create a website

Heterogeneous Agent Models in Economics and Finance. (2006). Hommes, Cars H..
In: Handbook of Computational Economics.
RePEc:eee:hecchp:2-23.

Full description at Econpapers || Download paper

Cited: 644

Citations received by this document

Cites: 179

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

    Full description at Econpapers || Download paper

  2. Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun.
    In: Computational Economics.
    RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

    Full description at Econpapers || Download paper

  3. Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information. (2024). Wang, Rui ; Mei, Hongwei ; Cai, Zongwu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202405.

    Full description at Econpapers || Download paper

  4. Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

    Full description at Econpapers || Download paper

  5. Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor.
    In: Working papers.
    RePEc:bsl:wpaper:2024/01.

    Full description at Econpapers || Download paper

  6. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2023/12.

    Full description at Econpapers || Download paper

  7. Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

    Full description at Econpapers || Download paper

  8. Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5.

    Full description at Econpapers || Download paper

  9. Modeling managerial search behavior based on Simon’s concept of satisficing. (2023). Wall, Friederike.
    In: Computational and Mathematical Organization Theory.
    RePEc:spr:comaot:v:29:y:2023:i:2:d:10.1007_s10588-021-09344-x.

    Full description at Econpapers || Download paper

  10. Asymmetric guessing games. (2023). Akin, Zafer.
    In: Theory and Decision.
    RePEc:kap:theord:v:94:y:2023:i:4:d:10.1007_s11238-022-09908-6.

    Full description at Econpapers || Download paper

  11. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119258.

    Full description at Econpapers || Download paper

  12. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119257.

    Full description at Econpapers || Download paper

  13. A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2023). Galanis, Giorgos ; Proao, Christian R ; di Guilmi, Corrado.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:213:y:2023:i:c:p:50-67.

    Full description at Econpapers || Download paper

  14. Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

    Full description at Econpapers || Download paper

  15. Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

    Full description at Econpapers || Download paper

  16. Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

    Full description at Econpapers || Download paper

  17. Quantum monte carlo for economics: Stress testing and macroeconomic deep learning. (2023). Bromley, Thomas R ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000866.

    Full description at Econpapers || Download paper

  18. Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

    Full description at Econpapers || Download paper

  19. Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x.

    Full description at Econpapers || Download paper

  20. Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning. (2023). Yang, Zhuoran ; Jordan, Michael I ; Wang, Zhaoran ; Min, Yifei ; Xu, Ruitu.
    In: Papers.
    RePEc:arx:papers:2303.04833.

    Full description at Econpapers || Download paper

  21. .

    Full description at Econpapers || Download paper

  22. .

    Full description at Econpapers || Download paper

  23. Generalizing Heterogeneous Dynamic Heuristic Selection. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos.
    In: CRETA Online Discussion Paper Series.
    RePEc:wrk:wcreta:73.

    Full description at Econpapers || Download paper

  24. A stylized macro-model with interacting real, monetary and stock markets. (2022). Naimzada, Ahmad ; Pecora, N ; Cavalli, F.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-021-00320-x.

    Full description at Econpapers || Download paper

  25. Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Xiong, Xiong ; Zhang, Wei ; Li, Jie ; Zhou, Zhong-Qiang.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

    Full description at Econpapers || Download paper

  26. Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

    Full description at Econpapers || Download paper

  27. Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

    Full description at Econpapers || Download paper

  28. Social interaction, volatility clustering, and momentum. (2022). Shi, Lei ; Santi, Caterina ; Li, Kai ; He, Xue-Zhong.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:203:y:2022:i:c:p:125-149.

    Full description at Econpapers || Download paper

  29. Learning to deal with repeated shocks under strategic complementarity: An experiment. (2022). Zylbersztejn, Adam ; Cornand, Camille ; Bulutay, Muhammed.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:200:y:2022:i:c:p:1318-1343.

    Full description at Econpapers || Download paper

  30. Monetary policy and speculative asset markets. (2022). Boehl, Gregor.
    In: European Economic Review.
    RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477.

    Full description at Econpapers || Download paper

  31. Searching for informed traders in stock markets: The case of Banco Popular. (2022). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Andrada-Felix, Julian ; Perez-Rodriguez, Jorge V.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001292.

    Full description at Econpapers || Download paper

  32. Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

    Full description at Econpapers || Download paper

  33. Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

    Full description at Econpapers || Download paper

  34. A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

    Full description at Econpapers || Download paper

  35. A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2022). Proao, Christian ; Galanis, Giorgos ; di Guilmi, Corrado.
    In: Working Papers.
    RePEc:cgs:wpaper:106.

    Full description at Econpapers || Download paper

  36. Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-29.

    Full description at Econpapers || Download paper

  37. Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos.
    In: Working Papers.
    RePEc:awi:wpaper:0715.

    Full description at Econpapers || Download paper

  38. The Future of Traditional Fuel Vehicles (TFV) and New Energy Vehicles (NEV): Creative Destruction or Co-existence?. (2022). Zhi, Tianhao ; Zhang, Liang ; Huang, Zhaojia.
    In: Papers.
    RePEc:arx:papers:2207.03672.

    Full description at Econpapers || Download paper

  39. The Pricing of Discretionary Accruals Revisited: The Application of Mixtures of Regressions Based on Asymmetric Investor Behavior. (2022). Leon, Assoc Prof.
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2022:p:78-84.

    Full description at Econpapers || Download paper

  40. .

    Full description at Econpapers || Download paper

  41. .

    Full description at Econpapers || Download paper

  42. .

    Full description at Econpapers || Download paper

  43. .

    Full description at Econpapers || Download paper

  44. .

    Full description at Econpapers || Download paper

  45. .

    Full description at Econpapers || Download paper

  46. Rational vs. irrational beliefs in a complex world. (2021). Hommes, Cars ; Bohl, Gregor.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:156.

    Full description at Econpapers || Download paper

  47. Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:202101.

    Full description at Econpapers || Download paper

  48. Who gains and who loses on stock markets? Risk preferences and timing matter. (2021). Veryzhenko, Iryna.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:28:y:2021:i:2:p:143-155.

    Full description at Econpapers || Download paper

  49. Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

    Full description at Econpapers || Download paper

  50. An Agent?Based model for Limit Order Book: Estimation and simulation. (2021). Arjmand, Omid Naghshineh ; Zare, Mohammad ; Mohammadpour, Adel ; Salavati, Erfan.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1112-1121.

    Full description at Econpapers || Download paper

  51. Heterogeneity and clustering of defaults. (2021). Turner, M S ; Terovitis, S ; Galanis, G ; Karlis, A K.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:21:y:2021:i:9:p:1533-1549.

    Full description at Econpapers || Download paper

  52. An agent-based model and detect price manipulation based on intraday transaction data with simulation. (2021). Mohammadpour, Adel ; Salavati, Erfan ; Naghshineh, Omid ; Zare, Mohammad.
    In: Applied Economics.
    RePEc:taf:applec:v:53:y:2021:i:43:p:4931-4949.

    Full description at Econpapers || Download paper

  53. (Ir)rational explorers in the financial jungle. (2021). Sordi, Serena ; Dávila-Fernández, Marwil ; Dávila-Fernández, Marwil ; Cafferata, Alessia ; Davila-Fernandez, Marwil J.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00743-6.

    Full description at Econpapers || Download paper

  54. Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate. (2021). Tsai, Chi-Ming .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-020-00308-z.

    Full description at Econpapers || Download paper

  55. Predator–prey model for stock market fluctuations. (2021). Montero, Miquel.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00284-4.

    Full description at Econpapers || Download paper

  56. Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5.

    Full description at Econpapers || Download paper

  57. Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback. (2021). Yu, Xiaohua ; Bao, Te ; Lu, Zhou.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10020-6.

    Full description at Econpapers || Download paper

  58. State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2021_10.rdf.

    Full description at Econpapers || Download paper

  59. Multi-scale transition matrix approach to time series. (2021). Yang, Huijie ; Gu, Changgui ; Weng, Tongfeng ; Zhang, Jing ; Semba, Sherehe ; Yuan, Qianshun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003897.

    Full description at Econpapers || Download paper

  60. Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

    Full description at Econpapers || Download paper

  61. Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158.

    Full description at Econpapers || Download paper

  62. The double-edged role of social learning: Flash crash and lower total volatility. (2021). Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan ; Zhou, Wei-Xing.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420.

    Full description at Econpapers || Download paper

  63. An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

    Full description at Econpapers || Download paper

  64. Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

    Full description at Econpapers || Download paper

  65. Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo.
    In: Metroeconomica.
    RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

    Full description at Econpapers || Download paper

  66. Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan.
    In: Papers.
    RePEc:arx:papers:2108.07806.

    Full description at Econpapers || Download paper

  67. Modeling Managerial Search Behavior based on Simons Concept of Satisficing. (2021). Wall, Friederike.
    In: Papers.
    RePEc:arx:papers:2104.14002.

    Full description at Econpapers || Download paper

  68. Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray.
    In: Papers.
    RePEc:arx:papers:2104.09863.

    Full description at Econpapers || Download paper

  69. .

    Full description at Econpapers || Download paper

  70. ROBUST MATHEMATICAL FORMULATION AND PROBABILISTIC DESCRIPTION OF AGENT-BASED COMPUTATIONAL ECONOMIC MARKET MODELS. (2020). Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian ; Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:23:y:2020:i:06:n:s0219525920500174.

    Full description at Econpapers || Download paper

  71. Tick size and market quality: Simulations based on agent‐based artificial stock markets. (2020). Ye, Qing ; Zhang, Jie ; Yang, Xinhui.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:27:y:2020:i:3:p:125-141.

    Full description at Econpapers || Download paper

  72. (Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:819.

    Full description at Econpapers || Download paper

  73. Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

    Full description at Econpapers || Download paper

  74. Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo.
    In: Working Papers.
    RePEc:pke:wpaper:pkwp2009.

    Full description at Econpapers || Download paper

  75. SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten ; Frank, Martin ; Pabich, Emma.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

    Full description at Econpapers || Download paper

  76. Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico.
    In: FMM Working Paper.
    RePEc:imk:fmmpap:60-2020.

    Full description at Econpapers || Download paper

  77. Cyclical behaviour of the Swiss real estate market. (2020). Bellalah, Mondher ; ben Bouheni, Faten ; Kostadinov, Fabian ; Ankenbrand, Thomas.
    In: International Journal of Entrepreneurship and Small Business.
    RePEc:ids:ijesbu:v:39:y:2020:i:1/2:p:71-99.

    Full description at Econpapers || Download paper

  78. Listen to the Signals from an Interactive Agent-Based Model. (2020). Cheng, Po-Keng.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02982908.

    Full description at Econpapers || Download paper

  79. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. (2020). Uctum, Remzi ; el Ouadghiri, Imane.
    In: Post-Print.
    RePEc:hal:journl:hal-03319091.

    Full description at Econpapers || Download paper

  80. Global competition dynamics of fossil fuels and renewable energy under climate policies and peak oil: A behavioural model. (2020). van den Bergh, Jeroen ; Zeppini, Paolo.
    In: Post-Print.
    RePEc:hal:journl:hal-02394882.

    Full description at Econpapers || Download paper

  81. Latent Segmentation of Stock Trading Strategies Using Multi-Modal Imitation Learning. (2020). Kitano, Michiharu ; Degraw, David ; Maeda, Iwao ; Kato, Atsuo ; Sakaji, Hiroki ; Izumi, Kiyoshi ; Matsushima, Hiroyasu.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:250-:d:433565.

    Full description at Econpapers || Download paper

  82. The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307890.

    Full description at Econpapers || Download paper

  83. Global competition dynamics of fossil fuels and renewable energy under climate policies and peak oil: A behavioural model. (2020). , Jeroen ; Zeppini, Paolo.
    In: Energy Policy.
    RePEc:eee:enepol:v:136:y:2020:i:c:s0301421519304859.

    Full description at Econpapers || Download paper

  84. Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

    Full description at Econpapers || Download paper

  85. Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

    Full description at Econpapers || Download paper

  86. Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

    Full description at Econpapers || Download paper

  87. Determinants of investor expectations and satisfaction. A study with financial professionals. (2020). Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Schwaiger, Rene.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:110:y:2020:i:c:s016518891930048x.

    Full description at Econpapers || Download paper

  88. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

    Full description at Econpapers || Download paper

  89. Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication. (2019). Neugart, Michael ; Harting, Philipp ; Dawid, Herbert ; Hoog, Sander.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0594-0.

    Full description at Econpapers || Download paper

  90. Is the market really a good teacher?. (2019). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0571-7.

    Full description at Econpapers || Download paper

  91. Drawing on different disciplines: macroeconomic agent-based models. (2019). Turrell, Arthur ; HALDANE, ANDREW.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

    Full description at Econpapers || Download paper

  92. Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors. (2019). Zhang, Hao ; Bian, Wenlong.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00267-0.

    Full description at Econpapers || Download paper

  93. Crowdworking: working with or against the crowd?. (2019). Fullsack, Manfred ; Hofer, Christian ; Zilian, Laura S ; Jager, Georg.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00266-1.

    Full description at Econpapers || Download paper

  94. Exchange rate dynamics under limits of arbitrage and heterogeneous expectations. (2019). Datta, Soumya.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00237-6.

    Full description at Econpapers || Download paper

  95. Order book modeling and financial stability. (2019). Biondo, Alessio Emanuele.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0227-6.

    Full description at Econpapers || Download paper

  96. Prospect Theory in the Heterogeneous Agent Model. (2019). Kukacka, Jiri ; Polach, Jan.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:1:d:10.1007_s11403-018-0219-6.

    Full description at Econpapers || Download paper

  97. Heterogeneous Society in Binary Choices with Externalities. (2019). Merlone, Ugo ; Forno, Arianna Dal.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:9:y:2019:i:2:d:10.1007_s13235-018-0270-x.

    Full description at Econpapers || Download paper

  98. Manager remuneration, share buybacks, and firm performance. (2019). Harting, Philipp ; Dawid, Herbert ; van der Hoog, Sander ; Sander van der Hoog, .
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:28:y:2019:i:3:p:681-706..

    Full description at Econpapers || Download paper

  99. Exploring House Price Dynamics: An Agent-Based Simulation with Behavioral Heterogeneity. (2019). Dikmen, Irem ; Kale, Serdar ; Ozbakan, Tolga A.
    In: Computational Economics.
    RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9850-5.

    Full description at Econpapers || Download paper

  100. Dynamics of a Cournot Game with Differentiated Goods and Asymmetric Cost Functions based on Relative Profit Maximization. (2019). Georges, Sarafopoulos ; Kosmas, Papadopoulos.
    In: European Journal of Interdisciplinary Studies.
    RePEc:jis:ejistu:y:2019:i:02:id:433.

    Full description at Econpapers || Download paper

  101. Managing the Downside of Active and Passive Strategies: Convexity and Fragilities. (2019). Douady, Raphael.
    In: Post-Print.
    RePEc:hal:journl:hal-02488589.

    Full description at Econpapers || Download paper

  102. Managing the Downside of Active and Passive Strategies: Convexity and Fragilities. (2019). Douady, Raphael.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02488589.

    Full description at Econpapers || Download paper

  103. Individual Investors’ Learning Behavior and Its Impact on Their Herd Bias: An Integrated Analysis in the Context of Stock Trading. (2019). Aruna, Kalugala Vidanalage.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:5:p:1448-:d:212313.

    Full description at Econpapers || Download paper

  104. Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2019_24.rdf.

    Full description at Econpapers || Download paper

  105. A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:50:y:2019:i:c:p:159-174.

    Full description at Econpapers || Download paper

  106. Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

    Full description at Econpapers || Download paper

  107. Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

    Full description at Econpapers || Download paper

  108. Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

    Full description at Econpapers || Download paper

  109. Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects. (2019). Hommes, Cars ; Vroegop, Joris.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:314-333.

    Full description at Econpapers || Download paper

  110. DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET. (2019). Yamamoto, Ryuichi.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:23:y:2019:i:05:p:1757-1792_00.

    Full description at Econpapers || Download paper

  111. Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations. (2019). Ling, Shiqing ; Qingling, Shi ; Chong, Liu ; Feng, Guo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:23:y:2019:i:5:p:17:n:2.

    Full description at Econpapers || Download paper

  112. From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian.
    In: Papers.
    RePEc:arx:papers:1912.09679.

    Full description at Econpapers || Download paper

  113. Stylized Facts and Agent-Based Modeling. (2019). Trimborn, Torsten ; Cramer, Simon.
    In: Papers.
    RePEc:arx:papers:1912.02684.

    Full description at Econpapers || Download paper

  114. Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian.
    In: Papers.
    RePEc:arx:papers:1904.04951.

    Full description at Econpapers || Download paper

  115. Dynamics of Value-Tracking in Financial Markets. (2019). MacKay, Robert S ; Battey, Heather S ; Bashe, Kutlwano L ; Gunton, Richard M ; Cl, Nicholas.
    In: Papers.
    RePEc:arx:papers:1903.09898.

    Full description at Econpapers || Download paper

  116. Divestment may burst the carbon bubble if investors beliefs tip to anticipating strong future climate policy. (2019). Peterson, Sonja ; Heitzig, Jobst ; Donges, Jonathan F ; Ewers, Birte.
    In: Papers.
    RePEc:arx:papers:1902.07481.

    Full description at Econpapers || Download paper

  117. The market nanostructure origin of asset price time reversal asymmetry. (2019). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Papers.
    RePEc:arx:papers:1901.00834.

    Full description at Econpapers || Download paper

  118. Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten.
    In: Papers.
    RePEc:arx:papers:1711.03291.

    Full description at Econpapers || Download paper

  119. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201820.

    Full description at Econpapers || Download paper

  120. Time-Varying Economic Dominance Through Bistable Dynamics. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
    In: Research Paper Series.
    RePEc:uts:rpaper:390.

    Full description at Econpapers || Download paper

  121. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:389.

    Full description at Econpapers || Download paper

  122. Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
    In: Published Paper Series.
    RePEc:uts:ppaper:2018-1.

    Full description at Econpapers || Download paper

  123. Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2018). Gaffeo, Edoardo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2018/03.

