Mikhail Anufriev : Citation Profile


Are you Mikhail Anufriev?

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

11

H index

14

i10 index

409

Citations

RESEARCH PRODUCTION:

23

Articles

38

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 27
   Journals where Mikhail Anufriev has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 40 (8.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan127
   Updated: 2020-05-16    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Tuinstra, Jan (14)

Bao, Te (8)

Hommes, Cars (4)

Duffy, John (2)

Makarewicz, Tomasz (2)

Sutan, Angela (2)

Panchenko, Valentyn (2)

Kopányi, Dávid (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 (31)

Dindo, Pietro (23)

He, Xuezhong (20)

Roventini, Andrea (16)

Dosi, Giovanni (14)

Bottazzi, Giulio (13)

Massaro, Domenico (11)

Assenza, Tiziana (10)

Hanaki, Nobuyuki (10)

Napoletano, Mauro (9)

Cites to:

Hommes, Cars (91)

Chiarella, Carl (90)

He, Xuezhong (76)

Brock, William (41)

Tuinstra, Jan (31)

Bottazzi, Giulio (23)

Wagener, Florian (18)

Westerhoff, Frank (16)

Panchenko, Valentyn (15)

Huang, Weihong (14)

Lebaron, Blake (13)

Main data


Where Mikhail Anufriev has published?


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

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 (2019 and 2018)


YearTitle of citing document
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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2018Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference. (2018). Riseth, Asbjorn Nilsen ; Martinez-Sykora, Antonio ; Lei, Xiao ; Haensel, Alwin ; Esders, Malte ; Ellina, Andria ; Currie, Christine ; Bayliss, Christopher ; Zachariades, Simos ; den Boer, Arnoud V ; Odegaard, Fredrik ; van De, Ruben. In: Papers. RePEc:arx:papers:1804.03219.

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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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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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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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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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2018Forward Guidance and the Role of Central Bank Credibility. (2018). Mavromatis, Kostas(Konstantinos) ; Homme, Cars ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:614.

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

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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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2017Empirical 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.

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2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

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2018Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments. (2018). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:51-69.

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2018Boom-bust dynamics in a stock market participation model with heterogeneous traders. (2018). Naimzada, Ahmad ; Pecora, Nicolo ; Agliari, Anna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:458-468.

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2018Asset 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.

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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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2017Price bubbles, gender, and expectations in experimental asset markets. (2017). Holt, Charles ; Song, Michelle Yingze ; Porzio, Megan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:72-94.

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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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2017Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints. (2017). Tong, Jun ; Hu, Jianqiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:24-34.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2017Limited rationality and the strategic environment: Further theory and experimental evidence. (2017). Waldman, Michael ; Schneider, Henry S ; Cooper, Kristen B. In: Games and Economic Behavior. RePEc:eee:gamebe:v:106:y:2017:i:c:p:188-208.

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2017Adaptive expectations versus rational expectations: Evidence from the lab. (2017). Russo, Alberto ; Palestrini, Antonio ; Gallegati, Mauro ; Colasante, Annarita. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:988-1006.

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2017The coexistence of stable equilibria under least squares learning. (2017). Kopányi, Dávid ; Kopanyi, David . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:141:y:2017:i:c:p:277-300.

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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2018Beyond 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.

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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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2017An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170.

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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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2017Low-traffic limit and first-passage times for a simple model of the continuous double auction. (2017). Scalas, Enrico ; Radivojevi, Tijana ; Rapallo, Fabio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:485:y:2017:i:c:p:61-72.

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2018Stock market information flow: Explanations from market status and information-related behavior. (2018). Lu, Jingen ; Liu, Xiaoxing ; Chen, Xiaohong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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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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2018Nets: network estimation for time series. (2018). Barigozzi, Matteo ; Brownlees, Christian T. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90493.

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2018Evolutionary oligopoly games with heterogeneous adaptive players. (2018). Radi, Davide ; la Mantia, Fabio ; Lamantia, Fabio ; Bischi, Gian Italo. In: Chapters. RePEc:elg:eechap:16873_12.

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2017Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents.. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1732.

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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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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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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:gat:wpaper:1810.

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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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2017Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments. (2017). Ishikawa, Ryuichiro ; Hanaki, Nobuyuki ; Akiyama, Eizo. In: GREDEG Working Papers. RePEc:gre:wpaper:2017-26.

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2018Hayek on Expectations: The Interplay between Two Complex Systems. (2018). Festré, Agnès ; Festre, Agnes. In: GREDEG Working Papers. RePEc:gre:wpaper:2018-28.

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2018Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments. (2018). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Post-Print. RePEc:hal:journl:hal-01712305.

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2018Optimal inflation target: insights from an agent-based model. (2018). Zamponi, Francesco ; Tarzia, Marco ; Gualdi, Stanislao ; Bouchaud, Jean-Philippe. In: Post-Print. RePEc:hal:journl:hal-01768441.

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

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2017It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market. (2017). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Post-Print. RePEc:hal:journl:halshs-01294917.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Post-Print. RePEc:hal:journl:halshs-01809937.

