Multi-Asset Market Dynamics

By Frank H. Westerhoff. 2003

50 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Jerzy J. Korczak
2. Marcin Hernes
3. Youwei Li
4. Maciej Bac
5. Xue-zhong He
6. Florian Wagener
7. Carl Chiarella
8. Cars H. Hommes

Citations in the corpus

• Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 (2005, background): “Westerhoff (2004) recently considered multi-asset markets, where chartists can switch their investments between different markets for risky assets.”
• Complex Evolutionary Systems in Behavioral Finance (2008, background): “Westerhoff (2004) and Chiarella et al. (2007) considered multi-asset markets, where chartists can switch their investments between different markets for risky assets.”
• Power-law behaviour, heterogeneity, and trend chasing (2007, background): “3In this regard see, Gaunersdorfer (2000), Hommes (2001, 2002), Chiarella and He (2001, 2002, 2003), Chiarella et al. (2002), De Grauwe and Grimaldi (2003) and Westerhoff (2003).”
• Fundamental analysis in the multi-agent trading system (2016, background): “Westerhoff [13] presents a system where two groups of agents applying the methods of fundamental and technical analysis try to shape market dynamics.”