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A strategy experiment in dynamic asset pricing

  • Hommes, Cars
  • Sonnemans, Joep
  • Tuinstra, Jan
  • van de Velden, Henk

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V85-4CTCXMT-2/2/6ac8bfd0e1e8f6d2ec9e815b55326924
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 29 (2005)
Issue (Month): 4 (April)
Pages: 823-843

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Handle: RePEc:eee:dyncon:v:29:y:2005:i:4:p:823-843
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  1. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
  2. Sterman, John D., 1989. "Deterministic chaos in an experimental economic system," Journal of Economic Behavior & Organization, Elsevier, vol. 12(1), pages 1-28, August.
  3. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2004. "Coordination of Expectations in Asset Pricing Experiments," DNB Staff Reports (discontinued) 119, Netherlands Central Bank.
  4. Selten,Reinhard & Mitzkewitz,Michael & Uhlich,Gerald, . "Duopoly strategies programmed by experienced players," Discussion Paper Serie B 106, University of Bonn, Germany.
  5. 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.
  6. 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.
  7. repec:att:wimass:9621 is not listed on IDEAS
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. repec:ner:tilbur:urn:nbn:nl:ui:12-86814 is not listed on IDEAS
  13. 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.
  14. Sonnemans, Joep, 1998. "Strategies of search," Journal of Economic Behavior & Organization, Elsevier, vol. 35(3), pages 309-332, April.
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