Blake Lebaron : Citation Profile


Are you Blake Lebaron?

Brandeis University

19

H index

26

i10 index

2548

Citations

RESEARCH PRODUCTION:

25

Articles

39

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   24 years (1989 - 2013). See details.
   Cites by year: 106
   Journals where Blake Lebaron has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 17 (0.66 %)

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   Permalink: http://citec.repec.org/ple1
   Updated: 2021-02-20    RAS profile: 2015-06-25    
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Relations with other researchers


Works with:

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

Is cited by:

Hommes, Cars (104)

He, Xuezhong (59)

Roventini, Andrea (49)

Westerhoff, Frank (46)

Dosi, Giovanni (38)

Brock, William (33)

Wagener, Florian (30)

Napoletano, Mauro (29)

Chiarella, Carl (28)

Sosvilla-Rivero, Simon (28)

Gallegati, Mauro (28)

Cites to:

Engle, Robert (22)

Granger, Clive (19)

Brock, William (16)

White, Halbert (15)

Bollerslev, Tim (15)

Chiarella, Carl (14)

Campbell, John (13)

Hommes, Cars (11)

Hendry, David (11)

Franses, Philip Hans (10)

Farmer, J. (8)

Main data


Where Blake Lebaron has published?


Journals with more than one article published# docs
Eastern Economic Journal3
American Economic Review2
Journal of Economic Dynamics and Control2
The Journal of Business2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Brandeis University, Department of Economics and International Businesss School5
Finance / University Library of Munich, Germany2
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Blake Lebaron (2021 and 2020)


YearTitle of citing document
2020Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction. (2020). Xing, Chunxiao ; Bian, Jiang ; Cao, Wei ; Zhao, LI ; Chen, Chi. In: Papers. RePEc:arx:papers:2002.06878.

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2020SHIFT: A Highly Realistic Financial Market Simulation Platform. (2020). BOZDOG, DRAGOS ; Calhoun, George ; Florescu, Ionut ; Alves, Thiago W. In: Papers. RePEc:arx:papers:2002.11158.

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2020Pairs Trading with Nonlinear and Non-Gaussian State Space Models. (2020). Zhang, Guang. In: Papers. RePEc:arx:papers:2005.09794.

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2020Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621.

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2020The Importance of Low Latency to Order Book Imbalance Trading Strategies. (2020). Balch, Tucker Hybinette ; Hybinette, Maria ; Palaparthi, Sruthi ; Byrd, David. In: Papers. RePEc:arx:papers:2006.08682.

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2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2021The impact of supply-chain networks on interactions between the anti-COVID-19 lockdowns in different regions. (2020). Todo, Yasuyuki ; Murase, Yohsuke ; Inoue, Hiroyasu. In: Papers. RePEc:arx:papers:2009.06894.

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2020Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2020The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool. (2020). Brandi, Giuseppe ; Antoniades, Ioannis P ; di Matteo, T ; Magafas, L G. In: Papers. RePEc:arx:papers:2010.08890.

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2020Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13038.

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2020Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275.

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2021Black-box model risk in finance. (2021). Cohen, Samuel N ; Snow, Derek ; Szpruch, Lukasz. In: Papers. RePEc:arx:papers:2102.04757.

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

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2020Can Technical Indicators Provide Information for Future Volatility: International Evidence. (2020). Xun, Peng ; Tingting, Ying ; Nenghui, Zhu ; Yanlong, Shi ; Xiangxing, Tao ; Yafeng, Shi. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:1:p:53-66:n:4.

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2020Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2020A new LSTM based reversal point prediction method using upward/downward reversal point feature sets. (2020). Lu, Pengyu ; Pak, Kyongsok ; Ryu, Unsok ; Kim, Chungsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305168.

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2020Chaotic signals inside some tick-by-tick financial time series. (2020). Escot, Lorenzo ; Sandubete, Julio E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302526.

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

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

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

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2020Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Szyszka, Adam ; Rzeszutek, Marcin ; Augier, Stanislas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

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2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

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2020Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133.

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2020Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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2020Emergence of New Economics Energy Transition Models: A Review. (2020). Jones, Aled ; Monasterolo, Irene ; Anger-Kraavi, Annela ; Hafner, Sarah. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800919307475.