    Full description at Econpapers || Download paper

  124. Behavioural heterogeneity in the New Zealand stock market. (2018). Frijns, Bart ; Indriawan, Ivan.
    In: New Zealand Economic Papers.
    RePEc:taf:nzecpp:v:52:y:2018:i:1:p:53-71.

    Full description at Econpapers || Download paper

  125. Rationality and Asset Prices under Belief Heterogeneity. (2018). Giachini, Daniele.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2018/07.

    Full description at Econpapers || Download paper

  126. Impact of strategy switching on wealth accumulation. (2018). Huang, Weihong ; Zhang, YU.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-017-0543-3.

    Full description at Econpapers || Download paper

  127. A dynamic exchange rate model with heterogeneous agents. (2018). Ricchiuti, Giorgio ; Gori, Michele.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:28:y:2018:i:2:d:10.1007_s00191-017-0513-9.

    Full description at Econpapers || Download paper

  128. Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0192-5.

    Full description at Econpapers || Download paper

  129. A heterogeneous agent model of asset price dynamics with two time delays. (2018). Guerrini, Luca ; Szidarovszky, Ferenc ; Matsumoto, Akio.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0223-2.

    Full description at Econpapers || Download paper

  130. Using realistic trading strategies in an agent-based stock market model. (2018). Peffer, Gilbert ; Llacay, Barbara.
    In: Computational and Mathematical Organization Theory.
    RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

    Full description at Econpapers || Download paper

  131. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
    In: MPRA Paper.
    RePEc:pra:mprapa:84886.

    Full description at Econpapers || Download paper

  132. Calibrating emergent phenomena in stock markets with agent based models. (2018). Sornette, Didier ; Fievet, Lucas .
    In: PLOS ONE.
    RePEc:plo:pone00:0193290.

    Full description at Econpapers || Download paper

  133. Searching for a theory that fits the data: A personal research odyssey. (2018). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1807.

    Full description at Econpapers || Download paper

  134. The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Kaffel, Bilel ; Abid, Fathi.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

    Full description at Econpapers || Download paper

  135. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9655-y.

    Full description at Econpapers || Download paper

  136. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Kukacka, Jiri ; Stanek, Filip.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

    Full description at Econpapers || Download paper

  137. Determinants of investor expectations and satisfaction. A study with financial professionals. (2018). Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Schwaiger, Rene.
    In: Working Papers.
    RePEc:inn:wpaper:2018-17.

    Full description at Econpapers || Download paper

  138. The market nanostructure origin of asset price time reversal asymmetry. (2018). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01966419.

    Full description at Econpapers || Download paper

  139. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Post-Print.
    RePEc:hal:journl:hal-02084910.

    Full description at Econpapers || Download paper

  140. The market nanostructure origin of asset price time reversal asymmetry. (2018). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus.
    In: Post-Print.
    RePEc:hal:journl:hal-01966419.

    Full description at Econpapers || Download paper

  141. An agent-based model of intra day financial markets dynamics. (2018). Staccioli, Jacopo ; Napoletano, Mauro.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1834.

    Full description at Econpapers || Download paper

  142. Order book microstructure and policies for financial stability. (2018). Biondo, Alessio Emanuele.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-04-2017-0087.

    Full description at Econpapers || Download paper

  143. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

    Full description at Econpapers || Download paper

  144. Beyond rational expectations: The effects of heuristic switching in an Overlapping Generations model. (2018). Quaghebeur, Ewoud ; Boone, Brecht.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:155:y:2018:i:c:p:349-364.

    Full description at Econpapers || Download paper

  145. Avoiding regret in an agent-based asset pricing model. (2018). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:273-277.

    Full description at Econpapers || Download paper

  146. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

    Full description at Econpapers || Download paper

  147. Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

    Full description at Econpapers || Download paper

  148. Carl’s nonlinear cobweb. (2018). Hommes, Cars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:7-20.

    Full description at Econpapers || Download paper

  149. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

    Full description at Econpapers || Download paper

  150. Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Tai, Chung-Ching ; Yang, Lee-Xieng .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

    Full description at Econpapers || Download paper

  151. Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Veneziani, Roberto ; Charpe, Matthieu ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:237-256.

    Full description at Econpapers || Download paper

  152. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182201.

    Full description at Econpapers || Download paper

  153. An urgent call to get better prepared for unexpected events. (2018). Spaanderman, Jurgen.
    In: DNB Occasional Studies.
    RePEc:dnb:dnbocs:1602.

    Full description at Econpapers || Download paper

  154. EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN. (2018). Westerhoff, Frank ; Schmitt, Noemi.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:22:y:2018:i:08:p:2007-2031_00.

    Full description at Econpapers || Download paper

  155. Agent-Based Models in Economics. (2018). Russo, Alberto ; Richiardi, Matteo ; Gallegati, Mauro ; Fagiolo, Giorgio ; Delli Gatti, Domenico.
    In: Cambridge Books.
    RePEc:cup:cbooks:9781108400046.

    Full description at Econpapers || Download paper

  156. Simulation of Stylized Facts in Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian.
    In: Papers.
    RePEc:arx:papers:1812.02726.

    Full description at Econpapers || Download paper

  157. Multi-agent Economics and the Emergence of Critical Markets. (2018). Harr, Michael S.
    In: Papers.
    RePEc:arx:papers:1809.01332.

    Full description at Econpapers || Download paper

  158. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano.
    In: Papers.
    RePEc:arx:papers:1807.11751.

    Full description at Econpapers || Download paper

  159. SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten.
    In: Papers.
    RePEc:arx:papers:1801.01811.

    Full description at Econpapers || Download paper

  160. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:2017104.

    Full description at Econpapers || Download paper

  161. Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto ; Proaño, Christian ; Charpe, Matthieu ; Acosta, Christian Proao ; Galanis, Giorgos ; Flaschel, Peter.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:125.

    Full description at Econpapers || Download paper

  162. Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling .
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

    Full description at Econpapers || Download paper

  163. An evolutive financial market model with animal spirits: imitation and endogenous beliefs. (2017). Naimzada, Ahmad ; Pireddu, M ; Cavalli, F.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8.

    Full description at Econpapers || Download paper

  164. The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong (Tony).
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

    Full description at Econpapers || Download paper

  165. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

    Full description at Econpapers || Download paper

  166. Sentiment-driven limit cycles and chaos. (2017). Gomes, Orlando ; Sprott, J C.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:4:d:10.1007_s00191-017-0497-5.

    Full description at Econpapers || Download paper

  167. Heterogeneity of habits as a foundation for Schumpeterian economic policy. (2017). Becker, Markus C ; Knudsen, Thorbjorn.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:1:d:10.1007_s00191-016-0463-7.

    Full description at Econpapers || Download paper

  168. Complexity and model comparison in agent based modeling of financial markets. (2017). Winker, Peter ; Mandes, Alexandru.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0173-0.

    Full description at Econpapers || Download paper

  169. Endogenous business cycles caused by nonconvex costs and interactions. (2017). Arata, Yoshiyuki.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0169-1.

    Full description at Econpapers || Download paper

  170. Using an artificial financial market for studying a cryptocurrency market. (2017). Marchesi, Michele ; Concas, Giulio ; Cocco, Luisanna.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0168-2.

    Full description at Econpapers || Download paper

  171. Aggregate implications of lumpy investment under heterogeneity and uncertainty: a model of collective behavior. (2017). Murakami, Hiroki ; Kimura, Yosuke ; Arata, Yoshiyuki.
    In: Evolutionary and Institutional Economics Review.
    RePEc:spr:eaiere:v:14:y:2017:i:2:d:10.1007_s40844-017-0074-5.

    Full description at Econpapers || Download paper

  172. Convex incentives in financial markets: an agent-based analysis. (2017). Holmen, Martin ; Herzel, Stefano ; fabretti, annalisa ; Garling, Tommy.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0200-1.

    Full description at Econpapers || Download paper

  173. ON A COURNOT DUOPOLY GAME WITH DIFFERENTIATED GOODS, HETEROGENEOUS EXPECTATIONS AND A COST FUNCTION INCLUDING EMISSION COSTS. (2017). Sarafopoulos, Georges ; PAPADOPOULOS, KOSMAS .
    In: Scientific Bulletin - Economic Sciences.
    RePEc:pts:journl:y:2017:i:1:p:11-22.

    Full description at Econpapers || Download paper

  174. Dynamic Autocorrelation and International Portfolio Allocation. (2017). Martikainen, Minna ; Kinnunen, Jyri .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:21:y:2017:i:1:p:21-48.

    Full description at Econpapers || Download paper

  175. Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1707.

    Full description at Econpapers || Download paper

  176. Endogenous Fundamental and Stock Cycles. (2017). Zhang, YU ; Huang, Weihong.
    In: Computational Economics.
    RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9631-y.

    Full description at Econpapers || Download paper

  177. Incentives for dishonesty: An experimental study with internal auditors. (2017). Fornwagner, Helena ; Eulerich, Marc ; Czermak, Simon ; Balafoutas, Loukas.
    In: Working Papers.
    RePEc:inn:wpaper:2017-06.

    Full description at Econpapers || Download paper

  178. Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto.
    In: IMK Working Paper.
    RePEc:imk:wpaper:186-2017.

    Full description at Econpapers || Download paper

  179. Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach. (2017). Alsulaiman, Talal ; Khashanah, Khaldoun.
    In: Complexity.
    RePEc:hin:complx:6752086.

    Full description at Econpapers || Download paper

  180. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02312186.

    Full description at Econpapers || Download paper

  181. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02000726.

    Full description at Econpapers || Download paper

  182. Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

    Full description at Econpapers || Download paper

  183. Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

    Full description at Econpapers || Download paper

  184. Characterizing investor expectations for assets with varying risk. (2017). Gaus, Eric ; Sinha, Arunima.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:990-999.

    Full description at Econpapers || Download paper

  185. Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53.

    Full description at Econpapers || Download paper

  186. Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen.
    In: European Economic Review.
    RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

    Full description at Econpapers || Download paper

  187. Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

    Full description at Econpapers || Download paper

  188. The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

    Full description at Econpapers || Download paper

  189. Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

    Full description at Econpapers || Download paper

  190. Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

    Full description at Econpapers || Download paper

  191. Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

    Full description at Econpapers || Download paper

  192. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

    Full description at Econpapers || Download paper

  193. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

    Full description at Econpapers || Download paper

  194. On the power of the simulation-based ADF test in bounded time series. (2017). Magrini, Stefano ; Gerolimetto, Margherita.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00277.

    Full description at Econpapers || Download paper

  195. A Novel Method of Modeling Dynamic Evolutionary Game with Rational Agents for Market Forecasting. (2017). Talebimotlagh, Narges ; Ghaemi, Sehraneh ; Ghiasi, Amir Rikhtehgar ; Hashemzadeh, Farzad .
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2017:i:1:p:281-302.

    Full description at Econpapers || Download paper

  196. Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia.
    In: Working Paper.
    RePEc:bno:worpap:2017_22.

    Full description at Econpapers || Download paper

  197. Black was right: Price is within a factor 2 of Value. (2017). Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S ; Bouchaud, J P.
    In: Papers.
    RePEc:arx:papers:1711.04717.

    Full description at Econpapers || Download paper

  198. Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros .
    In: Economic Research Papers.
    RePEc:ags:uwarer:270011.

    Full description at Econpapers || Download paper

  199. Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:68.

    Full description at Econpapers || Download paper

  200. Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:63.

    Full description at Econpapers || Download paper

  201. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2016). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:111.

    Full description at Econpapers || Download paper

  202. RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES. (2016). Caporin, Massimiliano ; Costola, Michele.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500032.

    Full description at Econpapers || Download paper

  203. The Theory and Models of Keynesian Disequilibrium Macroeconomics. (2016). Zhi, Tianhao.
    In: Working Paper Series.
    RePEc:uts:wpaper:185.

    Full description at Econpapers || Download paper

  204. Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective. (2016). Zhi, Tianhao.
    In: PhD Thesis.
    RePEc:uts:finphd:28.

    Full description at Econpapers || Download paper

  205. Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective. (2016). Zhi, Tianhao.
    In: PhD Thesis.
    RePEc:uts:finphd:1-2016.

    Full description at Econpapers || Download paper

  206. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Passamani, Giuliana ; Tomaselli, Matteo ; Tamborini, Roberto.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/10.

    Full description at Econpapers || Download paper

  207. The co-evolution of tax evasion, social capital and policy responses: A theoretical approach. (2016). Lorenzetti, Lorenza ; Bonatti, Luigi.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/08.

    Full description at Econpapers || Download paper

  208. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/07.

    Full description at Econpapers || Download paper

  209. A dynamical systems model of price bubbles and cycles. (2016). Cheriyan, Vinod ; Kleywegt, Anton J.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:2:p:309-336.

    Full description at Econpapers || Download paper

  210. Agent-based modeling in managerial science: an illustrative survey and study. (2016). Wall, Friederike.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:10:y:2016:i:1:p:135-193.

    Full description at Econpapers || Download paper

  211. The tale of two expectations. (2016). Bovi, Maurizio.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:50:y:2016:i:6:d:10.1007_s11135-015-0283-0.

    Full description at Econpapers || Download paper

  212. Direct comparison of agent -based models of herding in financial markets. (2016). Barde, Sylvain.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7kr9gv74ut9ngo58gia97t83i7.

    Full description at Econpapers || Download paper

  213. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Working Papers.
    RePEc:sap:wpaper:wp175.

    Full description at Econpapers || Download paper

  214. Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning. (2016). Cajueiro, Daniel ; Lucchetti, Alexandre Henrique ; Alves, Joaquim Ignacio ; Barroso, Ricardo Vieira .
    In: MPRA Paper.
    RePEc:pra:mprapa:73308.

    Full description at Econpapers || Download paper

  215. Cash Inflow and Trading Horizon in Asset Markets. (2016). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen.
    In: Working Papers.
    RePEc:inn:wpaper:2016-06.

    Full description at Econpapers || Download paper

  216. Asset Price Dynamics in a Chartist-Fundamentalist Model with Time Delays: A Bifurcation Analysis. (2016). Dobrescu, Loretti ; Neamtu, Mihaela ; Mircea, Gabriela .
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:4907468.

    Full description at Econpapers || Download paper

  217. Is the market really a good teacher ?. (2016). Seppecher, Pascal ; Lang, Dany ; Salle, Isabelle.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01314335.

    Full description at Econpapers || Download paper

  218. Direct comparison of agent -based models of herding in financial markets. (2016). Franais, Ofce Observatoire ; Barde, Sylvain.
    In: Post-Print.
    RePEc:hal:journl:hal-03604749.

    Full description at Econpapers || Download paper

  219. Empirical properties of a heterogeneous agent model in large dimensions. (2016). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02088097.

    Full description at Econpapers || Download paper

  220. Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment. (2016). Damette, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01601393.

    Full description at Econpapers || Download paper

  221. Is the market really a good teacher ?. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany.
    In: Post-Print.
    RePEc:hal:journl:hal-01314335.

    Full description at Econpapers || Download paper

  222. Is the market really a good teacher ?. (2016). Seppecher, Pascal ; Lang, Dany ; Salle, Isabelle.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:hal-01314335.

    Full description at Econpapers || Download paper

  223. Is the Market Really a Good Teacher? Market Selection, Collective Adaptation and Financial Instability. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2016-15.

    Full description at Econpapers || Download paper

  224. Volatility clustering: A nonlinear theoretical approach. (2016). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:130:y:2016:i:c:p:274-297.

    Full description at Econpapers || Download paper

  225. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

    Full description at Econpapers || Download paper

  226. Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation. (2016). Hommes, Cars ; Agliari, Anna ; Pecora, Nicolo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:121:y:2016:i:c:p:15-28.

    Full description at Econpapers || Download paper

  227. Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628.

    Full description at Econpapers || Download paper

  228. Taming the Basel leverage cycle. (2016). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277.

    Full description at Econpapers || Download paper

  229. Negative bubbles and shocks in cryptocurrency markets. (2016). Cheah, Jeremy Eng Tuck ; Fry, John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

    Full description at Econpapers || Download paper

  230. Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

    Full description at Econpapers || Download paper

  231. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

    Full description at Econpapers || Download paper

  232. Heterogeneous expectation, beliefs evolution and house price volatility. (2016). Zhang, Hao ; Yao, Haixiang ; Huang, Yuyuan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:409-418.

    Full description at Econpapers || Download paper

  233. Direct comparison of agent-based models of herding in financial markets. (2016). Barde, Sylvain.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:73:y:2016:i:c:p:329-353.

    Full description at Econpapers || Download paper

  234. Itchy feet vs cool heads: Flow of funds in an agent-based financial market. (2016). Schenk-Hoppé, Klaus ; Wang, Tongya ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:63:y:2016:i:c:p:53-68.

    Full description at Econpapers || Download paper

  235. Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.. (2016). Mantegna, Rosario N ; Piilo, Jyrki ; Micciche, Salvatore ; Marotta, Luca ; Musciotto, Federico.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:267-278.

    Full description at Econpapers || Download paper

  236. Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: Risk in Contemporary Economy.
    RePEc:ddj:fserec:y:2016:p:378-384.

    Full description at Econpapers || Download paper

  237. Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes. (2016). Pesaran, M ; Johnsson, Ida.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6272.

    Full description at Econpapers || Download paper

  238. Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes. (2016). Pesaran, M ; Ida, Johnsson .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1679.

    Full description at Econpapers || Download paper

  239. An agent-based model of dynamics in corporate bond trading. (2016). Turrell, Arthur ; Liu, Zijun ; Braun-Munzinger, Karen.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0592.

    Full description at Econpapers || Download paper

  240. A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
    In: Papers.
    RePEc:arx:papers:1604.08824.

    Full description at Econpapers || Download paper

  241. Modeling Stock Price Dynamics with Fuzzy Opinion Networks. (2016). Wang, Li-Xin.
    In: Papers.
    RePEc:arx:papers:1602.06213.

    Full description at Econpapers || Download paper

  242. Dynamical Models of Stock Prices Based on Technical Trading Rules Part II: Analysis of the Models. (2016). Wang, Li-Xin.
    In: Papers.
    RePEc:arx:papers:1401.1891.

