15
H index
22
i10 index
738
Citations
University of Technology Sydney | 15 H index 22 i10 index 738 Citations RESEARCH PRODUCTION: 29 Articles 41 Papers 4 Chapters RESEARCH ACTIVITY: 20 years (2004 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pan127 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mikhail Anufriev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 9 |
Journal of Economic Behavior & Organization | 6 |
Journal of Evolutionary Economics | 3 |
Year | Title of citing document |
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2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper |
2023 | A Classical Model of Speculative Asset Price Dynamics. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2307.00410. Full description at Econpapers || Download paper |
2023 | Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2309.03432. Full description at Econpapers || Download paper |
2024 | Reference Model Based Learning in Expectation Formation: Experimental Evidence. (2024). Pei, Jiaoying. In: Papers. RePEc:arx:papers:2404.08908. Full description at Econpapers || Download paper |
2024 | Dynamic opinion updating with endogenous networks. (2024). Pin, Paolo ; Bolletta, Ugo. In: Papers. RePEc:arx:papers:2405.01341. Full description at Econpapers || Download paper |
2023 | An Experiment on a Dynamic Beauty Contest Game. (2023). Takahashi, Yuta ; Hanaki, Nobuyuki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1213. Full description at Econpapers || Download paper |
2023 | A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022. Full description at Econpapers || Download paper |
2023 | Dynamic corporate social responsibility adjustment strategies of a closed-loop supply chain with fairness concerns and supply chain financing. (2023). Zhou, Yongwu ; Zhang, Tonghua ; Xiao, LU ; Chen, Jianxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000590. Full description at Econpapers || Download paper |
2023 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | (A)symmetric equilibria and adaptive learning dynamics in small-committee voting. (2023). Goertz, J. M. M., ; Chernomaz, K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002901. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Modeling and solving the waste valorization production and distribution scheduling problem. (2023). Renaud, Jacques ; Darvish, Maryam ; Coelho, Leandro C ; Chagas, Guilherme O. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:400-417. Full description at Econpapers || Download paper |
2023 | An integrated multitiered supply chain network model of competing agricultural firms and processing firms: The case of fresh produce and quality. (2023). Dutta, Pritha ; Nagurney, Anna ; Besik, Deniz. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:364-381. Full description at Econpapers || Download paper |
2024 | Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Wang, Mengxin ; Li, Yanling ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667. Full description at Econpapers || Download paper |
2023 | Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19. (2023). Savona, Roberto ; Colturato, Michele ; Bazzana, Davide. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004579. Full description at Econpapers || Download paper |
2023 | Local rationality. (2023). McGough, Bruce ; Li, Jungang ; Evans, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:216-236. Full description at Econpapers || Download paper |
2024 | Conformism, social pressure, and the dynamics of integration. (2024). Zenou, Yves ; Panebianco, Fabrizio ; Olcina, Gonzalo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:279-304. Full description at Econpapers || Download paper |
2023 | Monetary policy & anchored expectations—An endogenous gain learning model. (2023). Gáti, Laura ; Gati, Laura. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s37-s47. Full description at Econpapers || Download paper |
2023 | PDD-Net: Plant Disease Diagnoses Using Multilevel and Multiscale Convolutional Neural Network Features. (2023). Turki, Turki ; Alghamdi, Hamed. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:1072-:d:1149128. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Consumer Perceptions of Sustainable Products: A Systematic Literature Review. (2023). Strazzullo, Serena ; Mauriello, Roberto ; Cricelli, Livio ; Camilleri, Mark Anthony. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8923-:d:1161648. Full description at Econpapers || Download paper |
2023 | Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4. Full description at Econpapers || Download paper |
2023 | Entry and exit decisions under public and private information: an experiment. (2023). Sharifova, Manizha ; Rud, Olga ; Rabanal, Jean Paul ; Horowitz, John ; Chernulich, Aleksei. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:2:d:10.1007_s10683-022-09764-9. Full description at Econpapers || Download paper |
2023 | Artificial intelligence and blockchain implementation in supply chains: a pathway to sustainability and data monetisation?. (2023). Kumar, Mukesh ; Dora, Manoj ; Schumacher, Roman ; Tsolakis, Naoum. In: Annals of Operations Research. RePEc:spr:annopr:v:327:y:2023:i:1:d:10.1007_s10479-022-04785-2. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Econometric connectedness as a measure of urban influence: evidence from Maine. (2023). Gabe, Todd ; Bharadwaj, Lakshya. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00353-9. Full description at Econpapers || Download paper |
2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
2024 | Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2024). Guerini, Mattia ; Ciambezi, Leonardo ; Roventini, Andrea ; Napoletano, Mauro. In: LEM Papers Series. RePEc:ssa:lemwps:2024/15. Full description at Econpapers || Download paper |
2023 | History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model. (2023). Truong, Hung ; Salle, Isabelle ; Arifovic, Jasmina. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230028. Full description at Econpapers || Download paper |
2023 | Bank choice, bank runs, and coordination in the presence of two Banks. (2023). Marie, Olivier ; Kopányi-Peuker, Anita ; de Jong, Johan ; Arifovic, Jasmina ; Musumeci, Marco ; Hanemaaijer, Kyra ; Kopanyi-Peuker, Anita. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230030. Full description at Econpapers || Download paper |
2024 | Managing Bubbles in Experimental Asset Markets with Monetary Policy. (2024). Hommes, Cars ; Hennequin, Myrna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:429-454. Full description at Econpapers || Download paper |
2023 | Social segregation, misperceptions, and emergent cyclical choice patterns. (2023). Schulz-Gebhard, Jan ; Mayerhoffer, Daniel. In: BERG Working Paper Series. RePEc:zbw:bamber:186. Full description at Econpapers || Download paper |
2023 | Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior. (2023). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:187. Full description at Econpapers || Download paper |
2024 | Robust Real Rate Rules. (2023). Holden, Tom. In: EconStor Preprints. RePEc:zbw:esprep:279481. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 179 |
2011 | Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.(2011) In: CeNDEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 179 | paper | |
2005 | Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 15 |
