Mikhail Anufriev : Citation Profile


Are you Mikhail Anufriev?

University of Technology Sydney (99% share)
European University at St. Petersburg (1% share)

12

H index

15

i10 index

445

Citations

RESEARCH PRODUCTION:

23

Articles

38

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 29
   Journals where Mikhail Anufriev has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 40 (8.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan127
   Updated: 2020-09-22    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Tuinstra, Jan (8)

Bao, Te (7)

Hommes, Cars (3)

Makarewicz, Tomasz (2)

Sutan, Angela (2)

Duffy, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mikhail Anufriev.

Is cited by:

Hommes, Cars (64)

Westerhoff, Frank (33)

Dindo, Pietro (23)

He, Xuezhong (20)

Roventini, Andrea (18)

Dosi, Giovanni (14)

Hanaki, Nobuyuki (13)

Bottazzi, Giulio (13)

Massaro, Domenico (12)

Assenza, Tiziana (10)

Napoletano, Mauro (10)

Cites to:

Chiarella, Carl (96)

Hommes, Cars (93)

He, Xuezhong (81)

Brock, William (42)

Tuinstra, Jan (31)

Bottazzi, Giulio (24)

Wagener, Florian (19)

Westerhoff, Frank (16)

Panchenko, Valentyn (15)

Huang, Weihong (14)

Gardini, Laura (14)

Main data


Where Mikhail Anufriev has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control8
Journal of Evolutionary Economics3
Journal of Economic Behavior & Organization3

Working Papers Series with more than one paper published# docs
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance20
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney6
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy5

Recent works citing Mikhail Anufriev (2020 and 2019)


YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2019Can successful forecasters help stabilize asset prices in a learning to forecast experiment?. (2019). Rud, Olga ; Kopányi, Dávid ; Tuinstra, Jan ; Rabanal, Jean Paul ; Kopanyi, David. In: Working Papers. RePEc:apc:wpaper:140.

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2020The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676.

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2020Social Learning and Monetary Policy at the Effective Lower Bound. (2020). Vermandel, Gauthier ; Salle, Isabelle ; Grimaud, Alex ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:20-2.

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2020Monetary Policy and Asset Price Bubbles: A Laboratory Experiment. (2020). Giusti, Giovanni ; Gali, Jordi. In: Working Papers. RePEc:bge:wpaper:1184.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Author, Phurichai Rungcharoenkitkul ; Hubert, Paul. In: BIS Working Papers. RePEc:bis:biswps:816.

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2019Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model. (2019). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8003.

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2019DYNAMIC 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.

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2019Managing unanchored, heterogeneous expectations and liquidity traps. (2019). Hommes, Cars ; Lustenhouwer, Joep. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:1-16.

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2019Identifying 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.

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2019Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2019). Papadopoulos, Georgios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:39-73.

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2019When speculators meet suppliers: Positive versus negative feedback in experimental housing markets. (2019). Hommes, Cars ; Bao, Te. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:9.

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2019Can competition between forecasters stabilize asset prices in learning to forecast experiments?. (2019). Tuinstra, Jan ; Rud, Olga A ; Rabanal, Jean Paul ; Kopanyi, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301678.

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2020Coordination on bubbles in large-group asset pricing experiments. (2020). Hommes, Cars ; Bao, Te ; Massaro, Domenico ; Hennequin, Myrna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300880.

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2020Who inflates the bubble? Forecasters and traders in experimental asset markets. (2020). Palan, Stefan ; Giamattei, Marcus ; Nicklisch, Andreas ; Lambsdorff, Johann Graf ; Graflambsdorff, Johann ; Huber, Jurgen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301113.

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2020The behavioral economics of currency unions: Economic integration and monetary policy. (2020). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300208.

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2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model. (2019). Westerhoff, Frank ; Schmitt, Noemi. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:43-46.

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2020Eductive stability may not imply evolutionary stability in the presence of information costs. (2020). Naimzada, Ahmad ; Pireddu, Marina. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302381.

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2019Monetary policy under behavioral expectations: Theory and experiment. (2019). Weber, Matthias ; Hommes, Cars ; Massaro, Domenico. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:193-212.

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2019A behavioral model of the credit cycle. (2019). Annicchiarico, Barbara ; Waldmann, Robert J ; Surricchio, Silvia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:166:y:2019:i:c:p:53-83.

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2019Behavioural New Keynesian models. (2019). Levine, Paul ; Calvert Jump, Robert. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:59-77.