    Full description at Econpapers || Download paper

  243. Dynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models. (2016). Wang, Li-Xin.
    In: Papers.
    RePEc:arx:papers:1401.1888.

    Full description at Econpapers || Download paper

  244. Is the Market Really a Good Teacher?. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:16-04.

    Full description at Econpapers || Download paper

  245. FAIR PRICE AND TRADING PRICE: AN ABM APPROACH WITH ORDER-PLACEMENT STRATEGY AND MISUNDERSTANDING OF FUNDAMENTAL VALUE. (2015). Lespagnol, Vivien ; Rouchier, Juliette.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:18:y:2015:i:05n06:n:s0219525915500241.

    Full description at Econpapers || Download paper

  246. Heterogeneity and Clustering of Defaults. (2015). Karlis, Alexandros ; Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1083.

    Full description at Econpapers || Download paper

  247. Dynamic predictor selection and order splitting in a limit order market. (2015). Yamamoto, Ryuichi.
    In: Working Papers.
    RePEc:wap:wpaper:1514.

    Full description at Econpapers || Download paper

  248. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong ; Wan, Chuncheng .
    In: Research Paper Series.
    RePEc:uts:rpaper:365.

    Full description at Econpapers || Download paper

  249. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:364.

    Full description at Econpapers || Download paper

  250. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:354.

    Full description at Econpapers || Download paper

  251. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan .
    In: PhD Thesis.
    RePEc:uts:finphd:16.

    Full description at Econpapers || Download paper

  252. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan .
    In: PhD Thesis.
    RePEc:uts:finphd:1-2015.

    Full description at Econpapers || Download paper

  253. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: Working Paper Series.
    RePEc:uts:ecowps:31.

    Full description at Econpapers || Download paper

  254. Direct calibration and comparison of agent-based herding models of financial markets. (2015). Barde, Sylvain.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1507.

    Full description at Econpapers || Download paper

  255. Booms, Busts and Behavioural Heterogeneity in Stock Prices. (2015). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150088.

    Full description at Econpapers || Download paper

  256. On the complex dynamics of a bounded rational monopolist model. (2015). Sarafopoulos, Georges .
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:8:y:2015:i:1:p:113-120.

    Full description at Econpapers || Download paper

  257. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. (2015). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:6:p:959-973.

    Full description at Econpapers || Download paper

  258. Fundamentalists, chartists and asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:11:p:1837-1850.

    Full description at Econpapers || Download paper

  259. A review of aggregation techniques for agent-based models: understanding the presence of long-term memory. (2015). Cerqueti, Roy ; Rotundo, Giulia.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:49:y:2015:i:4:p:1693-1717.

    Full description at Econpapers || Download paper

  260. What Is the Impact of Heterogeneous Knowledge About Fundamentals on Market Liquidity and Efficiency: An ABM Approach. (2015). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Lecture Notes in Economics and Mathematical Systems.
    RePEc:spr:lnechp:978-3-319-09578-3_9.

    Full description at Econpapers || Download paper

  261. A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach. (2015). Yang, Haijun ; Wang, Harry ; Sun, Gui .
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:25:y:2015:i:5:p:901-924.

    Full description at Econpapers || Download paper

  262. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Gontis, Vygintas ; Kononovicius, Aleksejus.
    In: The European Physical Journal B: Condensed Matter and Complex Systems.
    RePEc:spr:eurphb:v:88:y:2015:i:7:p:1-6:10.1140/epjb/e2015-60160-0.

    Full description at Econpapers || Download paper

  263. SIMULATING AN EVOLUTIONARY MULTI-AGENT BASED MODEL OF THE STOCK MARKET Abstract : The paper focuses on artificial stock market simulations using a multi-agent model incorporating 2,000 heterogeneous a. (2015). Marica, Diana.
    In: EcoForum.
    RePEc:scm:ecofrm:v:4:y:2015:i:s1:p:42.

    Full description at Econpapers || Download paper

  264. Convex Incentives in Financial Markets: an Agent-Based Analysis. (2015). fabretti, annalisa ; Garling, Tommy ; Herzel, Stefano ; Holmen, Martin.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:337.

    Full description at Econpapers || Download paper

  265. Markets, Herding and Response to External Information. (2015). san Miguel, Maxi ; Toral, Raul ; Carro, Adrian.
    In: PLOS ONE.
    RePEc:plo:pone00:0133287.

    Full description at Econpapers || Download paper

  266. Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data. (2015). Zhang, Yu ; Huang, Weihong.
    In: Economic Growth Centre Working Paper Series.
    RePEc:nan:wpaper:1502.

    Full description at Econpapers || Download paper

  267. Complexity and Model Comparison in Agent Based Modeling of Financial Markets. (2015). Winker, Peter ; Mandes, Alexandru .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201528.

    Full description at Econpapers || Download paper

  268. Animal spirits and stock market dynamics. (2015). Pyo, Dong-Jin.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201501010800005596.

    Full description at Econpapers || Download paper

  269. Fundamentalists, Chartists and Asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Post-Print.
    RePEc:hal:journl:hal-01508002.

    Full description at Econpapers || Download paper

  270. Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity. (2015). Kvedaras, Virmantas ; Ishida, Isao.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:1:p:2-54:d:44835.

    Full description at Econpapers || Download paper

  271. Macroeconomic Consequences of Lumpy Investment under Uncertainty. (2015). Murakami, Hiroki ; Yoshiyuki, Arata ; Hiroki, Murakami ; Yosuke, Kimura .
    In: Discussion papers.
    RePEc:eti:dpaper:15120.

    Full description at Econpapers || Download paper

  272. Endogenous Business Cycles Caused by Nonconvex Costs and Interactions. (2015). Yoshiyuki, Arata.
    In: Discussion papers.
    RePEc:eti:dpaper:15085.

    Full description at Econpapers || Download paper

  273. Taming the Basel leverage cycle. (2015). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:65089.

    Full description at Econpapers || Download paper

  274. Taming the Basel leverage cycle. (2015). Tan, Vincent ; Farmer, J ; Caccioli, Fabio ; Aymanns, Christoph.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118989.

    Full description at Econpapers || Download paper

  275. Agricultural supply chain optimization and complexity: A comparison of analytic vs simulated solutions and policies. (2015). Nolan, James ; Ge, Houtian ; Gray, Richard.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:159:y:2015:i:c:p:208-220.

    Full description at Econpapers || Download paper

  276. A quantitative description for efficient financial markets. (2015). Immonen, Eero .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:433:y:2015:i:c:p:171-181.

    Full description at Econpapers || Download paper

  277. A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities. (2015). Westerhoff, Frank ; Gardini, Laura ; Tramontana, Fabio.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:108:y:2015:i:c:p:16-40.

    Full description at Econpapers || Download paper

  278. Anchoring in experimental asset markets. (2015). Walker, Todd ; Baghestanian, Sascha .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:116:y:2015:i:c:p:15-25.

    Full description at Econpapers || Download paper

  279. A discrete choice model of transitions to sustainable technologies. (2015). Zeppini, Paolo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:112:y:2015:i:c:p:187-203.

    Full description at Econpapers || Download paper

  280. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157.

    Full description at Econpapers || Download paper

  281. What affects the predictions of private forecasters? The role of central bank forecasts in Chile. (2015). Pedersen, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1043-1055.

    Full description at Econpapers || Download paper

  282. The optimal pricing of a market maker in a heterogeneous agent economy. (2015). Chen, Shu-Heng ; Zhang, Yongjie ; Guo, Bin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:14:y:2015:i:c:p:178-187.

    Full description at Econpapers || Download paper

  283. Speculative trading in the gold market. (2015). Glover, Kristoffer ; Baur, Dirk G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:63-71.

    Full description at Econpapers || Download paper

  284. A tale of feedback trading by hedge funds. (2015). , Marc ; Willemstein, Robin .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:239-259.

    Full description at Econpapers || Download paper

  285. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

    Full description at Econpapers || Download paper

  286. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17.

    Full description at Econpapers || Download paper

  287. A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data. (2015). Dovern, Jonas.
    In: European Economic Review.
    RePEc:eee:eecrev:v:80:y:2015:i:c:p:16-35.

    Full description at Econpapers || Download paper

  288. Learning from experience in the stock market. (2015). Nuño Barrau, Galo ; Nakov, Anton ; Nuo, Galo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:52:y:2015:i:c:p:224-239.

    Full description at Econpapers || Download paper

  289. Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs. (2015). Pecora, Nicolo ; Agliari, Anna ; Spelta, Alessandro.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:79:y:2015:i:c:p:83-95.

    Full description at Econpapers || Download paper

  290. Heterogeneous fundamentalists and market maker inventories. (2015). Ricchiuti, Giorgio ; Carraro, Alessandro.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:79:y:2015:i:c:p:73-82.

    Full description at Econpapers || Download paper

  291. The limit distribution of evolving strategies in financial markets. (2015). Di Guilmi, Corrado ; Chiarella, Carl ; Carl, Chiarella ; Corrado, Di Guilmi .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:19:y:2015:i:2:p:137-159:n:6.

    Full description at Econpapers || Download paper

  292. Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach. (2015). Mantegna, Rosario ; Musciotto, Federico ; Piilo, Jyrki ; Micciche, Salvatore ; Marotta, Luca .
    In: Papers.
    RePEc:arx:papers:1511.06873.

    Full description at Econpapers || Download paper

  293. Taming the Basel Leverage Cycle. (2015). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: Papers.
    RePEc:arx:papers:1507.04136.

    Full description at Econpapers || Download paper

  294. Markets, herding and response to external information. (2015). Carro, Adri'an ; san Miguel, Maxi ; Toral, Ra'ul .
    In: Papers.
    RePEc:arx:papers:1506.03708.

    Full description at Econpapers || Download paper

  295. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-09.

    Full description at Econpapers || Download paper

  296. Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:15-05.

    Full description at Econpapers || Download paper

  297. Towards a consumer sentiment channel of monetary policy. (2014). Rüth, Sebastian ; Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Ruth, Sebastian .
    In: W.E.P. - Würzburg Economic Papers.
    RePEc:zbw:wuewep:91.

    Full description at Econpapers || Download paper

  298. Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:4.

    Full description at Econpapers || Download paper

  299. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:26.

    Full description at Econpapers || Download paper

  300. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:21.

    Full description at Econpapers || Download paper

  301. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility. (2014). Kukacka, Jiri ; Baruník, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:15.

    Full description at Econpapers || Download paper

  302. Animal spirits and the business cycle: Empirical evidence from moment matching. (2014). Sacht, Stephen ; Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201406.

    Full description at Econpapers || Download paper

  303. A General Financial Transactions Tax. Motives, Effects and Implementation According to the Proposal of the European Commission. (2014). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2014:i:461.

    Full description at Econpapers || Download paper

  304. Time Series Momentum and Market Stability. (2014). Li, Kai ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:341.

    Full description at Econpapers || Download paper

  305. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

    Full description at Econpapers || Download paper

  306. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:1-2014.

    Full description at Econpapers || Download paper

  307. Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Demertzis, Maria ; Bolt, Wilko ; Diks, Cees.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140157.

    Full description at Econpapers || Download paper

  308. The economics of wishful thinking and the adventures of rationality. (2014). Egidi, Massimo.
    In: Mind & Society: Cognitive Studies in Economics and Social Sciences.
    RePEc:spr:minsoc:v:13:y:2014:i:1:p:9-27.

    Full description at Econpapers || Download paper

  309. Expectations and industry location: a discrete time dynamical analysis. (2014). Kubin, Ingrid ; Commendatore, Pasquale ; Agliari, Anna ; Foroni, Ilaria.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:37:y:2014:i:1:p:3-26.

    Full description at Econpapers || Download paper

  310. Stock Portfolio Structure of Individual Investors Infers Future Trading Behavior. (2014). Rosvall, Martin ; Bohlin, Ludvig .
    In: PLOS ONE.
    RePEc:plo:pone00:0103006.

    Full description at Econpapers || Download paper

  311. A Multi-Factor Model of Heterogeneous Traders in a Dynamic Stock Market. (2014). Pyo, Dong-Jin.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:37358.

    Full description at Econpapers || Download paper

  312. A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2014). Proaño, Christian ; Malikane, Christopher ; Hartmann, Florian ; Proao, Christian R. ; Flaschel, Peter.
    In: Working Papers.
    RePEc:iee:wpaper:wp0098.

    Full description at Econpapers || Download paper

  313. Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00997573.

    Full description at Econpapers || Download paper

  314. Heterogeneous Fundamentalists and Market Maker Inventories. (2014). Ricchiuti, Giorgio ; Carraro, Alessandro.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2014_16.rdf.

    Full description at Econpapers || Download paper

  315. Shocks and the Expectations Formation Process. A Tale of Two Expectations.. (2014). Bovi, Maurizio.
    In: Natural Field Experiments.
    RePEc:feb:natura:00390.

    Full description at Econpapers || Download paper

  316. Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). He, Kaijian ; Zou, Yingchao ; Wang, Lijun ; Lai, Kin Keung.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:408:y:2014:i:c:p:62-71.

    Full description at Econpapers || Download paper

  317. Citizenship and power in an agent-based model of tax compliance with public expenditure. (2014). Rizzi, Dino ; Pellizzari, Paolo.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:40:y:2014:i:c:p:35-48.

    Full description at Econpapers || Download paper

  318. The forward looking information content of equity and bond markets for aggregate investments. (2014). Gallegati, Marco ; Ramsey, James B..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:75:y:2014:i:c:p:1-24.

    Full description at Econpapers || Download paper

  319. Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong ; Chiarella, Carl ; Zwinkels, Remco C. J., .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:105:y:2014:i:c:p:1-16.

    Full description at Econpapers || Download paper

  320. Leverage-induced systemic risk under Basle II and other credit risk policies. (2014). Farmer, J. ; Thurner, Stefan ; Poledna, Sebastian ; Geanakoplos, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212.

    Full description at Econpapers || Download paper

  321. Risk-return trade-off and serial correlation: Do volume and volatility matter?. (2014). Kinnunen, Jyri.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:1-19.

    Full description at Econpapers || Download paper

  322. Do net positions in the futures market cause spot prices of crude oil?. (2014). Park, Sung Y. ; Ding, Haoyuan ; Kim, Hyung-Gun .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:177-190.

    Full description at Econpapers || Download paper

  323. 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.

    Full description at Econpapers || Download paper

  324. 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.

    Full description at Econpapers || Download paper

  325. Innovate or Imitate? Behavioural technological change. (2014). Zeppini, Paolo ; Hommes, Cars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:308-324.

    Full description at Econpapers || Download paper

  326. Positive welfare effects of trade barriers in a dynamic partial equilibrium model. (2014). Wegener, Michael ; Westerhoff, Frank ; Tuinstra, Jan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:246-264.

    Full description at Econpapers || Download paper

  327. Evolution and market behavior with endogenous investment rules. (2014). Dindo, Pietro ; Bottazzi, Giulio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:121-146.

    Full description at Econpapers || Download paper

  328. Heterogeneous beliefs in over-the-counter markets. (2014). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:41:y:2014:i:c:p:50-68.

    Full description at Econpapers || Download paper

  329. Validating an agent-based model of the Zipf׳s Law: A discrete Markov-chain approach. (2014). Gaujal, Bruno ; Mansury, Yuri ; Gulyas, Laszlo ; Thierry, Eric .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:41:y:2014:i:c:p:38-49.

    Full description at Econpapers || Download paper

  330. Optimism, pessimism and financial bubbles. (2014). Wigniolle, Bertrand.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:41:y:2014:i:c:p:188-208.

    Full description at Econpapers || Download paper

  331. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

    Full description at Econpapers || Download paper

  332. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1425.

    Full description at Econpapers || Download paper

  333. Herd behavior, bubbles and social interactions in financial markets. (2014). Sheng-Kai, Chang .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:1:p:89-101:n:6.

    Full description at Econpapers || Download paper

  334. Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
    In: Papers.
    RePEc:arx:papers:1404.3274.

    Full description at Econpapers || Download paper

  335. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

    Full description at Econpapers || Download paper

  336. Booms, busts and behavioural heterogeneity in stock prices. (2014). Hommes, Cars ; In, D.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-14.

    Full description at Econpapers || Download paper

  337. Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-13.

    Full description at Econpapers || Download paper

  338. Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1419.

    Full description at Econpapers || Download paper

  339. Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs. (2013). Weron, Rafał ; Sznajd-Weron, Katarzyna ; Maciejowska, Katarzyna ; Kowalska-Pyzalska, Anna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1305.

    Full description at Econpapers || Download paper

  340. Irrational fads, short?term memory emulation, and asset predictability. (2013). Bekiros, Stelios.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:22:y:2013:i:4:p:213-219.

    Full description at Econpapers || Download paper

  341. Herding, Trend Chasing and Market Volatility. (2013). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
    In: Research Paper Series.
    RePEc:uts:rpaper:337.

    Full description at Econpapers || Download paper

  342. Learning and Information Dissemination in Limit Order Markets. (2013). Wei, Lijian ; He, Xuezhong ; Zhang, Yongjie.
    In: Research Paper Series.
    RePEc:uts:rpaper:333.

    Full description at Econpapers || Download paper

  343. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2013). Massaro, Domenico ; Hommes, Cars ; Cornea, Adriana .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130015.

    Full description at Econpapers || Download paper

  344. Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions. (2013). Panchenko, Valentyn ; Pavlov, Oleg V. ; Gerasymchuk, Sergiy .
    In: Discussion Papers.
    RePEc:swe:wpaper:2013-18.

    Full description at Econpapers || Download paper

  345. Evolutionary selection of expectations in positive and negative feedback markets. (2013). Hommes, Cars ; Anufriev, Mikhail ; Philipse, Raoul .
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:23:y:2013:i:3:p:663-688.

    Full description at Econpapers || Download paper

  346. Selection in asset markets: the good, the bad, and the unknown. (2013). Dindo, Pietro ; Bottazzi, Giulio.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:23:y:2013:i:3:p:641-661.

    Full description at Econpapers || Download paper

  347. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Chiarella, Carl ; Dieci, Roberto.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:23:y:2013:i:3:p:609-639.

