Pietro Dindo
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
CESifo Working Paper Series
7772, CESifo.
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," Working Papers 2019: 21, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Andrea Modena, 2020. "Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking," Working Papers 2020:23, Department of Economics, University of Venice "Ca' Foscari".
- Sebastiano Della Lena & Pietro Dindo, 2019.
"On the Evolution of Norms in Strategic Environments,"
Working Papers
2019: 16, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Gavrilets, Sergey & Tverskoi, Denis & Sánchez, Angel, 2023. "Modeling social norms: an integration of the norm-utility approach with beliefs dynamics," SocArXiv n934a, Center for Open Science.
- Della Lena, Sebastiano & Panebianco, Fabrizio, 2021. "Cultural transmission with incomplete information," Journal of Economic Theory, Elsevier, vol. 198(C).
- Olcina, Gonzalo & Panebianco, Fabrizio & Zenou, Yves, 2024. "Conformism, social pressure, and the dynamics of integration," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 279-304.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
LEM Papers Series
2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini & Shabnam Mousavi & Matteo Ottaviani, 2025. "From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(3), pages 659-676, July.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022.
"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series 17-26, Swiss Finance Institute.
- Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
- Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Antico, Andrea & Bottazzi, Giulio & Giachini, Daniele, 2025.
"Pricing anomalies in a general equilibrium model with biased learning,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 45(C).
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024. "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series 2024/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
- Bottazzi, Giulio & Giachini, Daniele, 2022.
"A general equilibrium model of investor sentiment,"
Economics Letters, Elsevier, vol. 218(C).
- Bottazzi, Giulio & Giachini, Daniele, 2024. "Corrigendum to “A general equilibrium model of investor sentiment” [Economics Letters 218 (2022) 110749]," Economics Letters, Elsevier, vol. 238(C).
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
Cited by:
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini & Shabnam Mousavi & Matteo Ottaviani, 2025. "From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(3), pages 659-676, July.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Pietro Dindo & Filippo Massari, 2025. "Learning Models from Prices," Working Papers 2025: 17, Department of Economics, University of Venice "Ca' Foscari".
- Zawadzka-Pąk Urszula K., 2022. "Participatory Budgeting as the Instrument of Technologically Supported Dialogue in Cracow, Poland," TalTech Journal of European Studies, Sciendo, vol. 12(2), pages 3-19, December.
- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
- Athos V. C. Carvalho & Douglas Silveira & Regis A. Ely & Daniel O. Cajueiro, 2023. "A logarithmic market scoring rule agent-based model to evaluate prediction markets," Journal of Evolutionary Economics, Springer, vol. 33(4), pages 1303-1343, September.
- Datta, Bikramaditya & Sethi, Rajiv, 2023.
"The dynamics of leverage and the belief distribution of wealth,"
Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 20-31.
- Bikramaditya Datta & Rajiv Sethi, 2023. "The Dynamics of Leverage and the Belief Distribution of Wealth," Papers 2304.03436, arXiv.org.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Michele Vodret & Iacopo Mastromatteo & Bence Tóth & Michael Benzaquen, 2023. "Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 599-625, July.
- Paritosh Chandra Sinha, 2023. "Attention to the Fads and Fashions in the Indian Stock Markets During COVID-19," Vision, , vol. 27(2), pages 202-224, April.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
Working Papers
2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2015.
"Drift criteria for persistence of discrete stochastic processes on the line with examples of application,"
LEM Papers Series
2015/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015.
"Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders,"
LEM Papers Series
2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Daniele Giachini, 2016.
"Far from the Madding Crowd: Collective Wisdom in Prediction Markets,"
LEM Papers Series
2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- G. Bottazzi & D. Giachini, 2019. "Far from the madding crowd: collective wisdom in prediction markets," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Bottazzi, Giulio & Giachini, Daniele, 2017.
"Wealth and price distribution by diffusive approximation in a repeated prediction market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 473-479.
