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Extra resources for Bloomberg Businessweek (26 March - 1 April 2012)
There is evidently a recognizable (and often recognized) divide between the behavioral assumptions of neoclassical economics on the one hand and, on the other hand, common observation, experimental observation (cf. ) and a host of business histories (the work of Chan- 23 24 Agent Based Modeling and Neoclassical Economics: A Critical Perspective dler [12,13] and Penrose  being surely the most inﬂuential). The evidence shows that the assumptions of neoclassical economics are inaccurate descriptions of the behavior the theories and models are purported to represent.
In other words, when there is a substantial price increase (decrease), EMB investors become more (less) aggressive and the opposite happens to the informed traders. As we have seen before, when a positive feedback loop is started, the EMB investors are more dominant in determining the price, and therefore another large price increase (decrease) is expected next period. This large price change is likely to be associated with heavy trading volume as the opinions of the two populations diverge. Furthermore, this large increase (decrease) is expected to make the EMB investors even more optimistic (pessimistic) leading to another large price increase (decrease) and heavy volume next period.
J Portfolio Manag 16:4–12 34. Samuelson PA (1994) The long term case for equities and how it can be oversold. J Portf Management 21:15–24 35. Sargent T (1993) Bounded rationality and macroeconomics. Oxford University Press, Oxford 36. Schelling TC (1978) Micro motives and macro behavior. Norton & Company, New York 37. Shiller RJ (1981) Do stock prices move too much to be justified by subsequent changes in dividends? Am Econ Rev 71: 421–436 38. Stauffer D, de Oliveira PMC, Bernardes AT (1999) Monte Carlo Simulation of volatility correlation in microscopic market model.