    Full description at Econpapers || Download paper

  348. Evolution of trading strategies in a market with heterogeneously informed agents. (2013). Kaempff, Bob ; Hauser, Florian.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:23:y:2013:i:3:p:575-607.

    Full description at Econpapers || Download paper

  349. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:8:y:2013:i:2:p:277-293.

    Full description at Econpapers || Download paper

  350. Agent-based financial markets and New Keynesian macroeconomics: a synthesis. (2013). Wohltmann, Hans-Werner ; Lengnick, Matthias.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:8:y:2013:i:1:p:1-32.

    Full description at Econpapers || Download paper

  351. Macroeconomic Stability and Heterogeneous Expectations. (2013). Spelta, Alessandro ; Pecora, Nicolo.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:037.

    Full description at Econpapers || Download paper

  352. Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar. (2013). Tassier, Troy.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:39:y:2013:i:1:p:132-133.

    Full description at Econpapers || Download paper

  353. Heterogeneous Beliefs in Over-The-Counter Markets. (2013). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:13/03.

    Full description at Econpapers || Download paper

  354. Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms. (2013). Wiesinger, J. ; Satinover, J. ; Sornette, D..
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:4:p:475-492.

    Full description at Econpapers || Download paper

  355. An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong (Tony) ; Chiarella, Carl ; Dieci, Roberto.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215.

    Full description at Econpapers || Download paper

  356. Farm-household investment behaviour and the CAP decoupling: Methodological issues in assessing policy impacts.. (2013). Thomas, Alban ; Sckokai, Paolo ; Louhichi, Kamel ; Heckelei, Thomas ; gomez y paloma, sergio ; ESPINOSA, MARIA ; Ciaian, Pavel ; Vard, Thierry ; Langrell, Stephen ; Sergio Gomez y Paloma, .
    In: JRC Working Papers.
    RePEc:ipt:iptwpa:jrc79969.

    Full description at Econpapers || Download paper

  357. Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism. (2013). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2013_03.rdf.

    Full description at Econpapers || Download paper

  358. Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis. (2013). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Maertens Odria, Luis Ricardo, .
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:44:y:2013:i:c:p:59-67.

    Full description at Econpapers || Download paper

  359. Irrational fads, short-term memory emulation, and asset predictability. (2013). Bekiros, Stelios.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:4:p:213-219.

    Full description at Econpapers || Download paper

  360. Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price. (2013). Hommes, Cars ; Husler, A. ; Sornette, D..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:92:y:2013:i:c:p:304-316.

    Full description at Econpapers || Download paper

  361. Agent-based macroeconomics: A baseline model. (2013). Lengnick, Matthias.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:86:y:2013:i:c:p:102-120.

    Full description at Econpapers || Download paper

  362. A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China. (2013). Asako, Kazumi ; Liu, Zhentao .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2639-2651.

    Full description at Econpapers || Download paper

  363. Monetary policy rules, asset prices and adaptive learning. (2013). Machado, Vicente ; Machado, Vicente da Gama, .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:251-258.

    Full description at Econpapers || Download paper

  364. Bond vs stock markets Q: Testing for stability across frequencies and over time. (2013). Gallegati, Marco ; Ramsey, James B..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:138-150.

    Full description at Econpapers || Download paper

  365. Fundamental traders ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets. (2013). Witte, Bjorn-Christopher .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:377-385.

    Full description at Econpapers || Download paper

  366. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543.

    Full description at Econpapers || Download paper

  367. Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders. (2013). SUBBOTIN, A. ; Chauveau, Th., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:5:p:1040-1065.

    Full description at Econpapers || Download paper

  368. Heterogeneous beliefs and housing-market boom-bust cycles. (2013). Tomura, Hajime.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:4:p:735-755.

    Full description at Econpapers || Download paper

  369. Are the representative agent’s beliefs based on efficient econometric models?. (2013). Bovi, Maurizio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:3:p:633-648.

    Full description at Econpapers || Download paper

  370. Monetary policy transmission in a model with animal spirits and house price booms and busts. (2013). Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Bofinger, Peter.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2862-2881.

    Full description at Econpapers || Download paper

  371. Strategy switching in the Japanese stock market. (2013). Hirata, Hideaki ; Yamamoto, Ryuichi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:10:p:2010-2022.

    Full description at Econpapers || Download paper

  372. Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Jozef Barun'ik, .
    In: Papers.
    RePEc:arx:papers:1302.7036.

    Full description at Econpapers || Download paper

  373. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Barunik, Jozef.
    In: Papers.
    RePEc:arx:papers:1205.3763.

    Full description at Econpapers || Download paper

  374. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:13-01.

    Full description at Econpapers || Download paper

  375. Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
    RePEc:zbw:vfsc12:62071.

    Full description at Econpapers || Download paper

  376. Nonlinear Expectations in Speculative Markets. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan .
    In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
    RePEc:zbw:vfsc12:62045.

    Full description at Econpapers || Download paper

  377. Identification of animal spirits in a bounded rationality model: An application to the euro area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1798.

    Full description at Econpapers || Download paper

  378. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
    In: Discussion Papers.
    RePEc:zbw:euvwdp:311.

    Full description at Econpapers || Download paper

  379. Identification of animal spirits in a bounded rationality model: An application to the euro area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201212.

    Full description at Econpapers || Download paper

  380. Technical Trading and Commodity Price Fluctuations. (2012). Schulmeister, Stephan.
    In: WIFO Studies.
    RePEc:wfo:wstudy:45238.

    Full description at Econpapers || Download paper

  381. Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure. (2012). Rizzi, Dino ; Pellizzari, Paolo.
    In: Working Papers.
    RePEc:ven:wpaper:2012_24.

    Full description at Econpapers || Download paper

  382. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:316.

    Full description at Econpapers || Download paper

  383. An Evolutionary CAPM Under Heterogeneous Beliefs. (2012). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:315.

    Full description at Econpapers || Download paper

  384. Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436.

    Full description at Econpapers || Download paper

  385. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329.

    Full description at Econpapers || Download paper

  386. A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts. (2012). Waldeck, Roger ; Brandouy, Olivier ; Veryzhenko, Iryna ; Corelli, Angelo.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:7:y:2012:i:2:p:223-248.

    Full description at Econpapers || Download paper

  387. Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis. (2012). Napoletano, Mauro ; Gaffard, Jean-Luc ; Babutsidze, Zakaria.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/53r60a8s3kup1vc9l5643ehjk.

    Full description at Econpapers || Download paper

  388. Agent Based Models: A New Tool for Economic and Policy Analysis. (2012). Napoletano, Mauro ; Gaffard, Jean-Luc ; Babutsidze, Zakaria.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/121881fn7h9haadnuq3gp3ujjd.

    Full description at Econpapers || Download paper

  389. Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis. (2012). Gaffard, Jean-Luc ; Babutsidze, Zakaria ; Napoletano, Mauro.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/53r60a8s3kup1vc9l5643ehjk.

    Full description at Econpapers || Download paper

  390. Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area. (2012). Sacht, Stephen ; Jang, Tae-Seok .
    In: MPRA Paper.
    RePEc:pra:mprapa:37399.

    Full description at Econpapers || Download paper

  391. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569.

    Full description at Econpapers || Download paper

  392. Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
    In: Discussion Papers of Business and Economics.
    RePEc:hhs:sdueko:2012_001.

    Full description at Econpapers || Download paper

  393. Agent Based Models A New Tool for Economic and Policy Analysis. (2012). Napoletano, Mauro ; Gaffard, Jean-Luc ; Babutsidze, Zakaria.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01070338.

    Full description at Econpapers || Download paper

  394. Agent Based Models. (2012). Babutsidze, Zakaria ; Gaffard, Jean-Luc ; Napoletano, Mauro.
    In: Post-Print.
    RePEc:hal:journl:hal-03461262.

    Full description at Econpapers || Download paper

  395. Agricultural price instability: a survey of competing explanations and remedies. (2012). Gouel, Christophe.
    In: Post-Print.
    RePEc:hal:journl:hal-01001218.

    Full description at Econpapers || Download paper

  396. Formation of share market prices under heterogeneous beliefs and common knowledge. (2012). Giannoccolo, Pierpaolo ; Biondi, Yuri ; Galam, Serge.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5532-5545.

    Full description at Econpapers || Download paper

  397. Information contagion within small worlds and changes in kurtosis and volatility in financial prices. (2012). Bowden, Mark.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:553-566.

    Full description at Econpapers || Download paper

  398. Estimating behavioural heterogeneity under regime switching. (2012). Huang, Weihong ; He, Xuezhong ; Chiarella, Carl ; Zheng, Huanhuan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460.

    Full description at Econpapers || Download paper

  399. Heterogeneous gain learning and the dynamics of asset prices. (2012). Lebaron, Blake.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:424-445.

    Full description at Econpapers || Download paper

  400. Homogeneity bias in models of discrete choice with bounded rationality. (2012). Golman, Russell.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:82:y:2012:i:1:p:1-11.

    Full description at Econpapers || Download paper

  401. Herding effects in order driven markets: The rise and fall of gurus. (2012). Tedeschi, Gabriele ; Iori, Giulia ; Gallegati, Mauro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:81:y:2012:i:1:p:82-96.

    Full description at Econpapers || Download paper

  402. Trading frequency and volatility clustering. (2012). Xue, Yi ; Gencay, Ramazan ; Genay, Ramazan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:760-773.

    Full description at Econpapers || Download paper

  403. Financial crises in efficient markets: How fundamentalists fuel volatility. (2012). Szafarz, Ariane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:105-111.

    Full description at Econpapers || Download paper

  404. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:9:p:1349-1363.

    Full description at Econpapers || Download paper

  405. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211.

    Full description at Econpapers || Download paper

  406. Excess covariance and dynamic instability in a multi-asset model. (2012). Pin, Paolo ; Bottazzi, Giulio ; Anufriev, Mikhail ; Marsili, Matteo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1142-1161.

    Full description at Econpapers || Download paper

  407. Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model. (2012). Li, Kai ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:7:p:973-987.

    Full description at Econpapers || Download paper

  408. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

    Full description at Econpapers || Download paper

  409. The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs. (2012). Gandolfo, Giancarlo ; federici, daniela.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:670-681.

    Full description at Econpapers || Download paper

  410. Altruistic versus egoistic behavior in a Public Good game. (2012). Matros, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:642-656.

    Full description at Econpapers || Download paper

  411. Popularity of reinforcement-based and belief-based learning models: An evolutionary approach. (2012). Roy, Jaideep ; Dziubiński, Marcin ; Dziubiski, Marcin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:3:p:433-454.

    Full description at Econpapers || Download paper

  412. Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective. (2012). Chen, Shu-Heng.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:1:p:1-25.

    Full description at Econpapers || Download paper

  413. Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

    Full description at Econpapers || Download paper

  414. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2012). Fischer, Thomas ; Riedler, Jesper .
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:58512.

    Full description at Econpapers || Download paper

  415. IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?. (2012). Verbič, Miroslav ; Kiseleva, Tatiana ; Hommes, Cars ; Kuznetsov, Yuri ; Verbic, Miroslav .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:16:y:2012:i:03:p:335-357_00.

    Full description at Econpapers || Download paper

  416. Monetary Policy Transmission in a Model with Animal Spirits and House Price Booms and Busts. (2012). Mayer, Eric ; Gareis, Johannes ; Debes, Sebastian ; Bofinger, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8804.

    Full description at Econpapers || Download paper

  417. Financial transaction tax: review and assessment. (2012). Zwart, Gijsbert ; Van Leuvensteijn, Michiel ; Elbourne, Adam ; Koning, Pierre.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:202.rdf.

    Full description at Econpapers || Download paper

  418. Financial transaction tax: review and assessment. (2012). Zwart, Gijsbert ; Elbourne, Adam ; Antony, Jürgen ; Bijlsma, Michiel ; Lever, Marcel .
    In: CPB Discussion Paper.
    RePEc:cpb:discus:202.

    Full description at Econpapers || Download paper

  419. The Fiscal Cost of Financial Instability. (2012). Di Guilmi, Corrado ; Chiarella, Carl.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:4:n:3.

    Full description at Econpapers || Download paper

  420. Asset Pricing with Heterogeneous Investment Horizons. (2012). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:4:n:2.

    Full description at Econpapers || Download paper

  421. AGRICULTURAL PRICE INSTABILITY: A SURVEY OF COMPETING EXPLANATIONS AND REMEDIES. (2012). Gouel, Christophe.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:26:y:2012:i:1:p:129-156.

    Full description at Econpapers || Download paper

  422. Monetary Policy, Asset Prices and Adaptive Learning. (2012). Machado, Vicente ; Vicente da Gama Machado, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:274.

    Full description at Econpapers || Download paper

  423. Crises and collective socio-economic phenomena: simple models and challenges. (2012). Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:1209.0453.

    Full description at Econpapers || Download paper

  424. Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price. (2012). Hommes, Cars ; Husler, Andreas ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1205.0635.

    Full description at Econpapers || Download paper

  425. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2011). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1706.

    Full description at Econpapers || Download paper

  426. A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis. (2011). Scheffknecht, Lukas ; Geiger, Felix.
    In: FZID Discussion Papers.
    RePEc:zbw:fziddp:372011.

    Full description at Econpapers || Download paper

  427. Agent-based financial markets and New Keynesian macroeconomics: A synthesis. (2011). Wohltmann, Hans-Werner ; Lengnick, Matthias.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201109.

    Full description at Econpapers || Download paper

  428. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:82.

    Full description at Econpapers || Download paper

  429. Endogenous equilibria in liquid markets with frictions and boundedly rational agents. (2011). tolotti, marco ; Fontini, Fulvio ; Sartori, Elena ; Pra, Paolo Dai .
    In: Working Papers.
    RePEc:vnm:wpdman:7.

    Full description at Econpapers || Download paper

  430. Limit Distribution of Evolving Strategies in Financial Markets. (2011). Di Guilmi, Corrado ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:294.

    Full description at Econpapers || Download paper

  431. Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model. (2011). Li, Kai ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:291.

    Full description at Econpapers || Download paper

  432. Behavioural Economics: Classical and Modern. (2011). Velupillai, Kumaraswamy ; Kao, Ying-Fang.
    In: ASSRU Discussion Papers.
    RePEc:trn:utwpas:1126.

    Full description at Econpapers || Download paper

  433. The Complexity Era in Economics. (2011). Rosser, Barkley ; Colander, David ; Holt, Richard .
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:23:y:2011:i:3:p:357-369.

    Full description at Econpapers || Download paper

  434. Do heterogeneous beliefs diversify market risk?. (2011). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

    Full description at Econpapers || Download paper

  435. Why learning doesn’t add up: equilibrium selection with a composition of learning rules. (2011). Golman, Russell.
    In: International Journal of Game Theory.
    RePEc:spr:jogath:v:40:y:2011:i:4:p:719-733.

    Full description at Econpapers || Download paper

  436. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:6:y:2011:i:1:p:1-28.

    Full description at Econpapers || Download paper

  437. A Note on institutional hierarchy and volatility in financial markets. (2011). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone.
    In: MPRA Paper.
    RePEc:pra:mprapa:30902.

    Full description at Econpapers || Download paper

  438. Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach. (2011). Urbig, Diemo ; Klein, Achim.
    In: MPRA Paper.
    RePEc:pra:mprapa:116175.

    Full description at Econpapers || Download paper

  439. A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:150.

    Full description at Econpapers || Download paper

  440. Active and Passive Learning in Agent-based Financial Markets. (2011). Lebaron, Blake.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:37:y:2011:i:1:p:35-43.

    Full description at Econpapers || Download paper

  441. Reinforcement Learning in Experimental Asset Markets. (2011). Chen, Shu-Heng ; Hsieh, Yi-Lin .
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:37:y:2011:i:1:p:109-133.

    Full description at Econpapers || Download paper

  442. Analysis of a Heterogeneous Trader Model for Asset Price Dynamics. (2011). Kirby, Natasha ; Foster, Andrew.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:309572.

    Full description at Econpapers || Download paper

  443. Quantal response equilibria with heterogeneous agents. (2011). Russell, Golman .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:5:p:2013-2028.

    Full description at Econpapers || Download paper

  444. Market microstructure matters when imposing a Tobin tax—Evidence from the lab. (2011). Kirchler, Michael ; Kleinlercher, Daniel ; Huber, Jurgen.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:80:y:2011:i:3:p:586-602.

    Full description at Econpapers || Download paper

  445. Intraday trading patterns in an intelligent autonomous agent-based stock market. (2011). McBride, Mark ; Kluger, Brian D..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:79:y:2011:i:3:p:226-245.

    Full description at Econpapers || Download paper

  446. J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased).. (2011). Doria, Francisco Antonio .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:78:y:2011:i:1-2:p:196-204.

    Full description at Econpapers || Download paper

  447. New models of trader beliefs and their application for explaining financial bubbles. (2011). Duan, Qihong ; Chen, Zhiping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:5:p:2215-2227.

    Full description at Econpapers || Download paper

  448. Adaptive expectations and cobweb phenomena: Does heterogeneity matter?. (2011). Valori, Vincenzo ; colucci, domenico.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:8:p:1307-1321.

    Full description at Econpapers || Download paper

  449. 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.

    Full description at Econpapers || Download paper

  450. Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends. (2011). Wang, Duo ; Zhu, Mei ; Guo, Maozheng .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:131-147.

    Full description at Econpapers || Download paper

  451. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:1-24.

    Full description at Econpapers || Download paper

  452. The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?. (2011). Gandolfo, Giancarlo ; federici, daniela.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c016_035.

    Full description at Econpapers || Download paper

  453. The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?. (2011). Gandolfo, Giancarlo ; federici, daniela.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3420.

    Full description at Econpapers || Download paper

  454. European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander. (2011). Dluhosch, Barbara .
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:51:y:2011:i:3:p:629-631.

    Full description at Econpapers || Download paper

  455. EMERGENT COMPLEXITY IN AGENT‐BASED COMPUTATIONAL ECONOMICS. (2011). Chen, Shu-Heng ; Wang, Shu G..
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:25:y:2011:i:3:p:527-546.

    Full description at Econpapers || Download paper

  456. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter .
    In: BIS Working Papers.
    RePEc:bis:biswps:349.