2005 | Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents.(2005) In: LEM Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2008 | Wealth-driven competition in a speculative financial market: examples with maximizing agents.(2008) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2006 | Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model.(2006) In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2007 | Evolution of Market Heuristics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 10 |
2007 | Wealth Selection in a Financial Market with Heterogeneous Agents In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Asset Prices, Traders Behavior, and Market Design In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 36 |
2009 | Asset prices, traders behavior and market design.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2008 | Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
2009 | Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | Market Equilibria under Procedural Rationality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 17 |
2010 | Market equilibria under procedural rationality.(2010) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2010 | Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 17 |
2013 | Efficiency of continuous double auctions under individual evolutionary learning with full or limited information.(2013) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2010 | The impact of short-selling constraints on financial market stability in a model with heterogeneous agents In: CeNDEF Working Papers. [Citation analysis] | paper | 2 |
2010 | Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 39 |
2013 | Evolutionary selection of expectations in positive and negative feedback markets.(2013) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2011 | Excess Covariance and Dynamic Instability in a Multi-Asset Model In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | Excess covariance and dynamic instability in a multi-asset model.(2012) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2012 | Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 20 |
2013 | Learning cycles in Bertrand competition with differentiated commodities and competing learning rules.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2013 | Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2013 | The impact of short-selling constraints on financial market stability in a heterogeneous agents model In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 28 |
2013 | The impact of short-selling constraints on financial market stability in a heterogeneous agents model.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2013 | The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2013 | Fund Choice Behavior and Estimation of Switching Models: An Experiment In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 25 |
2019 | Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2019) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2015 | Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2015 | Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 20 |
2016 | Microfoundations for switching behavior in heterogeneous agent models: An experiment.(2016) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2015 | Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2015 | Macroeconomics at the Service of Public Policy , by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press , Oxford , 2013 ), pp. xiv + 226 . In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2012 | Asset Pricing with Heterogeneous Investment Horizons In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2021 | Dissonance Minimization and Conversation in Social Networks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2023 | Dissonance minimization and conversation in social networks.(2023) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2013 | INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 77 |
2009 | Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2022 | The role of information in a continuous double auction: An experiment and learning model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2006 | Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
2009 | Introduction to special issue on complexity in economics and finance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
2018 | A laboratory experiment on the heuristic switching model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2018 | Oligopoly game: Price makers meet price takers In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2021 | Integrated modeling of extended agro-food supply chains: A systems approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
2015 | Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 47 |
2019 | Fee structure and mutual fund choice: An experiment In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 14 |
2018 | Fee Structure and Mutual Fund Choice: An Experiment.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2022 | Asset price volatility and investment horizons: An experimental investigation In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
2020 | Asset Price Volatility and Investment Horizons: An Experimental Investigation.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2024 | Individual evolutionary learning in repeated beauty contest games In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2010 | Wealth-driven selection in a financial market with heterogeneous agents In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 37 |
2009 | Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2007 | Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2007) In: LEM Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2022 | Learning in two-dimensional beauty contest games: Theory and experimental evidence In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 2 |
2015 | Fee structure, return chasing and mutual fund choice In: Research Report. [Full Text][Citation analysis] | paper | 0 |
2019 | Planar Beauty Contests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Planar Beauty Contests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | Planar Beauty Contests.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2005 | Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 7 |
2006 | Behavioral Consistent Market Equilibria under Procedural Rationality In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
2018 | Some reflections on past and future of nonlinear dynamics in economics and finance In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Timing under individual evolutionary learning in a continuous double auction In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Noisy Trading in the Large Market Limit In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2006 | Heterogeneous Beliefs Under Different Market Architectures In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 3 |
2008 | Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
2004 | Asset Pricing Model with Heterogeneous Investment Horizons In: LEM Papers Series. [Full Text][Citation analysis] | paper | 12 |
2004 | Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies In: LEM Papers Series. [Full Text][Citation analysis] | paper | 1 |
2005 | Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders In: LEM Papers Series. [Full Text][Citation analysis] | paper | 7 |
2015 | Fee structure, return chasing and mutual fund choice: an experiment In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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