Verlag Universität Bamberg Fachgruppe VWL

Heterogeneous speculators and stock market dynamics: a simple agent-based computational model

Trend followers, contrarians and fundamentalists: explaining the dynamics of financial markets

Heterogeneous speculators and stock market dynamics: a simple agent-based computational model

Trend followers, contrarians and fundamentalists: explaining the dynamics of financial markets

Heterogeneous expectations and asset price dynamics

Stability and welfare effects of profit taxes within an evolutionary market interaction model

On the bimodality of the distribution of the S&P 500’s distortion: empirical evidence and theoretical explanations

Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial mark

Herding behavior and volatility clustering in Financial markets

Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and

Evolutionary competition and profit taxes: market stability versus tax burden

Speculative behavior and the dynamics of interacting stock markets