    Full description at Econpapers || Download paper

  457. Identification of clusters of investors from their real trading activity in a financial market. (2011). Mantegna, Rosario ; Lillo, Fabrizio ; Tumminello, Michele ; Piilo, Jyrki .
    In: Papers.
    RePEc:arx:papers:1107.3942.

    Full description at Econpapers || Download paper

  458. The formation of share market prices under heterogeneous beliefs and common knowledge. (2011). Giannoccolo, Pierpaolo ; Biondi, Yuri ; Galam, Serge.
    In: Papers.
    RePEc:arx:papers:1105.3228.

    Full description at Econpapers || Download paper

  459. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments. (2011). Hommes, Cars ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:11-06.

    Full description at Econpapers || Download paper

  460. Incorporating Spatial Complexity into Economic Models of Land Markets and Land Use Change. (2011). Irwin, Elena ; Jayaprakash, Ciriyam ; Chen, Yong.
    In: Agricultural and Resource Economics Review.
    RePEc:ags:arerjl:120644.

    Full description at Econpapers || Download paper

  461. The Implications of Skewed Risk Perception for a Dutch Coastal Land Market: Insights from an Agent-Based Computational Economics Model. (2011). Parker, Dawn ; Filatova, Tatiana ; Anne van der Veen, .
    In: Agricultural and Resource Economics Review.
    RePEc:ags:arerjl:120639.

    Full description at Econpapers || Download paper

  462. Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model. (2010). Demary, Markus.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:20108.

    Full description at Econpapers || Download paper

  463. Information efficiency and financial stability. (2010). Caccioli, Fabio ; Marsili, Matteo.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201020.

    Full description at Econpapers || Download paper

  464. Agent-based financial markets and New Keynesian macroeconomics: A synthesis. (2010). Wohltmann, Hans-Werner ; Lengnick, Matthias.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201010.

    Full description at Econpapers || Download paper

  465. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:275.

    Full description at Econpapers || Download paper

  466. Emergent Complexity in Agent-Based Computational Economics. (2010). Chan, Shu-Heng ; Wang, Shu G..
    In: ASSRU Discussion Papers.
    RePEc:trn:utwpas:1017.

    Full description at Econpapers || Download paper

  467. Competing Recombinant Technologies for Environmental Innovation. (2010). Zeppini, Paolo ; van den Bergh, Jeroen ; Jeroen C. J. M. van den Bergh, ; Jeroen C. J. M. van den Bergh, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100107.

    Full description at Econpapers || Download paper

  468. Econometric analysis of microscopic simulation models. (2010). Li, Youwei ; Donkers, Bas ; Melenberg, Bertrand.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:10:y:2010:i:10:p:1187-1201.

    Full description at Econpapers || Download paper

  469. The Tobin Tax A Review of the Evidence. (2010). McCulloch, Neil ; Pacillo, Grazia .
    In: Working Paper Series.
    RePEc:sus:susewp:1611.

    Full description at Econpapers || Download paper

  470. Prospect theory and risk appetite: an application to traders’ strategies in the financial market. (2010). Cao, Shi-Nan ; Deng, Jing ; Li, Hong Gang.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:5:y:2010:i:2:p:249-259.

    Full description at Econpapers || Download paper

  471. Economics as a compartmental system: a simple macroeconomic example. (2010). Tramontana, Fabio.
    In: International Review of Economics.
    RePEc:spr:inrvec:v:57:y:2010:i:4:p:347-360.

    Full description at Econpapers || Download paper

  472. Seasonal Mackey–Glass–GARCH process and short-term dynamics. (2010). KYRTSOU, Catherine ; Terraza, Michel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:2:p:325-345.

    Full description at Econpapers || Download paper

  473. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions. (2010). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:30520.

    Full description at Econpapers || Download paper

  474. Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?. (2010). Uppal, Jamshed ; Rosser, Barkley ; Ahmed, Ehsan .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:46:y:2010:i:4:p:23-40.

    Full description at Econpapers || Download paper

  475. The Complexity Era in Economics. (2010). Rosser, Barkley ; Colander, David ; Richard P. F. Holt, ; Richard P. F. Holt, .
    In: Middlebury College Working Paper Series.
    RePEc:mdl:mdlpap:1001.

    Full description at Econpapers || Download paper

  476. A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs. (2010). Cerqueti, Roy.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:2:p:165-188.

    Full description at Econpapers || Download paper

  477. Global Hopf Bifurcation Analysis for a Time-Delayed Model of Asset Prices. (2010). Wei, Junjie ; Qu, Ying.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:432821.

    Full description at Econpapers || Download paper

  478. Price Dynamics in Market with Heterogeneous Investment Horizons and Boundedly Rational Traders. (2010). Chauveau, Thierry ; SUBBOTIN, ALEXANDER .
    In: Post-Print.
    RePEc:hal:journl:halshs-00497427.

    Full description at Econpapers || Download paper

  479. Dynamic Systems of Social Interactions. (2010). Horst, Ulrich.
    In: Post-Print.
    RePEc:hal:journl:hal-00781340.

    Full description at Econpapers || Download paper

  480. European Economics at a Crossroads. (2010). Rosser, Barkley J. ; Richard P. F. Holt, ; Richard P. F. Holt, ; Colander, David.
    In: Books.
    RePEc:elg:eebook:13585.

    Full description at Econpapers || Download paper

  481. Market equilibria under procedural rationality. (2010). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:46:y:2010:i:6:p:1140-1172.

    Full description at Econpapers || Download paper

  482. Instability in the cobweb model under the BNN dynamic. (2010). Waters, George.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:46:y:2010:i:2:p:230-237.

    Full description at Econpapers || Download paper

  483. 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.

    Full description at Econpapers || Download paper

  484. Portfolio manager behavior and global financial crises. (2010). Feldman, Todd.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:2:p:192-202.

    Full description at Econpapers || Download paper

  485. Is a transdisciplinary perspective on economic complexity possible?. (2010). Rosser, Barkley.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:1:p:3-11.

    Full description at Econpapers || Download paper

  486. 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.

    Full description at Econpapers || Download paper

  487. Dynamic systems of social interactions. (2010). Horst, Ulrich.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:73:y:2010:i:2:p:158-170.

    Full description at Econpapers || Download paper

  488. Oil price dynamics: A behavioral finance approach with heterogeneous agents. (2010). Zwinkels, Remco ; ter Ellen, Saskia ; Zwinkels, Remco C. J., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1427-1434.

    Full description at Econpapers || Download paper

  489. Explanations of the inconsistencies in survey respondents forecasts. (2010). Clements, Michael.
    In: European Economic Review.
    RePEc:eee:eecrev:v:54:y:2010:i:4:p:536-549.

    Full description at Econpapers || Download paper

  490. Self-organized criticality in a dynamic game. (2010). Temzelides, Ted ; Duffy, John ; Blume, Andreas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:8:p:1380-1391.

    Full description at Econpapers || Download paper

  491. Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach. (2010). Bekiros, Stelios.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:6:p:1153-1170.

    Full description at Econpapers || Download paper

  492. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:6:p:1140-1152.

    Full description at Econpapers || Download paper

  493. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:4:p:743-764.

    Full description at Econpapers || Download paper

  494. Examining the effectiveness of price limits in an artificial stock market. (2010). Yeh, Chia-Hsuan ; Yang, Chun-Yi .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:2089-2108.

    Full description at Econpapers || Download paper

  495. NEW DIRECTIONS FOR URBAN ECONOMIC MODELS OF LAND USE CHANGE: INCORPORATING SPATIAL DYNAMICS AND HETEROGENEITY. (2010). Irwin, Elena.
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:50:y:2010:i:1:p:65-91.

    Full description at Econpapers || Download paper

  496. Competing Recombinant Technologies for Environmental Innovation: Extending Arthur’s Model of Lock-in Abstract: This article presents a model of sequential decisions about investments in enviro. (2010). van den Bergh, Jeroen ; van den Bergh, J. C. J. M., ; Rossi, Zeppini P..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:10-11.

    Full description at Econpapers || Download paper

  497. Evolutionary Selection of Expectations in Positive and Negative Feedback Markets. (2010). Hommes, Cars ; Anufriev, Mikhail ; Philipse, R..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:10-05.

    Full description at Econpapers || Download paper

  498. Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs. (2010). Panchenko, Valentyn ; Pavlov, O. V. ; Gerasymchuk, S..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:10-02.

    Full description at Econpapers || Download paper

  499. CLASSICAL LASSICAL AND BEHAVIOURAL FINANCE IN INVESTOR DECISION. (2010). murgea, aurora ; Lect. Aurora Murgea Ph. D, .
    In: Annals of University of Craiova - Economic Sciences Series.
    RePEc:aio:aucsse:v:2:y:2010:i:12:p:212-223.

    Full description at Econpapers || Download paper

  500. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:61.

    Full description at Econpapers || Download paper

  501. Optimal financial education. (2009). Subrahmanyam, Avanidhar.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:1:p:1-9.

    Full description at Econpapers || Download paper

  502. Technical Trading and Trends in the Dollar-Euro Exchange Rate. (2009). Schulmeister, Stephan.
    In: WIFO Studies.
    RePEc:wfo:wstudy:37582.

    Full description at Econpapers || Download paper

  503. Trading Practices and Price Dynamics in Commodity Markets and the Stabilising Effects of a Transaction Tax. (2009). Schulmeister, Stephan.
    In: WIFO Studies.
    RePEc:wfo:wstudy:34919.

    Full description at Econpapers || Download paper

  504. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
    In: Working Papers.
    RePEc:vnm:wpaper:190.

    Full description at Econpapers || Download paper

  505. The dynamics of social interaction with agents’ heterogeneity. (2009). tolotti, marco ; Barucci, Emilio.
    In: Working Papers.
    RePEc:vnm:wpaper:189.

    Full description at Econpapers || Download paper

  506. A Framework for CAPM with Heterogenous Beliefs. (2009). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:254.

    Full description at Econpapers || Download paper

  507. 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.

    Full description at Econpapers || Download paper

  508. Asymmetry of technical analysis and market price volatility. (2009). He, Xuezhong ; Wang, Duo ; Zheng, Min.
    In: Published Paper Series.
    RePEc:uts:ppaper:2009-6.

    Full description at Econpapers || Download paper

  509. Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations. (2009). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20090040.

    Full description at Econpapers || Download paper

  510. A heterogeneous route to the European monetary system crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:9:p:929-932.

    Full description at Econpapers || Download paper

  511. Smart predictors in the heterogeneous agent model. (2009). Vošvrda, Miloslav ; Vacha, Lukas ; Baruník, Jozef.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:4:y:2009:i:2:p:163-172.

    Full description at Econpapers || Download paper

  512. Smart Agents and Sentiment in the Heterogeneous Agent Model. (2009). Vošvrda, Miloslav ; Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef ; Vosvrda, Miloslav .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2009:y:2009:i:3:id:350:p:209-219.

    Full description at Econpapers || Download paper

  513. Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs. (2009). Fidrmuc, Jarko ; Bask, Mikael.
    In: Open Economies Review.
    RePEc:kap:openec:v:20:y:2009:i:5:p:589-605.

    Full description at Econpapers || Download paper

  514. Robust Taylor rules under heterogeneity in currency trade. (2009). Bask, Mikael ; Selander, Carina.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:6:y:2009:i:3:p:283-313.

    Full description at Econpapers || Download paper

  515. Announcement effects on exchange rates. (2009). Bask, Mikael.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:64-84.

    Full description at Econpapers || Download paper

  516. Wealth-driven Selection in a Financial Market with Heterogeneous Agents. (2009). Dindo, Pietro ; Anufriev, Mikhail.
    In: Post-Print.
    RePEc:hal:journl:hal-00763494.

    Full description at Econpapers || Download paper

  517. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
    In: Post-Print.
    RePEc:hal:journl:hal-00727590.

    Full description at Econpapers || Download paper

  518. Effects of Tobin Taxes in Minority Game markets. (2009). Pin, Paolo ; Bianconi, Ginestra ; Marsili, Matteo ; Galla, Tobias.
    In: Post-Print.
    RePEc:hal:journl:hal-00688185.

    Full description at Econpapers || Download paper

  519. Exchange Rate Dynamics: A Nonlinear Survey. (2009). Westerhoff, Frank H..
    In: Chapters.
    RePEc:elg:eechap:3625_11.

    Full description at Econpapers || Download paper

  520. Optimal financial education. (2009). Subrahmanyam, Avanidhar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:1:p:1-9.

    Full description at Econpapers || Download paper

  521. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). de Almeida Prado, Fernando Pigeard, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:19:p:4126-4144.

    Full description at Econpapers || Download paper

  522. Does the market maker stabilize the market?. (2009). He, Xuezhong ; Chiarella, Carl ; Wang, Duo ; Zhu, Mei .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:15:p:3164-3180.

    Full description at Econpapers || Download paper

  523. Instrument rules in monetary policy under heterogeneity in currency trade. (2009). Bask, Mikael.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y:2009:i:2:p:97-111.

    Full description at Econpapers || Download paper

  524. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:72:y:2009:i:3:p:850-863.

    Full description at Econpapers || Download paper

  525. 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.

    Full description at Econpapers || Download paper

  526. Aggregate trading behaviour of technical models and the yen/dollar exchange rate 1976-2007. (2009). Schulmeister, Stephan.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:270-279.

    Full description at Econpapers || Download paper

  527. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:825-826.

    Full description at Econpapers || Download paper

  528. Market stability switches in a continuous-time financial market with heterogeneous beliefs. (2009). Zheng, Min ; Li, Kai ; Wei, Junjie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1432-1442.

    Full description at Econpapers || Download paper

  529. Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence. (2009). Schunk, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:9:p:1719-1738.

    Full description at Econpapers || Download paper

  530. Chaos in the cobweb model with a new learning dynamic. (2009). Waters, George.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1201-1216.

    Full description at Econpapers || Download paper

  531. Learning in a credit economy. (2009). Berardi, Michele ; Assenza, Tiziana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:5:p:1159-1169.

    Full description at Econpapers || Download paper

  532. Asset prices, traders behavior and market design. (2009). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:5:p:1073-1090.

    Full description at Econpapers || Download paper

  533. Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation. (2009). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, Peter .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:5:p:1052-1072.

    Full description at Econpapers || Download paper

  534. Bubbles and crashes: Gradient dynamics in financial markets. (2009). Friedman, Daniel ; Abraham, Ralph .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:922-937.

    Full description at Econpapers || Download paper

  535. Exchange rates and fundamentals under adaptive learning. (2009). Kim, Youngse .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:843-863.

    Full description at Econpapers || Download paper

  536. Exchange rate dynamics in a target zone--A heterogeneous expectations approach. (2009). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:2:p:329-344.

    Full description at Econpapers || Download paper

  537. Network structure and N-dependence in agent-based herding models. (2009). Milaković, Mishael ; Alfarano, Simone ; Milakovic, Mishael .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:78-92.

    Full description at Econpapers || Download paper

  538. Dynamic interaction models of economic equilibrium. (2009). Evstigneev, Igor ; Taksar, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:166-182.

    Full description at Econpapers || Download paper

  539. Imitators and optimizers in Cournot oligopoly. (2009). Schipper, Burkhard.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:12:p:1981-1990.

    Full description at Econpapers || Download paper

  540. Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1929-1944.

    Full description at Econpapers || Download paper

  541. More hedging instruments may destabilize markets. (2009). Wagener, Florian ; Hommes, Cars ; Brock, William ; Wagener, F. O. O., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1912-1928.

    Full description at Econpapers || Download paper

  542. Can a stochastic cusp catastrophe model explain stock market crashes?. (2009). Vošvrda, Miloslav ; Baruník, Jozef.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:10:p:1824-1836.

    Full description at Econpapers || Download paper

  543. Dynamic effects of increasing heterogeneity in financial markets. (2009). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:41:y:2009:i:4:p:1764-1772.

    Full description at Econpapers || Download paper

  544. Behavioral Heterogeneity in the Option Market. (2009). Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-07.

    Full description at Econpapers || Download paper

  545. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-01.

    Full description at Econpapers || Download paper

  546. Scale Invariance, Bounded Rationality and Non-Equilibrium Economics. (2009). Vazquez, Samuel E..
    In: Papers.
    RePEc:arx:papers:0902.3840.

    Full description at Econpapers || Download paper

  547. Predator-Prey Model for Stock Market Fluctuations. (2009). Montero, Miquel.
    In: Papers.
    RePEc:arx:papers:0810.4844.

    Full description at Econpapers || Download paper

  548. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). Fernando Pigeard de Almeida Prado, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Papers.
    RePEc:arx:papers:0801.0003.

    Full description at Econpapers || Download paper

  549. Market Equilibria under Procedural Rationality. (2009). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:09-11.

    Full description at Econpapers || Download paper

  550. Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance. (2009). Branch, William ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:09-01.

    Full description at Econpapers || Download paper

  551. Individual expectations and aggregate behavior in learning to forecast experiments. (2008). Hommes, Cars ; Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1466.

    Full description at Econpapers || Download paper

  552. Nonlinear oil price dynamics: a tale of heterogeneous speculators?. (2008). Reitz, Stefan ; Slopek, Ulf Dieter .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7552.

    Full description at Econpapers || Download paper

  553. Learning from experience and trading volume. (2008). Subrahmanyam, Avanidhar.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:17:y:2008:i:4:p:245-260.

    Full description at Econpapers || Download paper

  554. A General Financial Transaction Tax. Motives, Revenues, Feasibility and Effects. (2008). Schulmeister, Stephan ; Picek, Oliver ; Schratzenstaller, Margit.
    In: WIFO Studies.
    RePEc:wfo:wstudy:31819.

    Full description at Econpapers || Download paper

  555. Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs. (2008). Gerasymchuk, Sergiy.
    In: Working Papers.
    RePEc:vnm:wpaper:160.

    Full description at Econpapers || Download paper

  556. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:231.

    Full description at Econpapers || Download paper

  557. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080054.

    Full description at Econpapers || Download paper

  558. Wealth-driven competition in a speculative financial market: examples with maximizing agents. (2008). Anufriev, Mikhail.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:4:p:363-380.