- Giulio Bottazzi & Daniele Giachini, 2016. "Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market," LEM Papers Series 2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Giulio Bottazzi & Daniele Giachini, 2018. "New Results on Betting Strategies, Market Selection, and the Role of Luck," LEM Papers Series 2018/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Momentum and Reversal in Financial Markets with Persistent Heterogeneity,"
Working Papers
2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019. "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015.
"Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders,"
LEM Papers Series
2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
Cited by:
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini & Shabnam Mousavi & Matteo Ottaviani, 2025. "From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(3), pages 659-676, July.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Federico Bassi & Raquel Ramos & Dany Lang, 2023.
"Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates,"
Journal of Evolutionary Economics, Springer, vol. 33(2), pages 429-472, April.
- Federico Bassi & Dany Lang & Raquel Almeida Ramos, 2023. "Bet against the trend and cash in profits: An agent‑based model of endogenous fluctuations of exchange rates," Post-Print hal-04428234, HAL.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Arthur Beddock & Elyès Jouini, 2021. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 961-996, April.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020.
"Behavioral equilibrium and evolutionary dynamics in asset markets,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
- Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022.
"An evolutionary finance model with short selling and endogenous asset supply,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series 17-26, Swiss Finance Institute.
- Rabah Amir & Sergei Belkov & Igor Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Post-Print hal-02617447, HAL.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020.
"An evolutionary finance model with a risk-free asset,"
Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series 17-28, Swiss Finance Institute.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Antico, Andrea & Bottazzi, Giulio & Giachini, Daniele, 2025.
"Pricing anomalies in a general equilibrium model with biased learning,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 45(C).
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024. "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series 2024/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023.
"Evolutionary finance: a model with endogenous asset payoffs,"
Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022. "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series 22-96, Swiss Finance Institute, revised May 2023.
- Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020.
"Bet against the trend and cash in profits,"
FMM Working Paper
60-2020, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
- Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Pietro Dindo, 2015.
"Survival in Speculative Markets,"
LEM Papers Series
2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
Cited by:
- Massari, Filippo, 2019. "Market selection in large economies: a matter of luck," Theoretical Economics, Econometric Society, vol. 14(2), May.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Pietro Dindo & Filippo Massari, 2025. "Learning Models from Prices," Working Papers 2025: 17, Department of Economics, University of Venice "Ca' Foscari".
- Han, Kookyoung, 2021. "Self-enforcement, heterogeneous agents, and long-run survival," Economics Letters, Elsevier, vol. 204(C).
- Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021. "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, vol. 140(3), pages 941-964.
- Saki Bigio & Eduardo Zilberman, 2020.
"Speculation-driven Business Cycles,"
Working Papers
161, Peruvian Economic Association.
- Saki Bigio & Eduardo Zilberman, 2020. "Speculation-Driven Business Cycles," Working Papers Central Bank of Chile 865, Central Bank of Chile.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Wang, Hailong & Hu, Duni, 2021. "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Massari, Filippo, 2017. "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 190-205.
- Li, Kai & Liu, Jun, 2023. "Extrapolative asset pricing," Journal of Economic Theory, Elsevier, vol. 210(C).
- Lei Shi & Yajun Xiao, 2021. "Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints [Multiplicity in general financial equilibrium with portfolio constraints]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 886-923.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
Cited by:
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Daniele Giachini & Shabnam Mousavi & Matteo Ottaviani, 2025. "From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(3), pages 659-676, July.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- Giulio Bottazzi & Pietro Dindo, 2013. "Evolution and market behavior in economics and finance: introduction to the special issue," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
- Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020.
"Behavioral equilibrium and evolutionary dynamics in asset markets,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
- Giulio Bottazzi & Daniele Giachini, 2020. "Selection in incomplete markets and the CAPM portfolio rule," LEM Papers Series 2020/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2016.
