Zobrazeno 1 - 10
of 121
pro vyhledávání: '"Mikhail Anufriev"'
Autor:
Te Bao
Publikováno v:
Journal of Economic Dynamics and Control. 141:104388
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f1cd77ae3420593d36e5696589fc4e3
https://doi.org/10.1016/j.jedc.2022.104388
https://doi.org/10.1016/j.jedc.2022.104388
Publikováno v:
Journal of Economic Behavior and Organization, 193, 19-48. Elsevier
We study the effects of the investment horizon on asset price volatility using a Learning to Forecast laboratory experiment. We find that, for short investment horizons, participants coordinate on self-fulfilling trend-extrapolating predictions. Pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bfabba8b16cdf6400d57bfcc0d4d635e
https://doi.org/10.1016/j.jebo.2021.11.019
https://doi.org/10.1016/j.jebo.2021.11.019
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39a751a61765afb517d99e27985395eb
https://doi.org/10.2139/ssrn.4433731
https://doi.org/10.2139/ssrn.4433731
We extend the beauty contest game to two dimensions: each player chooses two numbers to be as close as possible to certain target values, which are linear functions of the averages of the two number choices. One of the targets depends on the averages
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::850629326fa9c658c89ca33b05b67343
https://hdl.handle.net/10453/155490
https://hdl.handle.net/10453/155490
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2086d1d8e5ae3ef7b89d46384011053c
https://doi.org/10.2139/ssrn.4213302
https://doi.org/10.2139/ssrn.4213302
Publikováno v:
Journal of Economic Dynamics and Control. 141:104387
We analyze trading in a modified continuous double auction market. We study how more or less information about trading in a prior round affects allocative and informational efficiency. We find that more information reduces allocative efficiency in ea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3893c73271fb4a9f390780ad0e92117
https://doi.org/10.1016/j.jedc.2022.104387
https://doi.org/10.1016/j.jedc.2022.104387
Publikováno v:
European Journal of Operational Research
European journal of operational research, 288(3), 852-868. Elsevier
European journal of operational research, 288(3), 852-868. Elsevier
Highlights • Extended Sustainable Supply Chain includes heterogeneous consumers agents • Adaptive consumer behavior informs farmers expectations and organic farming adoption • Propagation of consumer organic preferences through agro-food supply
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da93d139643a99fefbb2d342a3701bc7
https://pubmed.ncbi.nlm.nih.gov/32836714
https://pubmed.ncbi.nlm.nih.gov/32836714
An asset pricing model with chartists, fundamentalists and trend followers is considered. A market maker adjusts the asset price in the direction of the excess demand at the end of each trading session. An exogenously given fundamental price discrimi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8b15d8b038d555eb96cc68230632b27b
https://hdl.handle.net/10453/142162
https://hdl.handle.net/10453/142162
Publikováno v:
Decisions in Economics and Finance. 41:91-118
This paper offers an overview of the literature on the economic and financial applications of theory of nonlinear dynamics, especially bifurcation theory. After a short introductory discussion of the first nonlinear dynamic models in social sciences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f4fb2f60eafea8bb34ba08e87e1d2a5
https://doi.org/10.1007/s10203-018-0229-9
https://doi.org/10.1007/s10203-018-0229-9