{"id":"https://openalex.org/W1970634818","doi":"https://doi.org/10.1142/s0218127409024244","title":"EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS","display_name":"EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS","publication_year":2009,"publication_date":"2009-08-01","ids":{"openalex":"https://openalex.org/W1970634818","doi":"https://doi.org/10.1142/s0218127409024244","mag":"1970634818"},"language":"en","primary_location":{"id":"doi:10.1142/s0218127409024244","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127409024244","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087918211","display_name":"Natasha Kirby","orcid":null},"institutions":[{"id":"https://openalex.org/I125749732","display_name":"Western University","ror":"https://ror.org/02grkyz14","country_code":"CA","type":"education","lineage":["https://openalex.org/I125749732"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"NATASHA KIRBY","raw_affiliation_strings":["Department of Applied Mathematics, University of Western Ontario, London, ON, Canada N6A 5B7, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, University of Western Ontario, London, ON, Canada N6A 5B7, Canada","institution_ids":["https://openalex.org/I125749732"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084612369","display_name":"Andrew Foster","orcid":"https://orcid.org/0000-0002-0406-7558"},"institutions":[{"id":"https://openalex.org/I130438778","display_name":"Memorial University of Newfoundland","ror":"https://ror.org/04haebc03","country_code":"CA","type":"education","lineage":["https://openalex.org/I130438778"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"ANDREW FOSTER","raw_affiliation_strings":["Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John's, NL, Canada A1C 5S7, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John's, NL, Canada A1C 5S7, Canada","institution_ids":["https://openalex.org/I130438778"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.1042,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.91293585,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"19","issue":"08","first_page":"2463","last_page":"2472"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9785000085830688,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9674000144004822,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/contrarian","display_name":"Contrarian","score":0.9940717220306396},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5637670755386353},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5079618096351624},{"id":"https://openalex.org/keywords/chaotic","display_name":"Chaotic","score":0.4670362174510956},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.41897478699684143},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4034424424171448},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.35676416754722595},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2290220856666565}],"concepts":[{"id":"https://openalex.org/C2779652781","wikidata":"https://www.wikidata.org/wiki/Q5165738","display_name":"Contrarian","level":2,"score":0.9940717220306396},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5637670755386353},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5079618096351624},{"id":"https://openalex.org/C2777052490","wikidata":"https://www.wikidata.org/wiki/Q5072826","display_name":"Chaotic","level":2,"score":0.4670362174510956},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.41897478699684143},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4034424424171448},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35676416754722595},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2290220856666565},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1142/s0218127409024244","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127409024244","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W13521166","https://openalex.org/W586036122","https://openalex.org/W1495938311","https://openalex.org/W1500065549","https://openalex.org/W1539696634","https://openalex.org/W1561097251","https://openalex.org/W1570403458","https://openalex.org/W1576010063","https://openalex.org/W1596321532","https://openalex.org/W1606189865","https://openalex.org/W1995328526","https://openalex.org/W2006128341","https://openalex.org/W2017472965","https://openalex.org/W2051927557","https://openalex.org/W2067501595","https://openalex.org/W2087183994","https://openalex.org/W2121081824","https://openalex.org/W2145930759"],"related_works":["https://openalex.org/W2158575502","https://openalex.org/W2886166824","https://openalex.org/W2092024950","https://openalex.org/W960952293","https://openalex.org/W2361953690","https://openalex.org/W2613800542","https://openalex.org/W1889195564","https://openalex.org/W1995994265","https://openalex.org/W2786471756","https://openalex.org/W2381393248"],"abstract_inverted_index":{"We":[0,36,60],"develop":[1],"an":[2],"asset":[3],"pricing":[4],"model":[5,37],"based":[6],"on":[7,102],"the":[8,17,38,45,50,55,68,114],"interaction":[9],"of":[10,40],"heterogeneous":[11],"trading":[12],"groups.":[13],"In":[14],"addition":[15],"to":[16,88,97,111],"two":[18],"main":[19],"trader":[20],"groups,":[21],"fundamentalists":[22],"and":[23,84],"trend-chasing":[24,51],"chartists,":[25],"we":[26],"include":[27],"a":[28,99],"third":[29],"significant":[30],"group":[31,47],"known":[32],"as":[33],"contrarian":[34,42,46,64,93,107],"chartists.":[35],"case":[39],"opportunistic":[41,106],"behavior,":[43,65],"where":[44],"disagrees":[48],"with":[49,72],"chartists":[52],"only":[53],"when":[54],"return":[56],"differential":[57],"is":[58,95,109],"high.":[59],"also":[61],"consider":[62],"absolute":[63],"in":[66,118],"which":[67],"contrarians":[69],"consistently":[70],"disagree":[71],"trend-chasers.":[73],"The":[74],"models":[75],"are":[76],"nonlinear":[77],"planar":[78],"maps,":[79],"exhibiting":[80],"period":[81],"doubling,":[82],"Neimark\u2013Sacker":[83],"global":[85],"bifurcations":[86],"leading":[87],"local":[89],"chaotic":[90],"behavior.":[91],"Absolute":[92],"behavior":[94,108],"found":[96,110],"have":[98],"moderating":[100],"effect":[101],"price":[103,115],"change,":[104],"while":[105],"further":[112],"complicate":[113],"cycles":[116],"present":[117],"other":[119],"models.":[120]},"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