"Far from the Madding Crowd: Collective Wisdom in Prediction Markets,"
LEM Papers Series
2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- G. Bottazzi & D. Giachini, 2019. "Far from the madding crowd: collective wisdom in prediction markets," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Luca Gerotto & Paolo Pellizzari & Marco Tolotti, 2025. "Fleeting extinction? Unraveling the persistence of noise traders in financial markets with learning and replacement," Journal of Evolutionary Economics, Springer, vol. 35(2), pages 355-379, April.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020.
"An evolutionary finance model with a risk-free asset,"
Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series 17-28, Swiss Finance Institute.
- Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
- Zerong Chen, 2025. "Evolutionary Finance: Models with Long-Lived Assets," Economics Discussion Paper Series 2501, Economics, The University of Manchester.
- Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
- Bottazzi, Giulio & Dindo, Pietro, 2014.
"Evolution and market behavior with endogenous investment rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023.
"Evolutionary finance: a model with endogenous asset payoffs,"
Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022. "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series 22-96, Swiss Finance Institute, revised May 2023.
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
Cited by:
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022. "On the evolutionary stability of the sentiment investor," LEM Papers Series 2022/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016.
"Itchy feet vs cool heads: Flow of funds in an agent-based financial market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
- Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015. "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series 1507, Economics, The University of Manchester.
- Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
- David K. Levine & Salvatore Modica, 2012. "Conflict and the evolution of societies," Working Papers 2012-032, Federal Reserve Bank of St. Louis.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Giulio Bottazzi & Daniele Giachini, 2022.
"Strategically biased learning in market interactions,"
LEM Papers Series
2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Daniele Giachini, 2022. "Strategically Biased Learning In Market Interactions," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-18, March.
- David K. Levine & Salvatore Modica, 2013.
"Conflict, evolution, hegemony, and the power of the state,"
Working Papers
2013-023, Federal Reserve Bank of St. Louis.
- David K. Levine & Salvatore Modica, 2013. "Conflict, Evolution, Hegemony, and the Power of the State," NBER Working Papers 19221, National Bureau of Economic Research, Inc.
- David K Levine & Salvatore Modica, 2013. "Conflict, Evolution, Hegemony, and the Power of the State," Levine's Working Paper Archive 786969000000000692, David K. Levine.
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2015. "Evolution of Impatience: The Example of the Farmer-Sheriff Game," American Economic Journal: Microeconomics, American Economic Association, vol. 7(3), pages 295-317, August.
- Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
- David K Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2011.
"Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game,"
Levine's Working Paper Archive
786969000000000177, David K. Levine.
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2011. "Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game," Documentos de Trabajo 397, Instituto de Economia. Pontificia Universidad Católica de Chile..
- David K. Levine & Salvatore Modica & Federico Weinschelbaum & Felipe Zurita, 2012. "Evolving to the impatience trap: the example of the farmer-sheriff game," Working Papers 2012-033, Federal Reserve Bank of St. Louis.
- Federico Weinschelbaum & David K. Levine & Salvatore Modica & Felipe Zurita, 2010. "Evolving to the Impatience Trap: The Example of the Farmer-Sheriff Game," Working Papers 109, Universidad de San Andres, Departamento de Economia, revised Aug 2011.
- Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
- Pietro Dindo & Filippo Massari, 2017.
"The Wisdom of the Crowd in Dynamic Economies,"
Working Papers
2017:17, Department of Economics, University of Venice "Ca' Foscari", revised 2018.
- Dindo, Pietro & Massari, Filippo, 2020. "The wisdom of the crowd in dynamic economies," Theoretical Economics, Econometric Society, vol. 15(4), November.
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015.
"Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders,"
LEM Papers Series
2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
- Cordoni, Francesco, 2025. "Multi-asset bubbles equilibrium price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
- Giulio Bottazzi & Daniele Giachini, 2016.
"Far from the Madding Crowd: Collective Wisdom in Prediction Markets,"
LEM Papers Series
2016/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- G. Bottazzi & D. Giachini, 2019. "Far from the madding crowd: collective wisdom in prediction markets," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1461-1471, September.
- Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012.
"Excess covariance and dynamic instability in a multi-asset model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
- Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023.
"Market selection and learning under model misspecification,"
LEM Papers Series
2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Pietro Dindo & Jacopo Staccioli, 2017.
"Asset prices and wealth dynamics in a financial market with endogenous liquidation risk,"
Working Papers
2017:31, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series 2017/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Bottazzi, Giulio & Dindo, Pietro, 2022. "Drift criteria for persistence of discrete stochastic processes on the line," Journal of Mathematical Economics, Elsevier, vol. 101(C).
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010.
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach,"
Research Paper Series
275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
- Giulio Bottazzi & Daniele Giachini, 2016.
"Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market,"
LEM Papers Series
2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Giachini, Daniele, 2017. "Wealth and price distribution by diffusive approximation in a repeated prediction market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 473-479.
- Massari, Filippo, 2017. "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 190-205.
- Mikhail Zhitlukhin, 2021. "Capital growth and survival strategies in a market with endogenous prices," Papers 2101.09777, arXiv.org.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
BERG Working Paper Series
122, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Youqing Lv & Guojian Ma & Juan Ding, 2022. "Evolutionary Game Analysis of Medical Waste Disposal in China under Different Reward and Penalty Models," Sustainability, MDPI, vol. 14(8), pages 1-19, April.
- Franke, Reiner, 2014. "Aggregate sentiment dynamics: A canonical modelling approach and its pleasant nonlinearities," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 64-72.
- Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," Thema Working Papers 2016-03, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems,"
Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015. "Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems," BERG Working Paper Series 103, Bamberg University, Bamberg Economic Research Group.
- Matros, Alexander, 2012. "Altruistic versus egoistic behavior in a Public Good game," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 642-656.
- Jorge Peña & Georg Nöldeke, 2023.
"Cooperative Dilemmas with Binary Actions and Multiple Players,"
Dynamic Games and Applications, Springer, vol. 13(4), pages 1156-1193, December.
- Jorge Peña & Georg Nöldeke, 2023. "Cooperative Dilemmas with Binary Actions and Multiple Players," Post-Print hal-04237273, HAL.
- Peña, Jorge & Nöldeke, Georg, 2023. "Cooperative dilemmas with binary actions and multiple players," IAST Working Papers 23-153, Institute for Advanced Study in Toulouse (IAST).
- Peipei Liang & Youqing Lv & Yajuan Zhao, 2024. "Incentive-compatible mechanism for manufacturing carbon emission supervision under carbon control policies in China," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-19, May.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
BERG Working Paper Series
136, Bamberg University, Bamberg Economic Research Group.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018. "Steady states, stability and bifurcations in multi-asset market models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Mikhail Anufriev & Pietro Dindo, 2009.
"Wealth-driven Selection in a Financial Market with Heterogeneous Agents,"
Post-Print
hal-00763494, HAL.
- Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016.
"Itchy feet vs cool heads: Flow of funds in an agent-based financial market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
- Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015. "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series 1507, Economics, The University of Manchester.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Giulio Bottazzi & Pietro Dindo, 2010.
"Evolution and market behavior with endogenous investment rules,"
LEM Papers Series
2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014. "Evolution and market behavior with endogenous investment rules," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
- Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
CeNDEF Working Papers
15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," Working Paper Series 31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Guillaume Coqueret & Bertrand Tavin, 2019. "Procedural rationality, asset heterogeneity and market selection," Post-Print hal-02312310, HAL.
- Anufriev, M. & Bottazzi, G., 2009.
"Market Equilibria under Procedural Rationality,"
CeNDEF Working Papers
09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
- Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
- Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
- Chauveau, Th. & Subbotin, A., 2013. "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1040-1065.
- Dai, Darong, 2011. "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper 46416, University Library of Munich, Germany.
- Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
- Giulio Bottazzi & Pietro Dindo, 2011.
