This thesis merges the fields of Heterogeneous Agent Models (HAMs) and Be- havioural Finance in order to bridge the main deficiencies of both approaches and to examine whether they can complement one another. Our approach suggests an alternative tool for examining HAM price dynamics and brings an original way of dealing with problematic empirical validation. First, we present the original model and discuss various extensions and attempts at empirical estimation. Next, we develop a unique benchmark dataset, covering five par- ticularly turbulent U.S. stock market periods, and reveal an interesting pattern in this data. The main body applies a numerical analysis of the HAM extended with the selected Behavioural Finance findings: herding, overconfidence, and market sentiment. Using Wolfram Mathematica we perform Monte Carlo sim- ulations of a developed algorithm. We show that the selected findings can be well modelled via the HAM and that they extend the original HAM consider- ably. Various HAM modifications lead to significantly different results and HAM is also able to partially replicate price behaviour during turbulent stock market periods. Bibliographic Record Kukačka, J. (2011): Behavioural Breaks in the Heterogeneous Agent Model. Master thesis, Charles University in Prague, Faculty of Social Sciences,...