A strategy experiment in dynamic asset pricing
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- William A. Brock & Cars H. Hommes, 1997.
"A Rational Route to Randomness,"
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- Sterman, John D., 1989. "Deterministic chaos in an experimental economic system," Journal of Economic Behavior & Organization, Elsevier, vol. 12(1), pages 1-28, August.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2004.
"Coordination of Expectations in Asset Pricing Experiments,"
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119, Netherlands Central Bank.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
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- Reinhard Selten & Michael Mitzkewitz & Gerald R. Uhlich, 1997. "Duopoly Strategies Programmed by Experienced Players," Econometrica, Econometric Society, vol. 65(3), pages 517-556, May.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999.
"The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation,"
CeNDEF Working Papers
99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004. "The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
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- Brock, William A. & Hommes, Cars H., 1998.
"Heterogeneous beliefs and routes to chaos in a simple asset pricing model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 22(8-9), pages 1235-1274, August.
- Offerman, Theo & Potters, Jan & Verbon, Harrie A. A., 2001.
"Cooperation in an Overlapping Generations Experiment,"
Games and Economic Behavior,
Elsevier, vol. 36(2), pages 264-275, August.
- Offerman, T.J.S. & Potters, J.J.M. & Verbon, H.A.A., 2001. "Cooperation in an overlapping generations experiment," Other publications TiSEM 879611c7-4050-4262-b6e9-6, School of Economics and Management.
- Gaunersdorfer, Andrea, 2000. "Endogenous fluctuations in a simple asset pricing model with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 799-831, June.
- 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.
- repec:ner:tilbur:urn:nbn:nl:ui:12-86814 is not listed on IDEAS
- LeBaron, Blake, 2000. "Agent-based computational finance: Suggested readings and early research," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 679-702, June.
- Sonnemans, Joep, 1998. "Strategies of search," Journal of Economic Behavior & Organization, Elsevier, vol. 35(3), pages 309-332, April.
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