"Selection in asset markets: the good, the bad, and the unknown,"
LEM Papers Series
2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013. "Selection in asset markets: the good, the bad, and the unknown," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
- Charles S. Tapiero, 2015. "A financial CCAPM and economic inequalities," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 521-534, March.
- Anufriev, Mikhail & Panchenko, Valentyn, 2009.
"Asset prices, traders' behavior and market design,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012.
"Excess covariance and dynamic instability in a multi-asset model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
- Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Pietro Dindo & Jacopo Staccioli, 2017.
"Asset prices and wealth dynamics in a financial market with endogenous liquidation risk,"
Working Papers
2017:31, Department of Economics, University of Venice "Ca' Foscari".
- Pietro Dindo & Jacopo Staccioli, 2017. "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series 2017/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- He, Xue-Zhong & Li, Kai, 2012.
"Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 973-987.
- Xue-Zhong He & Kai Li, 2011. "Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model," Research Paper Series 291, Quantitative Finance Research Centre, University of Technology, Sydney.
- Giovanni Dosi, 2012.
"Economic Coordination and Dynamics: Some Elements of an Alternative "Evolutionary" Paradigm,"
LEM Papers Series
2012/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- G. Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative “Evolutionary” Paradigm," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
- Serena Brianzoni & Cristiana Mammana & Elisabetta Michetti, 2010. "Updating Wealth in an Asset Pricing Model with Heterogeneous Agents," Discrete Dynamics in Nature and Society, Hindawi, vol. 2010, pages 1-27, November.
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010.
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach,"
Research Paper Series
275, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
- Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
- Blake LeBaron, 2011. "Active and Passive Learning in Agent-based Financial Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 35-43.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"Wealth share analysis with "fundamentalist/chartist" heterogeneous agents,"
Papers
1405.5939, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-11, May.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
- Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Zheng, Min, 2010.
"Dynamics of moving average rules in a continuous-time financial market model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 615-634, December.
- Xue-Zhong He & Min Zheng, 2010. "Dynamics of Moving Average Rules in a Continuous-time Financial Market Model," Research Paper Series 268, Quantitative Finance Research Centre, University of Technology, Sydney.
- Coqueret, Guillaume & Tavin, Bertrand, 2019. "Procedural rationality, asset heterogeneity and market selection," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 125-149.
- Darong Dai, 2014.
"The Long-Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors,"
Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-16, July.
- Darong Dai, 2014. "The Long‐Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
- Darong Dai, 2013. "Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors," Economic Research Guardian, Mutascu Publishing, vol. 3(2), pages 86-110, December.
- Giulio Bottazzi & Pietro Dindo, 2008.
"An evolutionary model of firms location with technological externalities,"
LEM Papers Series
2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2010. "An Evolutionary Model of Firms’ Location with Technological Externalities," Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24, Edward Elgar Publishing.
Cited by:
- Bottazzi, Giulio & Dosi, Giovanni & Fagiolo, Giorgio & Secchi, Angelo, 2008.
"Sectoral and geographical specificities in the spatial structure of economic activities,"
Structural Change and Economic Dynamics, Elsevier, vol. 19(3), pages 189-202, September.
- Giulio Bottazzi & Giovanni Dosi & Giorgio Fagiolo & Angelo Secchi, 2004. "Sectoral and Geographical Specificities in the Spatial Structure of Economic Activities," LEM Papers Series 2004/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luke Bergmann, 2012. "A Coevolutionary Approach to the Capitalist Space Economy," Environment and Planning A, , vol. 44(3), pages 518-537, March.
- Giulio Bottazzi & Pietro Dindo, 2008.
"Localized technological externalities and the geographical distribution of firms,"
LEM Papers Series
2008/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Giulio Bottazzi & Pietro Dindo, 2008.
"An evolutionary model of firms location with technological externalities,"
LEM Papers Series
2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2010. "An Evolutionary Model of Firms’ Location with Technological Externalities," Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24, Edward Elgar Publishing.