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2021Managing complex adaptive systems: A resource/agent qualitative modelling perspective. (2021). Morton, Alec ; Howick, Susan ; Kazakov, Rossen . In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:386-400.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2020Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256.

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2021An agent-based modeling approach for analyzing the influence of market participants’ strategic behavior on green certificate trading. (2021). Fan, LU ; Ling-Zhi, Ren ; Xin-Gang, Zhao ; Hui, Wang. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220325706.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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2020An analysis of technical trading rules: The case of MENA markets. (2020). Saad, Mohsen ; Bley, Jorg. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319304143.

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2020The profitability of technical trading rules in the Bitcoin market. (2020). Gerritsen, Dirk ; Bouri, Elie ; Roubaud, David ; Ramezanifar, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303770.

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2020Profitability of technical trading rules among cryptocurrencies with privacy function. (2020). Grobys, Klaus ; Ahmed, Shaker ; Sapkota, Niranjan. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320300829.

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2020Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages. (2020). Rengs, Bernhard ; van den Bergh, Jeroen ; Scholz-Wackerle, Manuel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:332-368.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2020Weighted multiscale cumulative residual Rényi permutation entropy of financial time series. (2020). Zhou, Qin ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931742x.

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2021Information flux in complex networks: Path to stylized facts. (2021). Bosco, A R ; Atman, A. P. F., ; Ducha, F A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309365.

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2020Technical trading index, return predictability and idiosyncratic volatility. (2020). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:879-900.

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2021New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142.

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2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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2020High frequency momentum trading with cryptocurrencies. (2020). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308062.

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2020A modified BDS test. (2020). Hui, Yongchang ; Zheng, Shurong ; Bai, Zhidong ; Luo, Wenya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220300973.

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2020Complex economic problems and fitness landscapes: Assessment and methodological perspectives. (2020). Khraisha, Tamer. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:390-407.

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2020Temporal optimisation of signals emitted automatically by securities exchange indicators. (2020). Perez, Enrique Ventura ; Garcia, Rodrigo Martin ; Sanz, Raquel Arguedas. In: Cuadernos de Gestión. RePEc:ehu:cuader:49124.

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2020A Survey of Fintech Research and Policy Discussion. (2020). Jagtiani, Julapa ; Allen, Franklin ; Gu, Xian. In: Working Papers. RePEc:fip:fedpwp:88120.

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2020Oil Price Forecasting Using a Time-Varying Approach. (2020). Wang, Shun-Gang ; Zhang, Zhi-Gang ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1403-:d:333553.

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2020Research on Audit Supervision of Internet Finance. (2020). GE, Sheng ; Liu, Hua. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:2-:d:308832.

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2020Efficiency of the Brazilian Bitcoin: A DFA Approach. (2020). Ferreira, Paulo ; Burnquist, Heloisa ; Campoli, Jessica ; Quintino, Derick. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:25-:d:347854.

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

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2020A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment. (2020). Chang, Kuo-Chu ; Ji, Ran ; Jiang, Zhenlong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:155-:d:385284.

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2020Momentum Investment Strategy Using a Hidden Markov Model. (2020). Oh, Kyong Joo ; Lee, Hee Soo ; Bae, Han Hee ; Ryou, Hosun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:7031-:d:405619.

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2020Do psychological barriers exist in Latin American stock markets?. (2020). Fortuna, Natrcia ; Lobo, Jlio ; Silva, Franklin. In: Revista de Analisis Economico – Economic Analysis Review. RePEc:ila:anaeco:v:35:y:2020:i:2:p:29-56.

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2020The Profitability in the FTSE 100 Index: A New Markov Chain Approach. (2020). Nicolau, Joo ; Riedlinger, Flavio Ivo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09282-4.

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

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2020Portfolio creation using artificial neural networks and classification probabilities: a Canadian study. (2020). Morris, Tania ; Comeau, Jules. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00350-8.

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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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2020Stock price prediction using principal components. (2020). Ghorbani, Mahsa. In: PLOS ONE. RePEc:plo:pone00:0230124.

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2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:102434.

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2020Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:102767.

