Asset pricing under endogenous expections in an artificial stock market

Journal article

Peer reviewed

Asset pricing under endogenous expections in an artificial stock market

W. Brian Arthur, John H Holland, Blake LeBaron, Richard Palmer, Paul Tayler, A-P.N Refenes and Andrew N Burgess

Economic notes - Monte Paschi Siena, Vol.26(2), pp.297-336

01/01/1997

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Title: Asset pricing under endogenous expections in an artificial stock market
Creators: W. Brian Arthur
John H Holland
Blake LeBaron
Richard Palmer
Paul Tayler
A-P.N Refenes
Andrew N Burgess
Publication Details: Economic notes - Monte Paschi Siena, Vol.26(2), pp.297-336
Identifiers: 9924036587901921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article