The DOI matches its Crossref record; 22 of the 22 references it cites were found in a registry or an index.
The dynamics of speculative behaviour
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Handbook of Stochastic Methods
Gardiner, C. W. (1983) · Springer Series in Synergetics · doi:10.1007/978-3-662-02377-8 · Cited by 5,961
Optimum consumption and portfolio rules in a continuous-time model
Merton, R. C. (1971) · Journal of Economic Theory · doi:10.1016/0022-0531(71)90038-x · Cited by 5,958
Expected stock returns and volatility
French, K. R., Schwert, G. W., & Stambaugh, R. F. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90026-2 · Cited by 4,107
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
Shiller, R. (1980) · National Bureau of Economic Research · doi:10.3386/w0456 · Cited by 3,986
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Lo, A. W., & MacKinlay, A. C. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.41 · Cited by 3,731
Permanent and Temporary Components of Stock Prices
Fama, E. F., & French, K. R. (1988) · Journal of Political Economy · doi:10.1086/261535 · Cited by 3,025
Stock returns and the term structure
Campbell, J. Y. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90045-6 · Cited by 2,249
Topics in the Theory of Random Noise
Medhurst, R. G. (1969) · Electronics and Power · doi:10.1049/ep.1969.0039 · Cited by 2,049
Cited by
Herd Behaviour, Bubbles and Crashes
Lux, T. (1995) · The Economic Journal · doi:10.2307/2235156 · Cited by 1,050
Time series properties of an artificial stock market
LeBaron, B., Arthur, W. B., & Palmer, R. (1999) · Journal of Economic Dynamics and Control · doi:10.1016/s0165-1889(98)00081-5 · Cited by 728
Agent-based computational finance: Suggested readings and early research
LeBaron, B. (2000) · Journal of Economic Dynamics and Control · doi:10.1016/s0165-1889(99)00022-6 · Cited by 557
Chapter 23 Heterogeneous Agent Models in Economics and Finance
Hommes, C. H. (2006) · Handbook of Computational Economics · doi:10.1016/s1574-0021(05)02023-x · Cited by 542
Chapter 24 Agent-based Computational Finance
LeBaron, B. (2006) · Handbook of Computational Economics · doi:10.1016/s1574-0021(05)02024-1 · Cited by 462
Metadata
- Authors
- Chiarella, C.
- Venue
- Annals of Operations Research
- Published
- 1992-12
- Volume
- 37
- Issue
- 1
- Pages
- 101-123
- ISSN
- 0254-5330 (ISSN-L)
- 1572-9338
- OpenAlex
- W3122066446
- Cited by
- 331
- References
- 22
- FWCI
- 3.49
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: The dynamics of speculative behaviour. https://app.cochat.ai/papers/10.1007/bf02071051
- The paper
- Chiarella, C. (1992). The dynamics of speculative behaviour. Annals of Operations Research. https://doi.org/10.1007/bf02071051
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
