Smart Agents and Sentiment in the Heterogeneous Agent Model
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References listed on IDEAS
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- Kukacka, Jiri & Barunik, Jozef, 2013.
"Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment,"
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More about this item
Keywordsmarket structure; Hurst exponent; heterogeneous agent model; smart traders;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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