    Full description at Econpapers || Download paper

  559. Heterogeneity, convergence, and autocorrelations. (2008). Li, Youwei ; He, Xuezhong.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:1:p:59-79.

    Full description at Econpapers || Download paper

  560. Incorporating positions into asset pricing models with order-based strategies. (2008). Asada, Toichiro ; Franke, Reiner.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:3:y:2008:i:2:p:201-227.

    Full description at Econpapers || Download paper

  561. Frankfurt Artificial Stock Market: a microscopic stock market model with heterogeneous interacting agents in small-world communication networks. (2008). Hein, Oliver ; Schwind, Michael ; Spiwoks, Markus.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:3:y:2008:i:1:p:59-71.

    Full description at Econpapers || Download paper

  562. Self-Organized Criticality in a Dynamic Game. (2008). .
    In: Working Paper.
    RePEc:pit:wpaper:276.

    Full description at Econpapers || Download paper

  563. A dynamic stochastic model of asset pricing with heterogeneous beliefs. (2008). Michetti, Elisabetta ; Cerqueti, Roy ; Brianzoni, Serena.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00046.

    Full description at Econpapers || Download paper

  564. Seasonal Mackey-Glass-GARCH process and short-term dynamics. (2008). KYRTSOU, Catherine ; Terraza, Michel.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2008_09.

    Full description at Econpapers || Download paper

  565. A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence. (2008). Sbragia, Lucia ; Gardini, Laura.
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:55-72.

    Full description at Econpapers || Download paper

  566. E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees.
    In: Computational Economics.
    RePEc:kap:compec:v:32:y:2008:i:1:p:221-244.

    Full description at Econpapers || Download paper

  567. The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies. (2008). Westerhoff, Frank.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:195-227.

    Full description at Econpapers || Download paper

  568. Learning from experience and trading volume. (2008). Subrahmanyam, Avanidhar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:4:p:245-260.

    Full description at Econpapers || Download paper

  569. Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models. (2008). KYRTSOU, Catherine.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:27:p:6785-6789.

    Full description at Econpapers || Download paper

  570. Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market. (2008). Chen, Shu-Heng ; Huang, Ya-Chi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:3-4:p:702-717.

    Full description at Econpapers || Download paper

  571. Bifurcation routes to volatility clustering under evolutionary learning. (2008). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, Andrea.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:1:p:27-47.

    Full description at Econpapers || Download paper

  572. On the determinants of portfolio choice. (2008). Lehnert, Thorsten ; Frijns, Bart ; Koellen, Esther.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:66:y:2008:i:2:p:373-386.

    Full description at Econpapers || Download paper

  573. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:342-362.

    Full description at Econpapers || Download paper

  574. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2809-2825.

    Full description at Econpapers || Download paper

  575. The influence of seller learning and time constraints on sequential bargaining in an artificial perishable goods market. (2008). Rouchier, Juliette ; Moulet, Sonia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2322-2348.

    Full description at Econpapers || Download paper

  576. Misperception-driven chaos: Theory and policy implications. (2008). Ishida, Junichiro ; Yokoo, Masanori.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:6:p:1732-1753.

    Full description at Econpapers || Download paper

  577. A numerical analysis of the evolutionary stability of learning rules. (2008). Josephson, Jens.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:5:p:1569-1599.

    Full description at Econpapers || Download paper

  578. Evolutionary portfolio selection with liquidity shocks. (2008). De Giorgi, Enrico.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:4:p:1088-1119.

    Full description at Econpapers || Download paper

  579. Dispersion of Beliefs in the Foreign Exchange Market. (2008). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Jongen, Ron .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6738.

    Full description at Econpapers || Download paper

  580. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

    Full description at Econpapers || Download paper

  581. Interest Rate Rules with Heterogeneous Expectations. (2008). Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail ; Massaro, D..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-08.

    Full description at Econpapers || Download paper

  582. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-05.

    Full description at Econpapers || Download paper

  583. More hedging instruments may destabilize markets. (2008). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-04.

    Full description at Econpapers || Download paper

  584. Disagreement and Biases in Inflation Expectations. (2008). Timmermann, Allan ; Capistrán, Carlos ; Capistran, Carlos .
    In: CREATES Research Papers.
    RePEc:aah:create:2008-56.

    Full description at Econpapers || Download paper

  585. Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets. (2007). Sunder, Shyam ; Hirota, Shin'ichi.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2616.

    Full description at Econpapers || Download paper

  586. The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. (2007). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2007:i:290.

    Full description at Econpapers || Download paper

  587. Asset price dynamics with small world interactions under hetereogeneous beliefs. (2007). Panchenko, Valentyn ; Gerasymchuk, Sergiy ; Pavlov, Oleg V..
    In: Working Papers.
    RePEc:vnm:wpaper:149.

    Full description at Econpapers || Download paper

  588. Some Effects of Transaction Taxes Under Different Microstructures. (2007). Westerhoff, Frank ; Pellizzari, Paolo ; Pelizzari, Paolo.
    In: Research Paper Series.
    RePEc:uts:rpaper:212.

    Full description at Econpapers || Download paper

  589. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:208.

    Full description at Econpapers || Download paper

  590. Price dynamics from a simple multiplicative random process model. (2007). Reimann, S..
    In: The European Physical Journal B: Condensed Matter and Complex Systems.
    RePEc:spr:eurphb:v:56:y:2007:i:4:p:381-394.

    Full description at Econpapers || Download paper

  591. Wavelet Decomposition of the Financial Market. (2007). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2007:y:2007:i:1:id:296:p:38-54.

    Full description at Econpapers || Download paper

  592. Fractal Properties of the Financial Market. (2007). Vacha, Lukas.
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:74:p:49-55.

    Full description at Econpapers || Download paper

  593. Externalities in R&D: a route to endogenous fluctuations. (2007). Gomes, Orlando.
    In: MPRA Paper.
    RePEc:pra:mprapa:2850.

    Full description at Econpapers || Download paper

  594. Dynamic Effects of Increasing Heterogeneity in Financial Markets. (2007). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers.
    RePEc:mib:wpaper:111.

    Full description at Econpapers || Download paper

  595. Prices are macro-observables! Stylized facts from evolutionary finance. (2007). .
    In: Computational Economics.
    RePEc:kap:compec:v:29:y:2007:i:3:p:313-331.

    Full description at Econpapers || Download paper

  596. Higher-Order Simulations: Strategic Investment Under Model-Induced Price Patterns. (2007). Bàrbara Llacay, ; Peffer, Gilbert.
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2006-23-2.

    Full description at Econpapers || Download paper

  597. The Impact of Higher Water Costs on the Export of Tunisian Dates and Citrus. (2007). Ayadi, Mohamed ; Ruediger, Stefan ; Mohtadi, Hamid.
    In: Working Papers.
    RePEc:erg:wpaper:718.

    Full description at Econpapers || Download paper

  598. Detecting positive feedback in multivariate time series: The case of metal prices and US inflation. (2007). KYRTSOU, Catherine ; Labys, Walter C..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:377:y:2007:i:1:p:227-229.

    Full description at Econpapers || Download paper

  599. Heterogeneous expectations, exchange rate dynamics and predictability. (2007). Westerhoff, Frank ; Manzan, Sebastiano .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:64:y:2007:i:1:p:111-128.

    Full description at Econpapers || Download paper

  600. The emergence of Zipfs Law in a system of cities: An agent-based simulation approach. (2007). Gulyas, Laszlo ; Mansury, Yuri .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:7:p:2438-2460.

    Full description at Econpapers || Download paper

  601. An evolutionary game theory explanation of ARCH effects. (2007). Waters, George ; Parke, William R..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:7:p:2234-2262.

    Full description at Econpapers || Download paper

  602. Behavioral heterogeneity in stock prices. (2007). Hommes, Cars ; Boswijk, H. Peter ; Manzan, Sebastiano .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1938-1970.

    Full description at Econpapers || Download paper

  603. Price bubbles sans dividend anchors: Evidence from laboratory stock markets. (2007). Sunder, Shyam ; Hirota, Shinichi .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1875-1909.

    Full description at Econpapers || Download paper

  604. Explaining fashion cycles: Imitators chasing innovators in product space. (2007). Kort, Peter ; Feichtinger, Gustav ; Hartl, Richard F. ; Caulkins, Jonathan P..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:5:p:1535-1556.

    Full description at Econpapers || Download paper

  605. A simple asset pricing model with social interactions and heterogeneous beliefs. (2007). Chang, Sheng-Kai .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:4:p:1300-1325.

    Full description at Econpapers || Download paper

  606. Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market. (2007). Gradojevic, Nikola.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:2:p:557-574.

    Full description at Econpapers || Download paper

  607. The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?. (2007). Rosser, Barkley.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:10:p:3255-3280.

    Full description at Econpapers || Download paper

  608. Instrument rules in monetary policy under heterogeneity in currency trade. (2007). Bask, Mikael .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_022.

    Full description at Econpapers || Download paper

  609. Optimal monetary policy under heterogeneity in currency trade. (2007). Bask, Mikael .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_021.

    Full description at Econpapers || Download paper

  610. Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule. (2007). Bask, Mikael .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_019.

    Full description at Econpapers || Download paper

  611. Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig. (2007). Bask, Mikael ; Selander, Carina .
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_006.

    Full description at Econpapers || Download paper

  612. Asset Prices, Traders Behavior, and Market Design. (2007). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-14.

    Full description at Econpapers || Download paper

  613. Wealth Selection in a Financial Market with Heterogeneous Agents. (2007). Dindo, Pietro ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-10.

    Full description at Econpapers || Download paper

  614. Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation.. (2007). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-07.

    Full description at Econpapers || Download paper

  615. Bounded Rationality and Learning in Complex Markets. (2007). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-01.

    Full description at Econpapers || Download paper

  616. Interacting Agents in Finance. (2006). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060029.

    Full description at Econpapers || Download paper

  617. Heterogeneity in Economics. (2006). Kirman, Alan.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:1:p:89-117.

    Full description at Econpapers || Download paper

  618. Behavioral Consistent Market Equilibria under Procedural Rationality. (2006). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:225.

    Full description at Econpapers || Download paper

  619. Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis. (2006). He, Xuezhong ; Chiarella, Carl.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:108.

    Full description at Econpapers || Download paper

  620. Memory and Asset Pricing Models with Heterogeneous Beliefs. (2006). Verbič, Miroslav.
    In: MPRA Paper.
    RePEc:pra:mprapa:1261.

    Full description at Econpapers || Download paper

  621. Heterogeneous Fundamentalists and Imitative Processes. (2006). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers.
    RePEc:mib:wpaper:104.

    Full description at Econpapers || Download paper

  622. Wavelet Applications to Heterogeneous Agents Model. (2006). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2006_21.

    Full description at Econpapers || Download paper

  623. The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

    Full description at Econpapers || Download paper

  624. Asset price and wealth dynamics in a financial market with heterogeneous agents. (2006). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1755-1786.

    Full description at Econpapers || Download paper

  625. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753.

    Full description at Econpapers || Download paper

  626. Effects of Tobin Taxes in Minority Game markets. (2006). Bianconi, Ginestra ; Galla, Tobias ; Marsili, Matteo.
    In: Papers.
    RePEc:arx:papers:cond-mat/0603134.

    Full description at Econpapers || Download paper

  627. E&F Chaos: a user friendly software package for nonlinear economic dynamics. (2006). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-15.

    Full description at Econpapers || Download paper

  628. More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-12.

    Full description at Econpapers || Download paper

  629. Informational differences and learning in an asset market with boundedly rational agents. (2006). Dindo, Pietro ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-11.

    Full description at Econpapers || Download paper

  630. Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model. (2006). Dindo, Pietro ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-03.

    Full description at Econpapers || Download paper

  631. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders. (2006). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-02.

    Full description at Econpapers || Download paper

  632. Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006.. (2006). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-01.

    Full description at Econpapers || Download paper

  633. Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents. (2005). Anufriev, Mikhail.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2005/27.

    Full description at Econpapers || Download paper

  634. Imitators and Optimizers in Cournot oligopoly. (2005). Schipper, Burkhard.
    In: Working Papers.
    RePEc:cda:wpaper:67.

    Full description at Econpapers || Download paper

  635. Imitators and Optimizers in Cournot oligopoly. (2005). Schipper, Burkhard.
    In: Working Papers.
    RePEc:cda:wpaper:05-37.

    Full description at Econpapers || Download paper

  636. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-17.

    Full description at Econpapers || Download paper

  637. Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont.. (2005). Hommes, Cars ; Dindo, Pietro ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-15.

    Full description at Econpapers || Download paper

  638. The Econometric Analysis of Microscopic Simulation Models. (2004). Li, Youwei ; Donkers, Bas.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:195.

    Full description at Econpapers || Download paper

  639. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:04-14.

    Full description at Econpapers || Download paper

  640. Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-03.

    Full description at Econpapers || Download paper

  641. 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.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pfo235-4479

  1. Adam, K., (2005), Experimental evidence on the persistence of output and inflation, working paper European Central Bank, January 2005. Alchian, A.A. (1950), Uncertainty, evolution, and economic theory, Journal of Political Economy 58, 211-221.

  2. Allen and Taylor (1990), Charts, noise and fundamentals in the London foreign exchange market, Economic Journal 100, No. 400, Conference Papers, 49-59.

  3. Amir, R., Evstigneev, I.V., Hens, T. and Schenk-Hoppe, K.R. (2005), Market selection and survival of investment strategies, Journal of Mathematical Economics 41, 105-122.

  4. Anderson, P.W, Arrow, K.J. and Pines, D. (eds.), (1988), The Economy as an Evolving Complex System II Addison-Wesley, Reading, MA.
    Paper not yet in RePEc: Add citation now
  5. Anderson, S., de Palma, A. and Thisse, J., (1993), Discrete choice theory of product differentiation, MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  6. Anufriev, M. and Bottazzi (2005), Price and wealth dynamics in a speculative market with an arbitrary number of generic technical traders, L.E.M. Working Paper, no. 2005-06, Pisa.

  7. Aoki, M. (1994), New macroeconomic modeling approaches. Hierarchical dynamics and mean-field approximation, Journal of Economic Dynamics and Control 18, 865-877.

  8. Aoki, M. (2002), Modeling aggregate behavior and fluctuations in economics. Stochastic views of interacting agents, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  9. Arifovic, J. (1994), Genetic algorithm learning and the cobweb model, Journal of Economic Dynamics and Control 18, 3-28.

  10. Arthur, W.B., (1994), Increasing returns and path dependence in the economy, University of Michigan Press, Ann Arbor 1994.
    Paper not yet in RePEc: Add citation now
  11. Arthur, W.B., (1995) Complexity in economic and financial markets, Complexity 1, 20-25.
    Paper not yet in RePEc: Add citation now
  12. Arthur, W.B., (2006), Out-of-equilibrium economics and agent-based modeling, this Handbook.

  13. Arthur, W.B., Durlauf, S.N and Lane, D.A. (eds.), (1997a), The economy as an evolving complex system II Addison-Wesley, Reading, MA.
    Paper not yet in RePEc: Add citation now
  14. Arthur, W.B., Holland, J.H., LeBaron, B., Palmer, R. and Tayler, P., (1997b) Asset pricing under endogenous expectations in an artificial stock market, in Arthur, W., Lane, D. and Durlauf, S., (eds.) The economy as an evolving complex system II, Addison-Wesley, pp.15-44.
    Paper not yet in RePEc: Add citation now
  15. Baak, S.J. (1999), Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations, Journal of Economic Dynamics and Control 23, 1517-1543.

  16. Barberis, N. and Thaler, R. (2003), A survey of behavioral finance, Handbook of the Economics of Finance, Edited by G.M. Constantinidis, M. Harris and R. Stulz, Elsevier, pp.1051-1121.

  17. Beja, A. and Goldman, M.B., (1980), On the dynamic behavior of prices in disequilibrium, Journal of Finance 35, 235-248.

  18. Bernheim, D. (1994), A theory of conformity, Journal of Political Economy 5(102), 841-877.

  19. Black, F. (1986), Noise, Journal of Finance 41, 529-543.
    Paper not yet in RePEc: Add citation now
  20. Blume, L. and Easley, D., (1992), Evolution and Market Behavior, Journal of Economic Theory, 58, 9-40.

  21. Blume, L. and Easley, D., (2002), If You’re So Smart, Why Aren’t You Rich? Belief Selection in Complete and Incomplete Markets, Cowles Foundation Discussion Paper No. 1319, July 2002.

  22. Blume, L., (1993) The statistical mechanics of strategic interaction, Games and Economic Behavior 5, 387-424.

  23. Bohm, V. and Wenzelburger, J. (2005), On the performance of efficient portfolios, ¨ Journal of Economic Dynamics and Control 29, 721-740.

  24. Boswijk, H.P., Hommes, C.H. and Manzan, S. (2005), Behavioral heterogeneity in stock prices, CeNDEF Working Paper 05-12, University of Amsterdam.

  25. Bouchaud, J.P. (2001), Power laws in economics and finance: some ideas from physics, Quantitative Finance 1, 105-112.

  26. Branch, W.A. (2002), Local convergence properties of a cobweb model with rationally heterogeneous expectations, Journal of Economic Dynamics and Control 27, 63-85.

  27. Branch, W.A. (2004), The theory of rationally heterogeneous expectations: evidence from survey data on inflation expectations, Economic Journal 114, 592621.

  28. Branch, W.A. and Evans, G.W., (2005), Intrinsic heterogeneity in expectation formation, Journal of Economic Theory 2005, in press.
    Paper not yet in RePEc: Add citation now
  29. Branch, W.A. and McGough, B., (2004), Replicator dynamics in a cobweb model with rationally heterogeneous agents, working paper, October 2004.
    Paper not yet in RePEc: Add citation now
  30. Brock, W.A. and de Fontnouvelle, P., (2000), Expectational diversity in monetary economics, Journal of Economic Dynamics and Control 24, 725-759.

