  In this paper we introduce a simple model for a financial market
characterized by a single stock or good and an interplay between two different
traders populations, chartists and fundamentalists, which determine the price
dynamic of the stock. The model has been inspired by the microscopic
Lux-Marchesi model (T.Lux, M.Marchesi, Nature 397, (1999), 498--500). The
introduction of kinetic equations permits to study the asymptotic behavior of
the investments and the price distributions and to characterize the regimes of
lognormal behavior and the formation of power law tails.