- Christ, Julian P., 2010.
"The geography and co-location of European technology-specific co-inventorship networks,"
FZID Discussion Papers
14-2010, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Christ, Julian P., 2009. "The geography and co-location of European technology-specific co-inventorship networks," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 31/2010, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
- Ron Boschma & Ron Martin (ed.), 2010. "The Handbook of Evolutionary Economic Geography," Books, Edward Elgar Publishing, number 12864, March.
- Giulio Bottazzi & Pietro Dindo, 2008.
"An evolutionary model of firms location with technological externalities,"
LEM Papers Series
2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anufriev, M. & Dindo, P.D.E., 2007.
"Wealth Selection in a Financial Market with Heterogeneous Agents,"
CeNDEF Working Papers
07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Anufriev, Mikhail & Panchenko, Valentyn, 2009.
"Asset prices, traders' behavior and market design,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Panchenko, Valentyn, 2009.
"Asset prices, traders' behavior and market design,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
- Diks, C.G.H. & Dindo, P.D.E., 2006.
"Informational differences and learning in an asset market with boundedly rational agents,"
CeNDEF Working Papers
06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, Cees & Dindo, Pietro, 2008. "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
Cited by:
- Mignot, Sarah, 2025. "Coevolution of stock prices and their perceived fundamental value," BERG Working Paper Series 200, Bamberg University, Bamberg Economic Research Group.
- Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013.
"Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions,"
Discussion Papers
2013-18, School of Economics, The University of New South Wales.
- Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013. "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
- Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
- Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Samuel Mayanja & Joseph M. Ntayi & John C. Munene & Waswa Balunywa & James R. K. Kagaari, 2021. "Informational differences and entrepreneurial networking among small and medium enterprises in Uganda," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 11(1), pages 563-577, December.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012.
"Heterogeneous Beliefs in Over-The-Counter Markets,"
Discussion Papers in Economics
13/03, Division of Economics, School of Business, University of Leicester, revised Sep 2013.
- De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014. "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 50-68.
- De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012. "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1176-1192.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Kaltwasser, Pablo Rovira, 2010. "Uncertainty about fundamentals and herding behavior in the FOREX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1215-1222.
- Berardi, Michele, 2011.
"Fundamentalists vs. chartists: Learning and predictor choice dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 776-792, May.
- Michele Berardi, 2008. "Fundamentalists vs. chartists: learning and predictor choice dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 104, Economics, The University of Manchester.
- Michele Berardi, 2011. "Fundamentalists vs. chartists: Learning and predictor choice dynamics," Post-Print hal-00796301, HAL.
- Xue, Yi & Gençay, Ramazan, 2012.
"Hierarchical information and the rate of information diffusion,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
- Yi Xue & Ramazan Gencay, 2009. "Hierarchical Information and the Rate of Information Diffusion," Working Paper series 29_09, Rimini Centre for Economic Analysis.
- Dieci, Roberto & Westerhoff, Frank, 2010. "Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 743-764, April.
- Ahmad Naimzada & Marina Pireddu, 2014. "Real and financial interacting oscillators: a behavioral macro-model with animal spirits," Working Papers 268, University of Milano-Bicocca, Department of Economics, revised Feb 2014.
- Anufriev, M. & Dindo, P.D.E., 2006.
"Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
CeNDEF Working Papers
06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Pietro Dindo, 2006. "Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282, Springer.
Cited by:
- Mikhail Anufriev & Pietro Dindo, 2009.
"Wealth-driven Selection in a Financial Market with Heterogeneous Agents,"
Post-Print
hal-00763494, HAL.
- Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
CeNDEF Working Papers
06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
Cited by:
- William Brock & Pietro Dindo & Cars Hommes, 2006. "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Dindo, P.D.E., 2004.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
CeNDEF Working Papers
04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Dindo, Pietro, 2005. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
Cited by:
- Bischi, Gian Italo & Merlone, Ugo & Pruscini, Eros, 2018. "Evolutionary dynamics in club goods binary games," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 104-119.
