The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
By Frank H. Westerhoff, Roberto Dieci. 2006
225 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9654e6b9e123a4ea63cecc57375f711e8c0ffd46
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Cars H. Hommes
- Roberto Dieci
- Frank H. Westerhoff
- Xue-zhong He
- Youwei Li
- Laura Gardini
- Florian Wagener
- Fabio Tramontana
In Finance
- Cars H. Hommes
- Xue-zhong He
- Frank H. Westerhoff
- Roberto Dieci
- Youwei Li
- Florian Wagener
- Laura Gardini
- Fabio Tramontana
Citations in the corpus
- On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders (2010, background): “However, when chartists leave the market again – e.g. when other markets appear to be more profitable – a period of convergence sets in. Models along these lines have been proposed by Westerhoff (2004); Chiarella et al. (2005) and Westerhoff and Dieci (2006).”
- Complex Evolutionary Systems in Behavioral Finance (2008, background): “Westerhoff and Dieci (2006) use a complex evolutionary system to investigate the effectiveness of a Tobin tax.”
- Time-varying beta: a boundedly rational equilibrium approach (2010, unknown): “…risky assets include Wenzelburger (2004), Westerhoff (2004), Böhm and Chiarella (2005), Böhm and Wenzelburger (2005), Chiarella et al. (2005, 2007), Westerhoff and Dieci (2006) and Horst and Wenzelburger (2008), showing that complex price dynamics may also result within a multi-asset market…”
- 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, methodology): “In an interesting recent paper, Westerhoff and Dieci (2005) use a HAM to investigate the effectiveness of a Tobin tax.”
- A simple model of a speculative housing market (2012, background): “(1993), Chiarella et al. (2002), Westerhoff and Dieci (2006) and de Grauwe and Grimaldi (2006).”
- Power-law behaviour, heterogeneity, and trend chasing (2007, background): “Moreover, recent works by Westerhoff (2004), Chiarellaet al. (2005, 2006a) and Westerhoff and Dieci (2006) show that complex price dynamics may also result within a multi-assetmarket framework.”