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2019Inflation targeting and liquidity traps under endogenous credibility. (2019). Hommes, Cars ; Lustenhouwer, Joep. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:48-62.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Hubert, Paul ; Filardo, Andrew. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1916.

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2019A Model of Market Making with Heterogeneous Speculators. (2019). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2019_01.rdf.

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2019Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis. (2019). Drakeford, Benjamin M ; Huang, Zhehao ; Su, Yaya. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6222-:d:284326.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:gat:wpaper:2003.

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2019Procedural rationality, asset heterogeneity and market selection. (2019). Tavin, Bertrand ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02312310.

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2019Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Lamperti, Francesco ; Fagiolo, Giorgio. In: Post-Print. RePEc:hal:journl:halshs-02375423.

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2020Learning to deal with repeated shocks under strategic complementarity: An experiment. (2020). Cornand, Camille ; Zylbersztejn, Adam ; Bulutay, Muhammed. In: Working Papers. RePEc:hal:wpaper:halshs-02458140.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2020Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model. (2020). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Working Papers. RePEc:jau:wpaper:2020/17.

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2019Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Li, Honggang ; Zhou, Xuan. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9722-4.

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2020Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents. (2020). Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Treibich, Tania. In: NBER Working Papers. RePEc:nbr:nberwo:26922.

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2019Models of learning in games: An overview. (2019). Susin, I ; Chernov, G. In: Journal of the New Economic Association. RePEc:nea:journl:y:2019:i:44:p:77-125.

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2019Dynamic pricing and learning with competition: insights from the dynamic pricing challenge at the 2017 INFORMS RM & pricing conference. (2019). Lei, Xiao ; Haensel, Alwin ; Esders, Malte ; Ellina, Andria ; Bayliss, Christopher ; Zachariades, Simos ; Boer, Arnoud V ; Odegaard, Fredrik ; Geer, Ruben ; Riseth, Asbjorn Nilsen ; Martinez-Sykora, Antonio. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:18:y:2019:i:3:d:10.1057_s41272-018-00164-4.

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Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Stanley, Eugene ; Pantelous, Athanasios ; Chen, Yanhua. In: MPRA Paper. RePEc:pra:mprapa:101700.

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2020Probing the mechanism: lending rate setting in a data-driven agent-based model. (2020). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102749.

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2019Complex evolving system approach to market dynamics and policy design. (2019). Napoletano, Mauro ; Hanaki, Nobuyuki ; Guerci, Eric. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4cb1o2msej8cg9o9ip5ui05vqd.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/mqe122bu9lprrh0g2eloopgd.

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2019The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment. (2019). Colasante, Annarita ; Alfarano, Simone ; Camacho-Cuena, Eva. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-019-00245-6.

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2020Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time. (2020). Righi, Simone ; Biondi, Yuri. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-017-0201-8.

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2020Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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2020Margin trade, short sales and financial stability. (2020). Zheng, Huanhuan ; Zhang, Yang ; Sng, Hui Ying. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00256-3.

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2019More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

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2019Price informativeness and adaptive trading. (2019). Chen, Haiqiang ; Zheng, Huanhuan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:4:d:10.1007_s00191-018-0586-0.

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2020Long-run expectations in a learning-to-forecast experiment: a simulation approach. (2020). Gallegati, Mauro ; Colasante, Annarita ; Alfarano, Simone ; Camacho-Cuena, Eva. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0585-1.

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2019From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas . In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2020Monetary policy and asset price bubbles: a laboratory experiment. (2020). Noussair, Charles ; Giusti, Giovanni ; Gali, Jordi. In: Economics Working Papers. RePEc:upf:upfgen:1726.

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2019Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps. (2019). Gardini, Laura ; Schmitt, Noemi ; Westerhoff, Frank ; Tramontana, Fabio ; Sushko, Iryna. In: Working Papers. RePEc:urb:wpaper:19_08.

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2019The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy. (2019). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:16.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2019Planar Beauty Contests. (2019). Duffy, John ; Panchenko, Valentyn ; Anufriev, Mikhail. In: Working Paper Series. RePEc:uts:ecowps:2019/10.

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2019Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics. (2019). Makarewicz, Tomasz. In: BERG Working Paper Series. RePEc:zbw:bamber:141.

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2019Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2019). Westerhoff, Frank ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:151.

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2020Heterogeneous expectations, housing bubbles and tax policy. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: BERG Working Paper Series. RePEc:zbw:bamber:156.