- Gian Italo Bischi & Ugo Merlone, 2017. "Evolutionary minority games with memory," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 859-875, November.
Articles
- Emilio Barucci & Pietro Dindo & Francesca Grassetti, 2021.
"Portfolio insurers and constant weight traders: who will survive?,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 1993-2004, December.
Cited by:
- Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Dindo, Pietro, 2019.
"Survival in speculative markets,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
See citations under working paper version above.
- Pietro Dindo, 2015. "Survival in Speculative Markets," LEM Papers Series 2015/32, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019.
"Momentum and reversal in financial markets with persistent heterogeneity,"
Annals of Finance, Springer, vol. 15(4), pages 455-487, December.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers 2018:03, Department of Economics, University of Venice "Ca' Foscari".
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018. "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series 2018/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018.
"Long-run heterogeneity in an exchange economy with fixed-mix traders,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 407-447, August.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015. "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series 2015/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio & Dindo, Pietro, 2014.
"Evolution and market behavior with endogenous investment rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 121-146.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2010. "Evolution and market behavior with endogenous investment rules," LEM Papers Series 2010/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Selection in asset markets: the good, the bad, and the unknown,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 641-661, July.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2011. "Selection in asset markets: the good, the bad, and the unknown," LEM Papers Series 2011/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Evolution and market behavior in economics and finance: introduction to the special issue,"
Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
Cited by:
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020.
"Behavioral equilibrium and evolutionary dynamics in asset markets,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series 20-19, Swiss Finance Institute.
- Cordoni, Francesco, 2025. "Multi-asset bubbles equilibrium price dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020.
"An evolutionary finance model with a risk-free asset,"
Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series 17-28, Swiss Finance Institute.
- Zerong Chen, 2025. "Evolutionary Finance: Models with Long-Lived Assets," Economics Discussion Paper Series 2501, Economics, The University of Manchester.
- I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023.
"Evolutionary finance: a model with endogenous asset payoffs,"
Journal of Bioeconomics, Springer, vol. 25(2), pages 117-143, August.
- Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022. "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series 22-96, Swiss Finance Institute, revised May 2023.
- Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020.
"Behavioral equilibrium and evolutionary dynamics in asset markets,"
Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
- Giulio Bottazzi & Pietro Dindo, 2013.
"Globalizing Knowledge: How Technological Openness Affects Output, Spatial Inequality, And Welfare Levels,"
Journal of Regional Science, Wiley Blackwell, vol. 53(4), pages 631-655, October.
Cited by:
- José M. Gaspar, 2018.
"A prospective review on New Economic Geography,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 237-272, September.
- José M. Gaspar, 2018. "A prospective review on New Economic Geography," FEP Working Papers 605, Universidade do Porto, Faculdade de Economia do Porto.
- Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017.
"Non-linear externalities in firm localization,"
Post-Print
hal-01405780, HAL.
- Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
- Giulio Bottazzi & Ugo Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01405780, HAL.
- Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297132, HAL.
- Giulio Bottazzi & Ugo Gragnolati & Vanni Fabio, 2015. "Non-linear externalities in firm localization," Working Papers hal-01297132, HAL.
- Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2015. "Non-linear externalities in firm localization," LEM Papers Series 2015/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Ren Lu & Torger Reve & Jing Huang & Ze Jian & Mei Chen, 2018. "A Literature Review Of Cluster Theory: Are Relations Among Clusters Important?," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1201-1220, September.
- José M. Gaspar, 2018.
"A prospective review on New Economic Geography,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 237-272, September.
- Pietro Dindo & Jan Tuinstra, 2011.
"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
See citations under working paper version above.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Dindo, Pietro, 2010.
"Wealth-driven selection in a financial market with heterogeneous agents,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
See citations under working paper version above.
- Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2009. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," Post-Print hal-00763494, HAL.
- Diks, Cees & Dindo, Pietro, 2008.
