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pro vyhledávání: '"representative agent"'
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Autor:
Chu, Hugo
Publikováno v:
Research in the History of Economic Thought and Methodology: Including a Selection of Papers Presented at the 2019 ALAHPE Conference
Predicting and decomposing why representative agent and heterogeneous agent models sometimes diverge
Autor:
Gallen, Trevor S.
Publikováno v:
In Economic Modelling August 2021 101
Autor:
Bryan Fong
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-30 (2021)
Abstract This paper proposes an original behavioural finance representative agent model, to explain how fake news’ empirical price impacts can persist in finance despite contradicting the efficient-market hypothesis. The model reconciles empiricall
Externí odkaz:
https://doaj.org/article/ae4830bb7d7140ef90121cbae747dadc
Autor:
Aydilek, Harun 1, Aydilek, Asiye 1, ⁎
Publikováno v:
In Quarterly Review of Economics and Finance November 2020 78:147-153
Autor:
Phillips, Kerk L.
Publikováno v:
Journal of Economic Studies, 2019, Vol. 46, Issue 7, pp. 1309-1318.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-04-2018-0144
Autor:
Mirza Faizan Ahmed
Publikováno v:
Business Review, Vol 14, Iss 2, Pp 1-12 (2019)
This paper provides empirical evidence of the presence, proportion and trading behavior of noise traders in the U.S. equity market (S&P500 index). A simple methodology is used to estimate the heterogeneous agent asset pricing model involving noise t
Externí odkaz:
https://doaj.org/article/31246453c390424ebe1c933dff20ac70