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2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Schwartz, Ivonne. In: BERG Working Paper Series. RePEc:zbw:bamber:160.

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2020Bounded rationality in Keynesian beauty contests: A lesson for central bankers?. (2020). Mauersberger, Felix ; Buhren, Christoph ; Nagel, Rosemarie. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:202016.

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Works by Mikhail Anufriev:


YearTitleTypeCited
2012Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments In: American Economic Journal: Microeconomics.
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article104
2011Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.(2011) In: CeNDEF Working Papers.
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2005Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents In: CeNDEF Working Papers.
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2008Wealth-driven competition in a speculative financial market: examples with maximizing agents.(2008) In: Quantitative Finance.
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2005Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents.(2005) In: LEM Papers Series.
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2006Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders In: CeNDEF Working Papers.
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2006Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model In: CeNDEF Working Papers.
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2007Evolution of Market Heuristics In: CeNDEF Working Papers.
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2007Wealth Selection in a Financial Market with Heterogeneous Agents In: CeNDEF Working Papers.
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2007Asset Prices, Traders Behavior, and Market Design In: CeNDEF Working Papers.
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2009Asset prices, traders behavior and market design.(2009) In: Journal of Economic Dynamics and Control.
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2008Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers.
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2009Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance In: CeNDEF Working Papers.
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2009Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers.
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2009Market Equilibria under Procedural Rationality In: CeNDEF Working Papers.
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2010Market equilibria under procedural rationality.(2010) In: Journal of Mathematical Economics.
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2010Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information In: CeNDEF Working Papers.
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2013Efficiency of continuous double auctions under individual evolutionary learning with full or limited information.(2013) In: Journal of Evolutionary Economics.
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2010The impact of short-selling constraints on financial market stability in a model with heterogeneous agents In: CeNDEF Working Papers.
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2010Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers.
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2013Evolutionary selection of expectations in positive and negative feedback markets.(2013) In: Journal of Evolutionary Economics.
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2011Excess Covariance and Dynamic Instability in a Multi-Asset Model In: CeNDEF Working Papers.
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2012Excess covariance and dynamic instability in a multi-asset model.(2012) In: Journal of Economic Dynamics and Control.
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2012Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules In: CeNDEF Working Papers.
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2013Learning cycles in Bertrand competition with differentiated commodities and competing learning rules.(2013) In: Journal of Economic Dynamics and Control.
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2013Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules.(2013) In: Working Paper Series.
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2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model In: CeNDEF Working Papers.
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2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model.(2013) In: Journal of Economic Dynamics and Control.
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2013The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model.(2013) In: Working Paper Series.
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2013Fund Choice Behavior and Estimation of Switching Models: An Experiment In: CeNDEF Working Papers.
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2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers.
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2019Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2019) In: Journal of the European Economic Association.
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2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2015) In: Working Paper Series.
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2015Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment In: CeNDEF Working Papers.
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2016Microfoundations for switching behavior in heterogeneous agent models: An experiment.(2016) In: Journal of Economic Behavior & Organization.
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2015Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment.(2015) In: Working Paper Series.
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2015Macroeconomics 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.
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2012Asset Pricing with Heterogeneous Investment Horizons In: Studies in Nonlinear Dynamics & Econometrics.
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2013INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics.
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2009Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations.(2009) In: Tinbergen Institute Discussion Papers.
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2006Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders In: Journal of Economic Dynamics and Control.
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2009Introduction to special issue on complexity in economics and finance In: Journal of Economic Dynamics and Control.
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2018A laboratory experiment on the heuristic switching model In: Journal of Economic Dynamics and Control.
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2018Oligopoly game: Price makers meet price takers In: Journal of Economic Dynamics and Control.
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2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions In: Journal of Banking & Finance.
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2019Fee structure and mutual fund choice: An experiment In: Journal of Economic Behavior & Organization.
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2018Fee Structure and Mutual Fund Choice: An Experiment.(2018) In: Working Paper Series.
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2010Wealth-driven selection in a financial market with heterogeneous agents In: Journal of Economic Behavior & Organization.
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2009Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2009) In: Post-Print.
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2007Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2007) In: LEM Papers Series.
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2015Fee structure, return chasing and mutual fund choice In: Research Report.
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2019Planar Beauty Contests In: Working Papers.
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2019Planar Beauty Contests.(2019) In: Discussion Papers.
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