| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Behavioural Asset Pricing Model with a Time-Varying Second Moment |
4 |
4 |
15 |
116 |
5 |
10 |
44 |
302 |
| A Dynamic Analysis of Moving Average Rules |
7 |
16 |
95 |
487 |
24 |
66 |
332 |
1,315 |
| A Dynamic Analysis of Moving Average Rules |
3 |
9 |
45 |
421 |
9 |
32 |
147 |
1,259 |
| A Dynamic Analysis of Moving Average Rules |
3 |
10 |
32 |
41 |
8 |
29 |
99 |
125 |
| A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market |
7 |
14 |
14 |
14 |
9 |
25 |
25 |
25 |
| A Dynamic Heterogeneous Beliefs CAPM |
1 |
1 |
16 |
96 |
2 |
2 |
28 |
153 |
| A Dynamical Analysis of Moving Average Rules |
0 |
0 |
0 |
9 |
14 |
51 |
161 |
1,209 |
| A Non-Stationary Asset Pricing Model under Heterogeneous Expectations |
0 |
0 |
0 |
0 |
3 |
5 |
17 |
149 |
| Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis |
1 |
2 |
16 |
85 |
4 |
10 |
52 |
192 |
| Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis |
1 |
2 |
17 |
96 |
3 |
5 |
42 |
194 |
| An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies |
0 |
0 |
0 |
0 |
5 |
8 |
21 |
258 |
| An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies |
3 |
6 |
24 |
187 |
4 |
12 |
59 |
515 |
| Asset Price and Wealth Dynamics Under Heterogeneous Expectations |
1 |
4 |
16 |
143 |
2 |
7 |
32 |
293 |
| Asset Price and Wealth Dynamics under Heterogeneous Expectations |
0 |
0 |
0 |
74 |
3 |
9 |
32 |
625 |
| Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach |
2 |
4 |
23 |
209 |
14 |
38 |
171 |
851 |
| Butter Mountains, Milk Lakes and Optimal Price Limiters |
3 |
5 |
15 |
83 |
11 |
22 |
128 |
730 |
| Commodity Markets, Price Limiters and Speculative Price Dynamics |
2 |
9 |
35 |
233 |
8 |
26 |
102 |
625 |
| Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case |
0 |
3 |
5 |
36 |
3 |
7 |
19 |
142 |
| Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case |
0 |
2 |
6 |
35 |
3 |
14 |
42 |
207 |
| Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers |
0 |
0 |
0 |
0 |
2 |
7 |
18 |
203 |
| Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers |
3 |
5 |
8 |
87 |
10 |
25 |
79 |
615 |
| Heterogeneity, Bounded Rationality and Market Dysfunctionality |
2 |
4 |
34 |
34 |
5 |
8 |
45 |
45 |
| Heterogeneity, Market Mechanisms, and Asset Price Dynamics |
6 |
18 |
60 |
64 |
10 |
28 |
114 |
122 |
| Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
107 |
| Heterogeneity, Profitability and Autocorrelations |
1 |
1 |
12 |
97 |
3 |
6 |
34 |
217 |
| Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker |
2 |
3 |
12 |
96 |
2 |
6 |
31 |
246 |
| Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model |
5 |
9 |
25 |
347 |
13 |
26 |
94 |
960 |
| Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model |
1 |
2 |
2 |
38 |
1 |
4 |
13 |
154 |
| Heterogeneous Expectations and Exchange Rate Dynamics |
3 |
9 |
28 |
28 |
6 |
14 |
38 |
38 |
| Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework |
0 |
1 |
9 |
73 |
3 |
8 |
36 |
196 |
| Long Memory, Heterogeneity and Trend Chasing |
3 |
3 |
21 |
142 |
5 |
11 |
45 |
287 |
| Long Memory, Heterogeneity, and Trend Chasing |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
112 |
| Market Mood, Adaptive Beliefs and Asset Price Dynamics |
1 |
4 |
17 |
64 |
2 |
11 |
40 |
178 |
| Market Stability Switches in a Continuous-Time Financial Market with Heterogeneous Beliefs |
2 |
5 |
5 |
5 |
5 |
14 |
14 |
14 |
| Monetary Policy and Exchange Rate Regime: Proposal for a Small and Less Developed Economy |
3 |
5 |
21 |
63 |
6 |
17 |
95 |
182 |
| Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs |
8 |
19 |
41 |
41 |
35 |
79 |
221 |
221 |
| Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning |
0 |
1 |
6 |
29 |
1 |
2 |
12 |
70 |
| Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment |
0 |
1 |
11 |
129 |
3 |
8 |
37 |
294 |
| The Dynamics of the Cobweb when Producers are Risk Averse Learners |
0 |
4 |
4 |
18 |
0 |
4 |
11 |
69 |
| The Stochastic Dynamics of Speculative Prices |
2 |
7 |
33 |
57 |
4 |
13 |
56 |
116 |
| Total Working Papers |
80 |
192 |
723 |
3,777 |
252 |
673 |
2,610 |
13,615 |