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2018Hayek on expectations: The interplay between two complex systems. (2018). Festre, Agnes. In: Working Papers. RePEc:hal:wpaper:hal-01931730.

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2017Effects of eliciting long-run price forecasts on market dynamics in asset market experiments. (2017). Hanaki, Nobuyuki ; AKIYAMA, Eizo ; Ishikawa, Ryuichiro. In: Working Papers. RePEc:hal:wpaper:halshs-01263661.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:hal:wpaper:halshs-01809937.

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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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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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2017Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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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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2017Monetary Policy under Behavioral Expectations: Theory and Experiment. (2017). Weber, Matthias ; Massaro, Domenico ; Hommes, Cars. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:42.

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2018Discrete beliefs space and equilibrium: a cautionary note. (2018). Berardi, Michele. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:242.

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2018MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE?. (2018). Eratalay, Hakan M. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:111.

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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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2017The Future of Agent-Based Modeling. (2017). Richiardi, Matteo. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:2:d:10.1057_s41302-016-0075-9.

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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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Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach. (2017). Colasante, Annarita ; Camacho Cuena, Eva ; Alfarano, Simone ; Gallegati, Mauro. In: MPRA Paper. RePEc:pra:mprapa:77618.

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2018Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2018). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:89764.

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2018Market sentiment and heterogeneous fundamentalists in an evolutive financial market mode. (2018). Naimzada, Ahmad ; Pireddu, Marina ; Pecora, Nicolo ; Cavalli, Fausto. In: MPRA Paper. RePEc:pra:mprapa:90289.

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2018A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market. (2018). Nodari, Gabriela ; Brassil, Anthony. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-01.

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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2018A Behavioral Model of the Credit Cycle. (2018). Waldmann, Robert ; Annicchiarico, Barbara ; Surricchio, Silvia. In: CEIS Research Paper. RePEc:rtv:ceisrp:446.

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2017Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54.

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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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2018Information Acquisition Behavior: An Evolutionary Game Theory Perspective. (2018). Li, Jialu ; Zhao, Xuan ; Xing, Wei ; Yang, Meiying. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0224-8.

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2018Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics. (2018). Tuinstra, Jan ; Ochea, Marius I ; Hommes, Cars H. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:4:d:10.1007_s13235-018-0238-x.

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2018“Speculative Influence Network” during financial bubbles: application to Chinese stock markets. (2018). Lin, LI ; Sornette, Didier. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0187-7.

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

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

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2017Genetic algorithm learning in a New Keynesian macroeconomic setup. (2017). Makarewicz, Tomasz ; Massaro, Domenico ; Hommes, Cars ; Smits, Tom. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0511-y.

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2017Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms. (2017). Radi, Davide. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0536-2.

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2018Evolution of markets: a simulation with centralized, decentralized and posted offer formats. (2018). Rabanal, Jean Paul ; Rud, Olga A. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:3:d:10.1007_s00191-016-0488-y.

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

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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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2017Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2017/31.

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2017Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/33.

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

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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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2017Buy, sell, or hold? A sense-making account of factors influencing trading decisions. (2017). Sobolev, Daphne ; McMillan, David ; Harvey, Nigel ; Chan, Bryan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1295618.

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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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More than 100 citations found, this list is not complete...

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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article94
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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2005Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents.(2005) In: LEM Papers Series.
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2008Wealth-driven competition in a speculative financial market: examples with maximizing agents.(2008) In: Quantitative Finance.
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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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paper7
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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paper28
2009Asset prices, traders behavior and market design.(2009) In: Journal of Economic Dynamics and Control.
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article
2008Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers.
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paper10
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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paper12
2009Market Equilibria under Procedural Rationality In: CeNDEF Working Papers.
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paper10
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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paper11
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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paper9
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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paper13
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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paper18
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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paper9
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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paper5
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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article0
2012Asset Pricing with Heterogeneous Investment Horizons In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2013INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics.
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article46
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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article21
2009Introduction to special issue on complexity in economics and finance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
2018A laboratory experiment on the heuristic switching model In: Journal of Economic Dynamics and Control.
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article0
2018Oligopoly game: Price makers meet price takers In: Journal of Economic Dynamics and Control.
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article0
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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article20
2019Fee structure and mutual fund choice: An experiment In: Journal of Economic Behavior & Organization.
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article4
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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article32
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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2005Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies In: Computing in Economics and Finance 2005.
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paper3
2006Behavioral Consistent Market Equilibria under Procedural Rationality In: Computing in Economics and Finance 2006.
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paper0
2018Some reflections on past and future of nonlinear dynamics in economics and finance In: Decisions in Economics and Finance.
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2018Timing under individual evolutionary learning in a continuous double auction In: Journal of Evolutionary Economics.
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2004Asset Pricing Model with Heterogeneous Investment Horizons In: LEM Papers Series.
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paper8
2004Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies In: LEM Papers Series.
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2005Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders In: LEM Papers Series.
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paper3
2015Fee structure, return chasing and mutual fund choice: an experiment In: Working Paper Series.
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