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2. Do fundamentals shape the price response? A critical assessment of linear impact models. (2022). Benzaquen, Michael ; Mastromatteo, Iacopo ; Toth, Bence ; Vodret, Michele.
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4. From ants to fishing vessels: a simple model for herding and exploitation of finite resources. (2021). Kirman, Alan ; Benzaquen, Michael ; Fosset, Antoine ; Moran, Jose.
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5. Do fundamentals shape the price response? A critical assessment of linear impact models. (2021). Benzaquen, Michael ; Mastromatteo, Iacopo ; Vodret, Michele.
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6. How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P.
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7. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi.
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8. Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A.
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10. Hurst exponents and delampertized fractional Brownian motions. (2018). Garcin, Matthieu.
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11. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano.
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1. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong ; Wan, Chuncheng .
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2. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
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3. Time series momentum trading strategy and autocorrelation amplification. (2015). Hong, K J ; Satchell, S.
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4. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong.
   In: Journal of Banking & Finance.
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5. Optimal monetary policy in a new Keynesian model with animal spirits and financial markets. (2014). Wohltmann, Hans-Werner ; Lengnick, Matthias.
   In: Economics Working Papers.
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6. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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7. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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8. Prices, debt and market structure in an agent-based model of the financial market. (2014). Fischer, Thomas ; Riedler, Jesper .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:48:y:2014:i:c:p:95-120.

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9. Herding, trend chasing and market volatility. (2014). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:48:y:2014:i:c:p:349-373.

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10. A Study on the Differences in Adopting Cash Refund Capital Reduction and Stock Repurchase By Companies in Bull and Bear Stock Markets. (2014). Wang, Ma-Ju .
    In: Asian Economic and Financial Review.
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11. Prices, debt and market structure in an agent-based model of the financial market. (2013). Riedler, Jesper ; Fischer, Thomas.
    In: ZEW Discussion Papers.
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12. Herding, Trend Chasing and Market Volatility. (2013). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
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13. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Chiarella, Carl ; Dieci, Roberto.
    In: Journal of Evolutionary Economics.
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14. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
    In: Economics Bulletin.
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15. Prices, debt and market structure in an agent-based model of the financial market. (2012). Riedler, Jesper ; Fischer, Thomas.
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16. Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Quantitative Finance.
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17. Information contagion within small worlds and changes in kurtosis and volatility in financial prices. (2012). Bowden, Mark.
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18. Animal spirits in the foreign exchange market. (2012). Rovira Kaltwasser, Pablo ; De Grauwe, Paul ; DeGrauwe, Paul.
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19. Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model. (2012). Li, Kai ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
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20. IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?. (2012). Verbič, Miroslav ; Kiseleva, Tatiana ; Hommes, Cars ; Kuznetsov, Yuri ; Verbic, Miroslav .
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21. Limit Distribution of Evolving Strategies in Financial Markets. (2011). Di Guilmi, Corrado ; Chiarella, Carl.
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22. Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model. (2011). Li, Kai ; He, Xuezhong.
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23. Econophysics review: I. Empirical facts. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
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24. Econophysics review: II. Agent-based models. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
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25. The impact on the pricing process of costly active management and performance chasing clients. (2011). Pellizzari, Paolo ; Casavecchia, Lorenzo ; Bird, Ron ; Woolley, Paul .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:6:y:2011:i:1:p:61-82.

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26. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
    In: International Journal of Behavioural Accounting and Finance.
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27. Econophysics review: I. Empirical facts. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
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28. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162.

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29. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2010). Westerhoff, Frank ; Witte, Bjorn-Christopher ; Hermsen, Oliver .
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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30. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
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31. Market equilibria under procedural rationality. (2010). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Journal of Mathematical Economics.
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32. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. (2010). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
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33. Dynamics of moving average rules in a continuous-time financial market model. (2010). Zheng, Min.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:76:y:2010:i:3:p:615-634.

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34. Wealth-driven selection in a financial market with heterogeneous agents. (2010). Dindo, Pietro ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:73:y:2010:i:3:p:327-358.

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35. A Framework for CAPM with Heterogenous Beliefs. (2009). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
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36. A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market. (2009). Pellizzari, Paolo ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:251.

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37. The economic value of fundamental and technical information in emerging currency markets. (2009). van Dijk, Dick ; Swinkels, Laurens ; Markwat, Thijs ; de Zwart, Gerben .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:4:p:581-604.

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38. Effects of Tobin taxes in minority game markets. (2009). Pin, Paolo ; Bianconi, Ginestra ; Galla, Tobias ; Marsili, Matteo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:231-240.

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39. Market stability switches in a continuous-time financial market with heterogeneous beliefs. (2009). Zheng, Min ; Li, Kai ; Wei, Junjie.
    In: Economic Modelling.
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40. Stability and bifurcation in a simple heterogeneous asset pricing model. (2009). Shi, Ke ; Ke, Xiaoling .
    In: Economic Modelling.
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41. Dynamic instability in generic model of multi-assets markets. (2009). Ponsot, Benedicte ; Marsili, Matteo ; Raffaelli, Giacomo .
    In: Journal of Economic Dynamics and Control.
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42. Do stylised facts of order book markets need strategic behaviour?. (2009). Schenk-Hoppé, Klaus ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:817-831.

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43. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
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44. On the Role of Memory in an Asset Pricing Model with Heterogeneous Beliefs. (2008). Verbič, Miroslav.
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:32:y:2008:i:2:p:195-229.

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45. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; de Zwart, G. J. ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., .
    In: ERIM Report Series Research in Management.
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46. Memory and Asset Pricing Models with Heterogeneous Beliefs. (2006). Verbič, Miroslav.
    In: MPRA Paper.
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47. Moving average rules as a source of market instability. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:370:y:2006:i:1:p:12-17.

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48. Hybrid dynamics for currency modeling. (2006). Trifunovic, Alex ; Theodosopoulos, Ted .
    In: Papers.
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49. Effects of Tobin Taxes in Minority Game markets. (2006). Bianconi, Ginestra ; Galla, Tobias ; Marsili, Matteo.
    In: Papers.
    RePEc:arx:papers:cond-mat/0603134.

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50. A discrete and a continuous-time model based on a technical trading rule. (). .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:5:y::i:2:p:266-284.

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