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2021Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach. (2021). Cincotti, Silvano ; Teglio, Andrea ; Raberto, Marco ; Bertani, Filippo. In: MPRA Paper. RePEc:pra:mprapa:105326.

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2020On the typicality of the representative agent. (2020). Teglio, Andrea. In: MPRA Paper. RePEc:pra:mprapa:105407.

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2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

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2020Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices. (2020). Peresetsky, Anatoly ; Pogorelova, Polina. In: Applied Econometrics. RePEc:ris:apltrx:0387.

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2020The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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2020Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach. (2020). Loganathan, Nanthakumar ; Chohan, Muhammad Ali ; Ramakrishnan, Suresh ; Butt, Shamaila . In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00181-6.

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2020Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5.

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2020Efficient market hypothesis: a ruinous implication for Portugese stock market. (2020). Hajilee, Massomeh ; Metghalchi, Massoud ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09514-8.

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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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2020Innovation, finance, and economic growth: an agent-based approach. (2020). Roventini, Andrea ; Giachini, Daniele ; Fagiolo, Giorgio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00258-1.

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2020Scaling and discontinuities in the global economy. (2020). Angeler, David G ; Allen, Craig R ; Sundstrom, Shana M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:2:d:10.1007_s00191-019-00650-x.

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2020Technical analysis: the psychology of the market of dry bulk freight rates. (2020). Clott, Christopher ; Mileski, Joan ; Laverne, Taliese ; Galvao, Cassia Bomer. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-020-00079-7.

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

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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2020Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Working Paper Series. RePEc:trr:qfrawp:202003.

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2020Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification Approaches. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202001.

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

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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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2021Impact of bitcoin futures on the informational efficiency of bitcoin spot market. (2021). Shynkevich, Andrei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:115-134.

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2020The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market. (2020). Qureshi, Mohammad Nadeem ; Anand, Vivake ; Khand, Salma. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:23:y:2020:i:01:n:s0219091520500010.

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

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020.

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2020Stock price related financial fragility and growth patterns. (2020). Assmuth, Pascal. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:202010.

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2020POSA: Policy implementation sensitivity analysis. (2020). Schaff, Frederik ; Bauermann, Tom. In: Ruhr Economic Papers. RePEc:zbw:rwirep:854.

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Works by Blake Lebaron:


