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Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

Quantitative Finance, no. 4 (2002): 264-281

Cited by: 75|Views5

Abstract

Imitative and contrarian behaviours are the two typical opposite attitudes of investors in stock markets. We introduce a simple model to investigate their interplay in a stock market where agents can take only two states, bullish or bearish. Each bullish (bearish) agent polls m 'friends' and changes her opinion to bearish (bullish) if (i)...More

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