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How Sensitive are Equilibrium Pricing Models to Real-World Distortions?

https://doi.org/10.2139/ssrn.1676925
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A Treatise on Probability
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The General Theory
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Decision-rule cascades and the dynamics of speculative bubbles
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A threshold model of investor psychology
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Time series properties of an artificial stock market
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A Survey of Behavioral Finance
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Should Economists Dispense with the Notion of Equilibrium?
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Empirical properties of asset returns: stylized facts and statistical issues
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/261849openalex-extracted
A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades
inferredcites →https://doi.org/10.1086/294743openalex-extracted
The Behavior of Stock-Market Prices
inferredcites →https://doi.org/10.1088/1742-6596/55/1/005openalex-extracted
A mean-field model of investor behaviour
inferredcites →https://doi.org/10.1093/acprof:oso/9780195153729.001.0001openalex-extracted
Adaptive Thinking: Rationality in the Real World
inferredcites →https://doi.org/10.1093/biomet/71.3.599openalex-extracted
Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order
inferredcites →https://doi.org/10.1109/mcs.2008.930445openalex-extracted
Hysteresis and economics
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-extracted
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
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Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
inferredcites →https://doi.org/10.1140/epjb/e2007-00108-5openalex-extracted
Stylized facts from a threshold-based heterogeneous agent model
inferredcites →https://doi.org/10.1142/s0219024908005019openalex-extracted
MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL
inferredcites →https://doi.org/10.1257/aer.89.5.1279openalex-extracted
Do Investors Trade Too Much?
inferredcites →https://doi.org/10.1257/jep.6.1.107openalex-extracted
Investment and Hysteresis
inferredcites →https://doi.org/10.2139/ssrn.161024openalex-extracted
The Financial Instability Hypothesis
inferredcites →https://doi.org/10.2307/1059346openalex-extracted
Stabilizing an Unstable Economy
inferredcites →https://doi.org/10.2307/1060679openalex-extracted
Modeling Bounded Rationality
inferredcites →https://doi.org/10.2307/1909635openalex-extracted
Rational Expectations and the Theory of Price Movements
inferredcites →https://doi.org/10.2307/2118364openalex-extracted
A Simple Model of Herd Behavior
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The Irrelevance of Equilibrium Economics
inferredcites →https://doi.org/10.2469/faj.v55.n2.2263openalex-extracted
Volatility, Sentiment, and Noise Traders
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Various Concepts of Hysteresis Applied in Economics
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The Limits of Arbitrage
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