  31. Brock, W.A. and Durlauf, S.N. (2001) Interactions-based Models, In: Heckman, J.J. and Leamer, E., Handbook of Econometrics Vol. 5, chapter 54, 3297-3380.
    Paper not yet in RePEc: Add citation now
  32. Brock, W.A. and Durlauf, S.N. (2001a) Discrete Choice with Social Interactions, Review of Economic Studies 68, 235-260.
    Paper not yet in RePEc: Add citation now
  33. Brock, W.A. and LeBaron, (1996), A structural model for stock return volatility and trading volume, Review of Economics and Statistics 78, 94-110.

  34. Brock, W.A., (1993) Pathways to randomness in the economy: emergent nonlinearity and chaos in economics and finance, Estudios Economicos 8, 3-55.

  35. Brock, W.A., (1997), Asset Price Behavior in Complex Environments, in: Arthur, W.B., Durlauf, S.N., and Lane, D.A., eds., The Economy as an Evolving Complex System II, Addison-Wesley, Reading, MA, 385–423.
    Paper not yet in RePEc: Add citation now
  36. Brock, W.A., and Hommes, C.H., (1997a) A rational route to randomness, Econometrica 65, 1059-1095.

  37. Brock, W.A., and Hommes, C.H., (1997b) Models of complexity in economics and finance, In: Hey, C. et al. (eds.), System Dynamics in Economic and Financial Models, Chapter 1, Wiley Publ., pp. 3-41.
    Paper not yet in RePEc: Add citation now
  38. Brock, W.A., and Hommes, C.H., (1998), Heterogeneous beliefs and routes to chaos in a simple asset pricing model, Journal of Economic Dynamics and Control 22, 1235-1274.

  39. Brock, W.A., and Hommes, C.H., (1999), Rational Animal Spirits, In: Herings, P.J.J., Laan, van der G. and Talman, A.J.J. eds., The Theory of Markets, North-Holland, Amsterdam, 109–137.
    Paper not yet in RePEc: Add citation now
  40. Brock, W.A., Hommes, C.H., and Wagener, F.O.O. (2005), Evolutionary dynamics in markets with many trader types, Journal of Mathematical Economics, 41, 7-42.

  41. Brock, W.A., Hsieh, D and LeBaron, B. (1991), Nonlinear dynamics, chaos and instability: statistical theory and economic evidence, MIT Press, Cambridge-London.
    Paper not yet in RePEc: Add citation now
  42. Brock, W.A., Lakonishok, J. and LeBaron, B., (1992) Simple technical trading rules and the stochastic properties of stock returns, Journal of Finance 47, 1731-64.

  43. Chang, S. (2005), A simple asset pricing model with social interactions and heterogeneous beliefs, working paper Wayne State University.
    Paper not yet in RePEc: Add citation now
  44. Chavas, J.P., (2000) On information and market dynamics: the case of the U.S. beef market, Journal of Economic Dynamics and Control 24, 833-853.

  45. Cheung, Y., Chinn, M. and Marsh, I. (1999), How do UK-based foreign exchange dealers think their markets operates? CEPR Discussion Paper 2230.

  46. Chiarella, C. and He, X. (2001), Asset price and wealth dynamics under heterogeneous expectations, Quantitative Finance 1, 509-526.

  47. Chiarella, C. and He, X. (2002), Heterogeneous beliefs, risk and learning in a simple asset pricing model, Computational Economics 19, 95-132.

  48. Chiarella, C. and He, X. (2003), Heterogeneous beliefs, risk and learning in a simple asset pricing model with a market maker, Macroeconomic Dynamics 7, 503-536.

  49. Chiarella, C. and Khomin, P. (1999), Adaptively evolving expectations in models of monetary dynamics -The fundamentalists forward looking-, Annals of Operations Research 89, 21-34.

  50. Chiarella, C., (1992), The dynamics of speculative behaviour, Annals of Operations Research 37, 101-123.

  51. Chiarella, C., Dieci, R. and Gardini, L. (2002), Speculative behaviour and complex asset price dynamics: a global analysis, Journal of Economic Behavior & Organization 49, 173-197.

  52. Chiarella, C., Dieci, R. and Gardini, L. (2006), Asset price and wealth dynamics in a financial market with heterogeneous agents, Journal of Economic Dynamics and Control, in press.

  53. Conlisk, J. (1980), Costly optimizers versus cheap imitators, Journal of Economic Behavior & Organization 1, 275-293.

  54. Cont, R. (2001), Empirical properties of asset returns: stylized facts and statistical issues, Quantitative Finance 1, 223-236.

  55. Cont, R. and Bouchaud, J.-P. (2000), Herd behavior and aggregate fluctuations in financial markets, Macroeconomic Dynamics 4, 170-196.
    Paper not yet in RePEc: Add citation now
  56. Cutler, D.M., Poterba, J.M. and Summers, L.H. (1989), What moves stock prices?, Journal of Portfolio Management 15, 4-12.

  57. Dacorogna, M.M., Muller, U.A., Jost, C., Pictet, O.V., Olsen, R.B. and Ward, J.R., (1995), Heterogeneous real-time trading strategies in the foreign exchange market, European Journal of Finance 1, 383-403.

  58. Day, R.H. (1994), Complex Economic Dynamics Vol. I. An introduction to dynamical systems and market mechanisms MIT Press, Cambridge.

  59. Day, R.H. and Huang, W. (1990) Bulls, bears and market sheep, Journal of Economic Behavior & Organization 14, 299-329.

  60. de Fontnouvelle, P., (2000), Information dynamics in financial markets, Macroeconomic Dynamics 4, 139-169.
    Paper not yet in RePEc: Add citation now
  61. DeGrauwe, P. and Grimaldi, M. (2005a), Heterogeneity of agents, transaction costs and the exchange rate, Journal of Economic Dynamics and Control, in press.

  62. DeGrauwe, P. and Grimaldi, M. (2005b), Exchange rate puzzles: A tale of switching attractors, European Economic Review, in press.
    Paper not yet in RePEc: Add citation now
  63. DeGrauwe, P., Dewachter, H. and Embrechts, M., (1993) Exchange rate theory. Chaotic models of foreign exchange markets, Blackwell.
    Paper not yet in RePEc: Add citation now
  64. Delli Gatti, D., Gallegati, M. and Kirman, A. (eds), (2000), Interaction and market structure. Essays on heterogeneity in economics, Lecture Notes in Economics and Mathematical Systems 484, Springer Verlag, Berlin.
    Paper not yet in RePEc: Add citation now
  65. DeLong, J.B., Shleifer, A., Summers,L.H. and Waldmann, R.J., (1990a) Noise trader risk in financial markets, Journal of Political Economy 98, 703-738.
    Paper not yet in RePEc: Add citation now
  66. DeLong, J.B., Shleifer, A., Summers,L.H. and Waldmann, R.J., (1990b) Positive feedback investment strategies and destabilizing rational speculation, Journal of Finance 45, 379-395.

  67. Diks, C.G.H. and Weide, R. van der, (2003), Heterogeneity as a natural source of randomness, CeNDEF Working paper 03-05, University of Amsterdam.

  68. Diks, C.G.H. and Weide, R. van der, (2005), Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS, Journal of Economic Dynamics and Control 29, 741-763.

  69. Droste, E., Hommes, C.H. and Tuinstra, J. (2002), Endogenous fluctuations under evolutionary pressure in Cournot competition, Games and Economic Behavior 40, 232-269.

  70. Duffy, J. (2006), Agent-based models and human-subject experiments, this Handbook.

  71. Egenter, E., Lux, T. and Stauffer, D. (1999), Finite-size effects in Monte Carlo simulations of two stock market models, Physica A 268, 250–256.

  72. Engle, R.F., (1982), Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica 50, 987–1007.

  73. Evans, G.W. and Honkapohja, S, (2001), Learning and expectations in macroeconomics, Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  74. Evans, G.W. and Ramey, G., (1992), Expectation calculation and macroeconomic dynamics, American Economic Review 82, 207-224.

  75. Evstigneev, I., Hens, T., Reiner Schenk-Hoppe, K., (2002), Market selection of financial trading strategies: global stability, Mathematical Finance 12, 329-339.

  76. Fama, E.F., (1965) The behavior of stock market prices, Journal of Business 38, 34-105.
    Paper not yet in RePEc: Add citation now
  77. Farmer, J.D. and Joshi, S., (2002), The price dynamics of common trading strategies, Journal of Economic Behavior & Organization 49, 149-171.

  78. Farmer, J.D., (1999), Physicists attempt to scale the ivory towers of finance, Computing in Science & Engineering Nov./Dec. 1999, 26-39.
    Paper not yet in RePEc: Add citation now
  79. Farmer, J.D., (2002), Market force, ecology, and evolution, Industrial and Corporate Change 11,895-953.

  80. Follmer, H. (1974) Random economies with many interacting agents,¨ Journal of Mathematical Economics 1, 51-62.

  81. Follmer, H. (1994) Stock price fluctuations as a diffusion in a random environment, ¨ Philosophical Transactions: Physical Sciences and Engineering Vol. 347, No. 1684, Mathematical Models in Finance, 471-482.
    Paper not yet in RePEc: Add citation now
  82. Follmer, H. and Schweizer, M. (1993), A microeconomic approach to diffusion models for stock prices,¨ Mathematical Finance 3, 1-23.

  83. Follmer, H., Horst, U. and Kirman, A. (2005), Equilibria in financial markets with heterogeneous agents: ¨ a probabilistic perspective, Journal of Mathematical Economics 41, 123-155.

  84. Frankel, J.A. and Froot, K.A., (1986) Understanding the US Dollar in the Eighties: The Expectations of Chartists and Fundamentalists, Economic Record, special issue, pp. 24–38; also published as NBER working paper No. 0957, December 1987.

  85. Frankel, J.A. and Froot, K.A., (1987a) Using Survey Data to Test Standard Propositions regarding Exchange Rate Expectations, American Economic Review 77, 133-153.

  86. Frankel, J.A. and Froot, K.A., (1987b) Short-term and Long-term Expectations of the Yen/Dollar Exchange Rate: Evidence from Survey Data, Journal of the Japanese and International Economies 1, 249-274; also published as NBER working paper 2216, April 1987.

  87. Frankel, J.A. and Froot, K.A., (1990a) Chartists, Fundamentalists and the Demand for Dollars, In: Courakis, A.S. and Taylor, M.P. (eds.), Private behaviour and government policy in interdependent economies, New York, Oxford University Press, pp. 73-126. (also published as NBER Working Paper No. r1655, October 1991).
    Paper not yet in RePEc: Add citation now
  88. Frankel, J.A. and Froot, K.A., (1990b) The Rationality of the Foreign Exchange Rate. Chartists, Fundamentalists and Trading in the Foreign Exchange Market, American Economic Review 80, no. 2, AEA Papers and Proceedings, 181-185.
    Paper not yet in RePEc: Add citation now
  89. Friedman, M., (1953) The case of flexible exchange rates, In: Essays in positive economics, Univ. Chicago Press.
    Paper not yet in RePEc: Add citation now
  90. Froot, K.A. and Frankel, J.A. (1989) , Forward Discount Bias: is it an Exchange Rate Premium? Quarterly Journal of Economics 104, 139–161.

  91. Fudenberg, D. and Tirole, J., (1991), Game Theory, MIT Press, Cambridge.

  92. Gallegati, M. and Kirman, A. (Eds.) (1999), Beyond the representative agent, Edward Elgar, Northampton 1999.

  93. Gaunersdorfer, A. and Hommes, C.H., (2006), A nonlinear structural model for volatility clustering, forthcoming in: Kirman, A. and Teyssiere, G., (eds.), Microeconomic models for long memory in economics, Springer Verlag, in press.
    Paper not yet in RePEc: Add citation now
  94. Gaunersdorfer, A., (2000) Endogenous fluctuations in a simple asset pricing model with heterogeneous beliefs, Journal of Economic Dynamics and Control 24, pp.799-831.
    Paper not yet in RePEc: Add citation now
  95. Giardina, I. and Bouchaud, J.-P., (2003), Bubbles, crashes and intermittency in agent based market models, European Physics Journal B 31, 421-437.
    Paper not yet in RePEc: Add citation now
  96. Gilli, M. and Winker, P. (2003, A global optimization heuristic for estimating agent based models, Computational Statistics & Data Analysis 42, 299-312.

  97. Goeree, J. K. and Hommes, C.H., (2000), Heterogeneous beliefs and the non-linear cobweb model, Journal of Economic Dynamics and Control 24, 761-798.

  98. Goldbaum, D. (2005), Market efficiency and learning in an endogenously unstable environment, Journal of Economic Dynamics and Control 29, 953-978.

  99. Goodhart, C. (1988), The foreign exchange market: a random walk with a dragging anchor, Economica 55, 437-460.

  100. Guastello, S.J., (1995), Chaos, Catastrophe, and Human Affairs: Applications of Nonlinear Dynamics to Work, Organizations, and Social Evolution, Mahwah: Lawrence Erlbaum Associates.
    Paper not yet in RePEc: Add citation now
  101. Haken, H. (1983), Synergetics: An Introduction, 3rd ed., Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  102. Hens, T. and Schenk-Hoppe, K.R. (2005), Evolutionary stability of portfolio rules in incomplete markets, ´ Journal of Mathematical Economics 41, 43-66.

  103. Hommes, C.H., (2001), Financial markets as nonlinear adaptive evolutionary systems, Quantitative Finance 1, 149-167.

  104. Hommes, C.H., (2002), Modeling the stylized facts in finance through simple nonlinear adaptive systems, Proceedings of the National Academy of Sciences 99, 7221-7228.
    Paper not yet in RePEc: Add citation now
  105. Hommes, C.H., (2005), Heterogeneous Agents Models: two simple examples, In: M. Lines (ed.), Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures No. 476, Springer, pp.131-164.

  106. Hommes, C.H., Huang, H. and Wang, D. (2005), A robust rational route to randomness in a simple asset pricing model. Journal of Economic Dynamics and Control 29, 1043-1072.

  107. Hommes, C.H., Sonnemans, J., Tuinstra, J., and van de Velden, H., (2005) Coordination of expectations in asset pricing experiments, Review of Financial Studies 18, 955-980.

  108. Hong, H. and Stein, J., (1999), A unified theory of underreaction, momentum trading and overreaction in asset markets, Journal of Finance 55, 265-295.

  109. Iori, G., (2002), A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions, Journal of Economic Behavior & Organization 49, 269-285.

  110. Ito, K. (1990), Foreign exchange rate expectations, American Economic Review 80, 434-449.

  111. Judd, K.L. (2006), Computationally intensive analyses in economics, this Handbook.

  112. Kahneman, D. (2003), Maps of bounded rationality: Psychology for behavioral economics, American Economic Review 93, 1449-1475.

  113. Kahneman, D. and Tversky, A. (1973), On the psychology of prediction, Psychological Review 80, 237-251.
    Paper not yet in RePEc: Add citation now
  114. Kantz, H. and Schreiber, T. (1997), Nonlinear time series analysis, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  115. Keynes, J.M., (1936) The general theory of unemployment, interest and money, Harcourt, Brace and World, New York.
    Paper not yet in RePEc: Add citation now
  116. Kirman, A. and Teyssiere, G., (2002), Microeconomic models for long memory in the volatility of financial time series, Studies in Nonlinear Dynamics & Econometrics Vol. 5 (4), 281-302.

  117. Kirman, A., (1991) Epidemics of opinion and speculative bubbles in financial markets, In M. Taylor (ed.), Money and financial markets, Macmillan.
    Paper not yet in RePEc: Add citation now
  118. Kirman, A., (1993) Ants, rationality and recruitment, Quarterly Journal of Economics 108, 137-156.

  119. Kirman, A., (1999) Aggregate activity and economic organisation, Revue Europeene des Sciences Sociales XXXVII, no.113, 189-230.
    Paper not yet in RePEc: Add citation now
  120. Kyle, A.S. (1985) Continuous auctions and insider trading, Econometrica 47, 1315-1336.

  121. Lasselle, L., Svizzero, S. and Tisdell, C., (2005), Stability and cycles in a cobweb model with heterogeneous expectations, Macroeconomic Dynamics 9, 630-650.

  122. LeBaron, B., (2000), Agent based computational finance: suggested readings and early research, Journal of Economic Dynamics and Control 24, 679-702.

  123. LeBaron, B., (2002), Short-memory Traders and Their Impact on Group Learning in Financial Markets, Proceedings of the National Academy of Sciences (USA), Vol. 99, Suppl. 3, May 14, 7201-7206.
    Paper not yet in RePEc: Add citation now
  124. LeBaron, B., (2006), Agent-based Computational Finance, this Handbook.

  125. LeBaron, B., Arthur, W.B. and Palmer, R. (1999) Time series properties of an artificial stock market, Journal of Economic Dynamics and Control 23, 1487–1516.
    Paper not yet in RePEc: Add citation now
  126. LeRoy, S.F. and Porter, R.D. (1981), The present-value relation: tests based on implied variance bounds, Econometrica 49, 555-574.

  127. Levy, M., Levy, H. and Solomon, S. (1994), A microscopic model of the stock market, Economics Letters 45, 103-111.
    Paper not yet in RePEc: Add citation now
  128. Lorenz, H.W. (1993), Nonlinear dynamical economics and chaotic motion, Second, revised and enlarged edition, Springer-Verlag, Berlin.
    Paper not yet in RePEc: Add citation now
  129. Lucas, R.E., (1971), Econometric testing of the natural rate hypothesis, In: O. Eckstein (ed.) The econometrics of price determination Conference. Board of Governors of the Federal Reserve System and Social Science Research Council.
    Paper not yet in RePEc: Add citation now
  130. Lui, Y. and Mole, D. (1999), The use of fundamental and technical analysis by foreign exchange dealers: Hong Kong evidence, Journal of International Money and Finance 17, 535-545.
    Paper not yet in RePEc: Add citation now
  131. Lux, T. and Marchesi, M. (1999) Scaling and criticality in a stochastic multi-agent model of a financial market, Nature Vol. 397, February 1999, 498–500.
    Paper not yet in RePEc: Add citation now
  132. Lux, T. and Marchesi, M. (2000) Volatility clustering in financial markets: a micro-simulation of interacting agents, International Journal of Theoretical and Applied Finance 3, 675-702.
    Paper not yet in RePEc: Add citation now
  133. Lux, T., (1995) Herd Behavior, Bubbles and Crashes, The Economic Journal 105, 881–896.

