Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "behavioral finance"
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2001-06-13BuchFinancial price fluctuations in a stock market model with many interacting agents We consider a financial market model with a large number of interacting agents. Investors are heterogeneous in their expectations about the future evolution of an asset price process. Their current expectation is based on ...