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A ratonal route to randomness

Article Abstract:

Adaptively rational equilibrium is a concept that may be used to describe the adaptive behavior of agents concerning predictors with respect to time. The concept is effective for determining the evolution of decision-making processes as this may be used for markets where there is choice between naive and rational expectations and where the there are positive information costs for rational expectations.

Author: Hommes, Cars H., Brock, William A.
Publisher: Blackwell Publishers Ltd.
Publication Name: Econometrica
Subject: Mathematics
ISSN: 0012-9682
Year: 1997
Econometrics & Model Building, Research, Models, Econometrics, Statistics, Statistics (Data), Business cycles, Business models, Numbers, Random, Random numbers

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Institutional architectures and behavioral ecologies in the dynamics of financial markets

Article Abstract:

The properties of financial market dynamics under different trading protocols are examined. An empirical analysis of statistical properties of daily data from the world's major stock exchanges is presented. A comparative analysis of different market phases characterized by different trading protocols is presented.

Author: Bottazzi, Giulio, Dosi, Giovanni, Rebesco, Igor
Publisher: Elsevier B.V.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2005
United Kingdom, Security and commodity exchanges, Stock-exchange, Stock exchanges, Financial markets

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Subjects list: Analysis
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