Frank H. Westerhoff

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

130

CITATIONS
Rank 27,030

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Top 27,030

in Total Papers Citations

9

Scholarly Papers (3)

1.

Heterogeneous Expectations, Exchange Rate Dynamics and Predictability

Journal of Economic Behavior and Organization, Vol. 64, 2007
Number of pages: 27 Posted: 04 Feb 2009
Sebastiano Manzan and Frank H. Westerhoff
City University of New York, CUNY Baruch College, Zicklin School of Business and affiliation not provided to SSRN
Downloads 57 (290,654)
Citation 9

Abstract:

Exchange Rates, Heterogeneous Expectations, Forecasting, Nonlinear Models

2.

Disclosure Requirements, the Release of New Information and Market Efficiency: New Insights from Agent-Based Models

Economics Discussion Paper No. 2009-51
Number of pages: 27 Posted: 18 Dec 2010
Toichiro Asada, Carl Chiarella and Frank H. Westerhoff
Chuo University, University of Technology, Sydney - UTS Business School, Finance Discipline Group and affiliation not provided to SSRN
Downloads 33 (374,224)

Abstract:

Agent-based financial market models, market efficiency, release of new information, disclosure requirements, regulation of financial markets, Monte Carlo analysis

3.

Disclosure Requirements, the Release of New Information and Market Efficiency: New Insights from Agent-Based Models

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-7
Number of pages: 28 Posted: 18 Dec 2010
Oliver Hermsen, Björn-Christopher Witte and Frank H. Westerhoff
University of Bamberg - Department of Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 31 (374,224)

Abstract:

Agent-based financial market models, market efficiency, release of new information, disclosure requirements, regulation of financial markets, Monte Carlo analysis