This chapter surveys the state-of-art of heterogeneous agent models (HAMs) in finance
using a jointly theoretical and empirical analysis, combined with numerical analysis from the …

The traditional financial paradigm seeks to understand financial markets by using models in
which markets are perfect, which includes agents who are “rational” and update their beliefs …

In this study, we explore the dynamics of the stock market using an agent-based simulation
platform. Our approach involves creating a multi-strategy market where each agent …

How is macroeconomic research conducted and what is it trying to accomplish? We explore
these questions using information gleaned from 1,894 articles published in 10 leading …

We examine the contagion of investment ideas in a multiperiod setting in which investors are
more likely to transmit their ideas to other investors after experiencing higher payoffs in one …

During the realization of business activities, managers have to make many decisions. Some
of these are the routine decisions they make every day, while others are more complex and …

Technical trading strategies make profits by identifying and exploiting patterns in market
prices—patterns generated by the interaction of market participants. Using a model market …

This review paper delves into the intricate interplay between capital markets, investor
protection, portfolio strategies, and behavioural aspects in investments. The VOSviewer 1.6 …

This paper presents a stylized model of interaction among boundedly rational
heterogeneous agents in a multi-asset financial market to examine how agents' impatience …

The extension of trading hours to provide more trading opportunities and improve price
efficiency has increasingly been discussed. However, currently, stock market trading activity …