  134. Lux, T., (1997) Time variation of second moments from a noise trader/infection model, Journal of Economic Dynamics and Control 22, 1-38.

  135. Lux, T., (1998) The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distribution, Journal of Economic Behavior & Organization 33, 143-165.

  136. Mandelbrot, B. (2001a), Scaling in financial prices: I. Tails and dependence, Quantitative Finance 1, 113-123.
    Paper not yet in RePEc: Add citation now
  137. Mandelbrot, B. (2001b), Scaling in financial prices: II. Multifractals and the star equation, Quantitative Finance 1, 124-130.
    Paper not yet in RePEc: Add citation now
  138. Mandelbrot, B., 1963, The variation of certain speculative prices, Journal of Business 36, 394–419.

  139. Manski, C. and McFadden, D., (eds.) (1981), Structural analysis of discrete data with econometric applications, MIT Press, Cambridge MA.
    Paper not yet in RePEc: Add citation now
  140. Mantegna, R.N. and Stanley, H.E. (2000), An introduction to econophysics. Correlations and complexity in finance, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  141. McKelvey, R.D. and Palfrey, T.R. (1995), Quantal response equilibria in normal form games, Games and Economic Behavior 10, 6-38.

  142. Medio, A. (1992), Chaotic dynamics. Theory and applications to economics Cambridge University Press, Cambridge.

  143. Medio, A. and Lines, M. (2001) Non-linear dynamics. A primer, Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  144. Menkhoff, L. (1997), Examining the use of technical currency analysis, International Journal of Finance and Economics 2, 307-318.

  145. Menkhoff, L. (1998), The noise trading approach – Questionnaire evidence from foreign exchange, Journal of International Money and Finance 17, 547-564.

  146. Milgrom, P. and Stokey, N. (1982), Information, trade and common knowledge, Journal of Economic Theory 26, 17-27.

  147. Muth, J.F., (1961) Rational expectations and the theory of price movements, Econometrica 29, 315-335.
    Paper not yet in RePEc: Add citation now
  148. Nadal, J.-P., Weisbuch, G., Chenevez, O. and Kirman, A. (1998), A formal approach to market organization: choice functions, mean field approximation and maximum entropy principle, In: Lesourne, J. and Orlean, A. (eds.), Advances in self-organization and evolutionary economics, Economica, London, pp.149-159.

  149. Nelson, R.R. and Winter, S. (1973), Toward and evolutionary theory of economic capabilities, American Economic Review 63, 440-449.

  150. Nelson, R.R. and Winter, S. (1974), Neoclassical vs. evolutionary theories of economic growth, Economic Journal 84, 886-905.

  151. Nelson, R.R. and Winter, S. (1982), An evolutionary theory of economic change, Harvard University Press, Cambridge, Mass.
    Paper not yet in RePEc: Add citation now
  152. Rheinlaender, T. and Steinkamp, M., (2004), A stochastic version of Zeeman’s market model, Studies in Nonlinear Dynamics & Econometrics Vol. 8, Issue 4, article 4.

  153. Rosser, J.B., (2004a), Complexity in Economics: The International Library of Critical Writings in Economics 174, (3 volumes), Aldergate: Edward Elgar, 2004.

  154. Rosser, J.B., (2004b), The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bath water?, Working Paper James Madison University, September 2004.
    Paper not yet in RePEc: Add citation now
  155. Sandroni, A. (2000), Do markets favor agents able to make accurate predictions? Econometrica 68, 1303-1341.

  156. Sargent, T.J., (1993) Bounded rationality in macroeconomics, Clarendon Press, Oxford.
    Paper not yet in RePEc: Add citation now
  157. Scheinkman, J.A. and Xiong, W. (2004), Heterogeneous beliefs, speculation and trading in financial markets, In: Carmona, R.A. et al. (eds.), Paris-Princeton Lectures in Mathematical Finance 2003, Lecture Notes in Mathematics 1847, Springer Verlag, Berlin, pp.217-250.
    Paper not yet in RePEc: Add citation now
  158. Schelling, T. (1971), Dynamic models of segregation, Journal of Mathematical Sociology 1, 143-186.
    Paper not yet in RePEc: Add citation now
  159. Sethi, R. and Franke, R., (1995), Behavioural heterogeneity under evolutionary pressure: macroeconomic implications of costly optimization, Economic Journal 105, 583-600.

  160. Shiller, R.J., (1981) Do stock prices move too much to be justified by subsequent changes in dividends?, American Economic Review 71, 421-436.

  161. Shiller, R.J., (1984) Stock prices and social dynamics, Brookings Papers in Economic Activity 2, 457-510.

  162. Shiller, R.J., (1987) Investor behavior in the October 1987 stock market crash: survey evidence, NBER working paper No. 2446, November 1987, published in: Shiller, R.J., Market Volatility, MIT Press, Cambridge, 1989, chapter 23.

  163. Shiller, R.J., (1989) Market Volatility, MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  164. Shleifer, A. and Summers, L.H. (1990) The noise trader approach to finance, Journal of Economic Perspectives 4 (2), 19-33.
    Paper not yet in RePEc: Add citation now
  165. Simon, H.A. (1957), Models of man, Wiley, New York, NY.
    Paper not yet in RePEc: Add citation now
  166. Simon, H.A. (1979), Rational decision making in business organizations, American Economic Review 69, 493-513.

  167. Smith, V., Suchanek, G.L. and Williams, A.W., (1988) Bubbles, crashes and endogenous expectations in experimental spot asset markets, Econometrica 56, 1119-51.

  168. Sunder, S., (1995) Experimental asset markets: a survey, In: Handbook of Experimental Economics, chapter 6, edited by Kagel, J. and A. Roth, Princeton University Press.

  169. Taylor, M.P. and Allen, H., (1992), The use of technical analysis in the foreign exchange market, Journal of International Money and Finance 11, 304-314.

  170. Tesfatsion, L., (2006), Agent-based computational economics: a constructive approach to economic theory, this Handbook.

  171. Tversky, A. and Kahneman, D. (1974), Judgment under uncertainty: heuristics and biases, Science 185, 1124-1131.
    Paper not yet in RePEc: Add citation now
  172. Weidlich, W. and Haag, G. (1983), Concepts and Models of a Quantitative Sociology, Springer, Berlin.
    Paper not yet in RePEc: Add citation now
  173. Westerhoff, F.H. (2004), Multi-asset market dynamics, Macroeconomic Dynamics 8, 596-616.

  174. Westerhoff, F.H. and Dieci, R. (2005), The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach, Journal of Economic Dynamics and Control 2005, in press.
    Paper not yet in RePEc: Add citation now
  175. Westerhoff, F.H. and Reitz, S. (2003), Nonlinearities and cyclical behavior: the role of chartists and fundamentalists, Studies in Nonlinear Dynamics & Econometrics Vol. 7, Issue 4, article 3.

  176. Winker, P. and Gilli, M. (2001), Indirect estimation of the parameters of agent based models of financial markets, FAME Research Paper No. 38, University of Geneva, November 2001.

  177. Youssefmir, M. and Huberman, B.A., (1997), Clustered volatility in multi agent dynamics, Journal of Economic Behavior & Organization 32, 101-118.

  178. Zahler, R. and Sussmann, H.J., (1977), Claims and accomplishments of applied catastrophe theory, Nature 269: 10, 759-763.
    Paper not yet in RePEc: Add citation now
  179. Zeeman, E.C., (1974) The unstable behavior of stock exchange, Journal of Mathematical Economics 1, 39-49.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Law, Coercion, And Socioeconomic Equilibrium. (2015). .
    In: MPRA Paper.
    RePEc:pra:mprapa:68953.

    Full description at Econpapers || Download paper

  2. Imitation by price and quantity setting firms in a differentiated market. (2015). Peeters, Ronald ; Khan, Abhimanyu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:53:y:2015:i:c:p:28-36.

    Full description at Econpapers || Download paper

  3. Wealth dynamics and a bias toward momentum trading. (2012). Lebaron, Blake.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:1:p:21-28.

    Full description at Econpapers || Download paper

  4. Economic Emergence: an Evolutionary Economic Perspective. (2011). Metcalfe, John ; Foster, John.
    In: Papers on Economics and Evolution.
    RePEc:esi:evopap:2011-12.

    Full description at Econpapers || Download paper

  5. Evolution and market behavior with endogenous investment rules. (2010). Dindo, Pietro ; Bottazzi, Giulio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2010/20.

    Full description at Econpapers || Download paper

  6. Emergence of alternative capital markets in developing countries as a process of institutional change. (2010). Waśniewski, Krzysztof ; Waniewski, Krzysztof .
    In: MPRA Paper.
    RePEc:pra:mprapa:26681.

    Full description at Econpapers || Download paper

  7. Examining relationships between customary and state institutions in Ghanas decentralized system:. (2010). Belden, Cory .
    In: IFPRI discussion papers.
    RePEc:fpr:ifprid:1030.

    Full description at Econpapers || Download paper

  8. Relative Performance and R&D Competition. (2009). Matsushima, Noriaki ; Matsumura, Toshihiro ; Cato, Sususmu.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0752.

    Full description at Econpapers || Download paper

  9. Micro-Founded Institutions and Macro-Founded Individuals: The Dual Nature of Profit. (2008). Battistini, Alberto .
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:550.

    Full description at Econpapers || Download paper

  10. Education, Training and Economic Performance: Evidence from Establishment Survival Data. (2008). Peirson, John ; Kim, Young-Bae ; Green, Francis ; Collier, William.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0822.

    Full description at Econpapers || Download paper

  11. An evolutionary model of firms location with technological externalities. (2008). Dindo, Pietro ; Bottazzi, Giulio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2008/27.

    Full description at Econpapers || Download paper

  12. Corporate Social Responsibility Through an Economic Lens. (2008). Stavins, Robert ; Reinhardt, Forest L. ; Vietor,Richard H. K., ; VIETOR, RICHARD H. K., .
    In: Discussion Papers.
    RePEc:rff:dpaper:dp-08-12.

    Full description at Econpapers || Download paper

  13. Behavioural determinants of Foreign Direct Investment. (2008). Pinheiro-Alves, Ricardo.
    In: MPRA Paper.
    RePEc:pra:mprapa:10297.

    Full description at Econpapers || Download paper

  14. Diffusionsprozesse bei zwischenbetrieblicher Kooperation - Ein erweitertes Nelson-Winter-Modell. (2008). Brunner, Daniel ; Voigt, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:10027.

    Full description at Econpapers || Download paper

  15. Altruistic Versus Rational Behavior in a Public Good Game. (2008). Matros, Alexander .
    In: Working Paper.
    RePEc:pit:wpaper:309.

    Full description at Econpapers || Download paper

  16. Rationality and the Nature of the Market. (2008). Torero, Maximo ; Petrie, Ragan ; Castillo, Marco.
    In: Experimental Economics Center Working Paper Series.
    RePEc:exc:wpaper:2008-12.

    Full description at Econpapers || Download paper

  17. A Strategic Theory of the Firm as a Nexus of Incomplete Contracts: A Property Rights Approach. (2008). Kim, Jong Wook ; Mahoney, Joseph T..
    In: Working Papers.
    RePEc:ecl:illbus:08-0108.

    Full description at Econpapers || Download paper

  18. Corporate Social Responsibility through an Economic Lens. (2008). Stavins, Robert ; Reinhardt, Forest ; Vietor, Richard.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp08-023.

    Full description at Econpapers || Download paper

  19. Confidence in Monetary Policy. (2008). Demertzis, Maria ; Ben-Haim, Yakov.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:192.

    Full description at Econpapers || Download paper

  20. The Biotechnology Sector: Bounds to Market Structure. (2008). Sheldon, Ian.
    In: 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida.
    RePEc:ags:aaea08:6078.

    Full description at Econpapers || Download paper

  21. Back to the Future – the Marginal Utility of History in Economics. (2007). Merok, Eivind ; Andresen, Nils August.
    In: Nordic Journal of Political Economy.
    RePEc:noj:journl:v:33:y:2007:p:3.

    Full description at Econpapers || Download paper

  22. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility. (2007). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13401.

    Full description at Econpapers || Download paper

  23. Institutions as Knowledge Capital: Ludwig M. Lachmann’s Interpretative Institutionalism. (2006). Garzarelli, Giampaolo ; Foss, Nicolai.
    In: MPRA Paper.
    RePEc:pra:mprapa:3087.

    Full description at Econpapers || Download paper

  24. The Capitalism of financial market and the control of cognitive (In French). (2006). Morin, François.
    In: Cahiers du GRES (2002-2009).
    RePEc:grs:wpegrs:2006-05.

    Full description at Econpapers || Download paper

  25. A Naturalistic Approach to the Theory of the Firm: The Role of Cooperation and Cultural Evolution. (2006). Cordes, Christian ; Richerson, P. J. ; McElreath, R. ; Strimling, P..
    In: Papers on Economics and Evolution.
    RePEc:esi:evopap:2006-06.

    Full description at Econpapers || Download paper

  26. Economists on Darwins theory of social evolution and human behaviour. (2006). Marciano, Alain.
    In: Papers on Economics and Evolution.
    RePEc:esi:evopap:2005-21.

    Full description at Econpapers || Download paper

  27. The Origin of Utility. (2006). De Fraja, Gianni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5859.

    Full description at Econpapers || Download paper

  28. Firm Age and the Evolution of Borrowing Costs: Evidence from Japanese Small Firms. (2005). Uesugi, Iichiro ; Watanabe, Tsutomu ; Sakai, Koji .
    In: Discussion papers.
    RePEc:eti:dpaper:05026.

    Full description at Econpapers || Download paper

  29. Diversity, stability and regional growth in the U.S. (1975-2002). (2005). Essletzbichler, Jurgen.
    In: Papers in Evolutionary Economic Geography (PEEG).
    RePEc:egu:wpaper:0513.

    Full description at Econpapers || Download paper

  30. Why is economic geography not an evolutionary science? Towards an evolutionary economic geography. (2005). Frenken, Koen ; Boschma, Ron.
    In: Papers in Evolutionary Economic Geography (PEEG).
    RePEc:egu:wpaper:0501.

    Full description at Econpapers || Download paper

  31. Learning from Failure. (2005). McClure, James ; Coelho, Philip.
    In: Working Papers.
    RePEc:bsu:wpaper:200402.

    Full description at Econpapers || Download paper

  32. Vengefulness Evolves in Small Groups. (2004). Singh, Nirvikar ; Friedman, Daniel.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0412005.

    Full description at Econpapers || Download paper

  33. Darwinism in Economics: From Analogy to Continuity. (2004). Cordes, Christian.
    In: Papers on Economics and Evolution.
    RePEc:esi:evopap:2004-15.

    Full description at Econpapers || Download paper

  34. Organizational Routines A Sceptical Look. (2004). Foss, Nicolai ; Felin, Teppo.
    In: DRUID Working Papers.
    RePEc:aal:abbswp:04-13.

    Full description at Econpapers || Download paper

  35. A Revealed Preference Approach. To Understanding Corporate Governance Problems: Evidence From Canada. (2003). Schaller, Huntley ; Chirinko, Bob.
    In: Economics Series.
    RePEc:ihs:ihsesp:135.

    Full description at Econpapers || Download paper

  36. Market selection and survival of investment strategies. (2003). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; AMIR, Rabah ; Hens, Thorsten.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2003099.

    Full description at Econpapers || Download paper

  37. What to maximize if you must. (2003). Shannon, Chris ; Heifetz, Aviad ; Spiegel, Yossi.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2003047.

    Full description at Econpapers || Download paper

  38. Towards a quasi-Lamarckian theory of institutional change.. (2002). Colombatto, Enrico.
    In: ICER Working Papers.
    RePEc:icr:wpicer:26-2002.

    Full description at Econpapers || Download paper

  39. An analysis of determinants of entry mode and its impact on performance. (2002). Chen, Haiyang ; Hu, Michael Y..
    In: International Business Review.
    RePEc:eee:iburev:v:11:y:2002:i:2:p:193-210.

    Full description at Econpapers || Download paper

  40. A Revealed Preference Approach to Understanding Corporate Governance Problems: Evidence from Canada. (2002). Schaller, Huntley ; Chirinko, Bob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_826.

    Full description at Econpapers || Download paper

  41. Equilibrium Vengeance. (2002). Singh, Nirvikar ; Friedman, Daniel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_766.

    Full description at Econpapers || Download paper

  42. Competition, corporate governance and selection in emerging markets. (2002). Singh, Ajit.
    In: Working Papers.
    RePEc:cbr:cbrwps:wp247.

    Full description at Econpapers || Download paper

  43. Evolution and Game Theory. (2002). Samuelson, Larry.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:16:y:2002:i:2:p:47-66.

    Full description at Econpapers || Download paper

  44. Territorial Bargaining. (1997). Macleod, W. Bentley ; Carmichael, Lorne.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:343.

    Full description at Econpapers || Download paper

  45. Shared Mental Models: Ideologies and Institutions. (1993). North, Douglass ; DENZAU, Arthur T..
    In: Economic History.
    RePEc:wpa:wuwpeh:9309003.

    Full description at Econpapers || Download paper

  46. Reform Economics and Western Economic Theory: Unexploited Opportunities.. (1990). grosfeld, irena.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:23:y:1990:i:1:p:1-19.

    Full description at Econpapers || Download paper

  47. Transactions Costs and Internal Labor Markets. (1987). Rosen, Sherwin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2407.

    Full description at Econpapers || Download paper

  48. Natural Economy Versus Political Economy. (1978). Hirshleifer, Jack.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:129.

    Full description at Econpapers || Download paper

  49. Local Public Goods and the Market for Neighborhoods. (1977). Ellickson, Bryan .
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:100.

    Full description at Econpapers || Download paper

  50. Growth of the Agricultural Firm: Problems and Theories. (1970). Renborg, Ulf .
    In: Review of Marketing and Agricultural Economics.
    RePEc:ags:remaae:9633.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 00:51:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy