• openAccess   The effect of herding in financial markets 

      Jiménez Bermúdez, Andoni Universitat Jaume I (2016-11-25)
      In this research we present a stylized financial agent-based model with heterogeneous noise traders that imitate each other on a dynamic network structure. Following Tedeschi et al. (2009, 2012), we show how an expectation ...