"Informational differences and learning in an asset market with boundedly rational agents,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
See citations under working paper version above.
- Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- William Brock & Pietro Dindo & Cars Hommes, 2006.
"Adaptive rational equilibrium with forward looking agents,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
Cited by:
- Branch, William A. & McGough, Bruce, 2010. "Dynamic predictor selection in a new Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1492-1508, August.
- Pfajfar, D., 2012.
"Formation of Rationally Heterogeneous Expectations,"
Other publications TiSEM
f256da5c-c711-49c8-bd12-9, Tilburg University, School of Economics and Management.
- Pfajfar, Damjan, 2013. "Formation of rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1434-1452.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Discussion Paper 2012-083, Tilburg University, Center for Economic Research.
- Orlando Gomes, 2015. "Sentiment Cyclicality," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 9(2), pages 104-134, December.
- Dudek, Maciej K., 2010. "A consistent route to randomness," Journal of Economic Theory, Elsevier, vol. 145(1), pages 354-381, January.
- Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Bank of Finland Research Discussion Papers 19/2007, Bank of Finland.
- Guo Feng & Liu Chong & Shi Qingling, 2019. "Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.
- Gomes, Orlando, 2012. "Rational thinking under costly information—Macroeconomic implications," Economics Letters, Elsevier, vol. 115(3), pages 427-430.
- Pietro Dindo & Jan Tuinstra, 2011.
"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sophie Mitra & Jean-Marc Boussard, 2011.
"A Simple Model of Endogenous Agricultural Commodity Price Fluctuations with Storage,"
Fordham Economics Discussion Paper Series
dp2011-05, Fordham University, Department of Economics.
- Sophie Mitra & Jean‐Marc Boussard, 2012. "A simple model of endogenous agricultural commodity price fluctuations with storage," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 1-15, January.
- Westerhoff, Frank & Wieland, Cristian, 2010. "A behavioral cobweb-like commodity market model with heterogeneous speculators," Economic Modelling, Elsevier, vol. 27(5), pages 1136-1143, September.
- Pasquale Commendatore & Martin Currie & Ingrid Kubin, 2008.
"Footloose Entrepreneurs, Taxes and Subsidies,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(1), pages 115-141.
- Pasquale Commendatore & Martin Currie & Ingrid Kubin, 2005. "Footloose Entrepreneurs, Taxes and Subsidies," Economics Discussion Paper Series 0521, Economics, The University of Manchester.
- Václav Rybáček, 2015. "Vliv trhu mezistatků na úspěšnost prognóz ekonomické aktivity [Influence of the Intermediate Goods Market on the Success of Economic Activity Forecasts]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(3), pages 331-346.
- Sophie Mitra & Jean-Marc Boussard, 2008. "Storage and the Volatility of Agricultural Prices: A Model of Endogenous Fluctuations," Fordham Economics Discussion Paper Series dp2008-11, Fordham University, Department of Economics.
- Dudek, Maciej K., 2014. "Living in an imaginary world that looks real," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 209-223.
- Dindo, P.D.E. & Tuinstra, J., 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
CeNDEF Working Papers
06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
- Dindo, Pietro, 2005.
"A tractable evolutionary model for the Minority Game with asymmetric payoffs,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 110-118.
See citations under working paper version above.
- Dindo, P.D.E., 2004. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," CeNDEF Working Papers 04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Chapters
- Giulio Bottazzi & Pietro Dindo, 2010.
"An Evolutionary Model of Firms’ Location with Technological Externalities,"
Chapters, in: Ron Boschma & Ron Martin (ed.), The Handbook of Evolutionary Economic Geography, chapter 24,
Edward Elgar Publishing.
See citations under working paper version above.
- Giulio Bottazzi & Pietro Dindo, 2008. "An evolutionary model of firms location with technological externalities," LEM Papers Series 2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mikhail Anufriev & Pietro Dindo, 2006.
"Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model,"
Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282,
Springer.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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