Kwok).
If references are entirely missing, you can add them using this form.