The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Author: Lux T.¹

Source: Journal of Economic Behavior and Organization, Volume 33, Number 2, January 1998 , pp. 143-165(23)

Publisher: Elsevier

Keywords: [JEL classification codes] D40; [JEL classification codes] D84; [JEL classification codes] G12; Herd behavior; Bubbles; Leptokurtosis

Language: English

Document Type: Research article

DOI: 10.1016/S0167-2681(97)00088-7

Affiliations: 1: Department of Economics, University of Bamberg, Feldkirchenstr. 21, 96052 Bamberg, Germany

Links for this article

http://www.ingentaconnect.com/els/01672681/1998/00000033/00000002/art00088
http://openurl.ingenta.com/content?genre=article&issn=0167-2681&volume=33&issue=2&spage=143&epage=165
http://dx.doi.org/10.1016/S0167-2681(97)00088-7