YearTitleTypeCited
2000Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options In: American Economic Review.
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article15
2008Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents In: American Economic Review.
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2008Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents.(2008) In: Staff General Research Papers Archive.
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1991SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS. In: Working papers.
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1992 Simple Technical Trading Rules and the Stochastic Properties of Stock Returns..(1992) In: Journal of Finance.
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1990SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS. In: Working papers.
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paper91
1992Some Relations between Volatility and Serial Correlations in Stock Market Returns..(1992) In: The Journal of Business.
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1991Forecast Improvements Using A Volatility Index. In: Working papers.
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paper23
1992Forecast Improvements Using a Volatility Index..(1992) In: Journal of Applied Econometrics.
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1991Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results. In: Working papers.
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paper4
1991Technical Trading Rules and Regime Shifts in Foreign Exchange. In: Working papers.
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paper19
Technical Trading Rules and Regime Shifts in Foreign Exchange.() In: Working papers.
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1991Transactions Costs and Correlations in a Large Firm Index. In: Working papers.
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paper1
1992Persistence of the Dow Jones Index on Rising Volume. In: Working papers.
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paper16
Persistence of the Dow Jones Index on Rising Volume.() In: Working papers.
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paper
1992Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? In: Working papers.
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paper12
1996Technical Trading Rule Profitability and Foreing Exchange Intervention. In: Working papers.
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paper177
1999Technical trading rule profitability and foreign exchange intervention.(1999) In: Journal of International Economics.
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article
1996Technical Trading Rule Profitability and Foreign Exchange Intervention.(1996) In: NBER Working Papers.
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paper
Technical Trading Rule Profitability and Foreign Exchange Intervention.() In: Working papers.
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1994Technical Trading Rule Profitability and Foreign Exchange Intervention.(1994) In: International Finance.
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paper
1995A Test for Independence Based on the Correlation Dimension. In: Working papers.
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paper138
1995Experiments in Evolutionary Finance. In: Working papers.
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paper4
Experiments in Evolutionary Finance.() In: Working papers.
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paper
1996Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. In: Working papers.
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paper100
1996Asset Pricing Under Endogenous Expectation in an Artificial Stock Market.(1996) In: Working Papers.
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paper
1997An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization. In: Working papers.
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paper1
1997Time Series Properties of an Artificial Stock Market. In: Working papers.
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paper235
1999Time series properties of an artificial stock market.(1999) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 235
article
1997A Fast Algorithm for the BDS Statistic In: Studies in Nonlinear Dynamics & Econometrics.
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article11
2010Heterogeneous Gain Learning and Long Swings in Asset Prices In: Working Papers.
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paper2
2010Wealth Dynamics and a Bias Toward Momentum Trading In: Working Papers.
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paper1
2012Wealth dynamics and a bias toward momentum trading.(2012) In: Finance Research Letters.
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article
2010Heterogeneous Gain Learning and the Dynamics of Asset Prices In: Working Papers.
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paper26
2012Heterogeneous gain learning and the dynamics of asset prices.(2012) In: Journal of Economic Behavior & Organization.
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article
2010Searching For Lost Decades In: Working Papers.
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2013Heterogeneous Agents and Long Horizon Features of Asset Prices In: Working Papers.
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2012Are Lost Decades in the Stock Market Black Swans? In: Rosenberg Global Financial Briefs.
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2001EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET In: Macroeconomic Dynamics.
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article46
1999Evolution and Time Horizons in an Agent-Based Stock Market.(1999) In: Computing in Economics and Finance 1999.
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paper
2000Agent-based computational finance: Suggested readings and early research In: Journal of Economic Dynamics and Control.
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article137
2006Agent-based Computational Finance In: Handbook of Computational Economics.
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chapter175
2003Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [ In: International Journal of Forecasting.
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article0
2007Long-memory in an order-driven market In: Physica A: Statistical Mechanics and its Applications.
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article19
2008Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article7
1992Nonlinear Dynamics, Chaos, and Instability - Unix version In: MIT Press Books.
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book5
1990Liquidity Constraints in Production-Based Asset-Pricing Models In: NBER Chapters.
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chapter7
1989Liquidity Constraints in Production Based Asset Pricing Models.(1989) In: NBER Working Papers.
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paper
1995A Dynamic Structural Model for Stock Return Volatility and Trading Volume In: NBER Working Papers.
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paper125
1996A Dynamic Structural Model for Stock Return Volatility and Trading Volume..(1996) In: The Review of Economics and Statistics.
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article
2008The Impact of Imitation on Long Memory in an Order-Driven Market In: Eastern Economic Journal.
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article22
2008The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081 In: Eastern Economic Journal.
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article4
2011Active and Passive Learning in Agent-based Financial Markets In: Eastern Economic Journal.
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article8
2013Estimating the Probability of a Lost Decade for U.S. and Global Equity In: Journal of Financial Perspectives.
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article0
2005Extreme Value Theory and Fat Tails in Equity Markets In: Computing in Economics and Finance 2005.
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paper9
1999Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders In: Computing in Economics and Finance 1999.
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paper2
2010Order-splitting and long-memory in an order-driven market In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article11
2001A builders guide to agent-based financial markets In: Quantitative Finance.
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article27
2001Stochastic volatility as a simple generator of apparent financial power laws and long memory In: Quantitative Finance.
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article61
1989Nonlinear Dynamics and Stock Returns. In: The Journal of Business.
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article200
2001Foreign‐Exchange Trading Volume and Federal Reserve Intervention In: Journal of Futures Markets.
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article4
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) In: Working papers.
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paper0
The Joint Dynamics and Stability of Stock Prices and Volume In: Working papers.
[Full Text][Citation analysis]
paper0
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? In: Working papers.
[Full Text][Citation analysis]
paper10
1994Chaos and Nonlinear Forecastability in Economics and Finance In: Finance.
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paper23
1994Evaluating Neural Network Predictors by Bootstrapping In: Finance.
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paper2
1994Evaluating Neural Network Predictors by Bootstrapping.(1994) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper

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