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 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1
   Updated: 2021-02-20    RAS profile: 2015-06-25    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Blake Lebaron:

YearTitleTypeCited
2000Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options In: American Economic Review.
[Full Text][Citation analysis]		article15
2008Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents In: American Economic Review.
[Full Text][Citation analysis]		article157
2008Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents.(2008) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 157		paper
1991SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS. In: Working papers.
[Citation analysis]		paper611
1992 Simple Technical Trading Rules and the Stochastic Properties of Stock Returns..(1992) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 611		article
1990SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS. In: Working papers.
[Citation analysis]		paper91
1992Some Relations between Volatility and Serial Correlations in Stock Market Returns..(1992) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91		article
1991Forecast Improvements Using A Volatility Index. In: Working papers.
[Citation analysis]		paper23
1992Forecast Improvements Using a Volatility Index..(1992) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
1991Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results. In: Working papers.
[Citation analysis]		paper4
1991Technical Trading Rules and Regime Shifts in Foreign Exchange. In: Working papers.
[Citation analysis]		paper19
Technical Trading Rules and Regime Shifts in Foreign Exchange.() In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1991Transactions Costs and Correlations in a Large Firm Index. In: Working papers.
[Citation analysis]		paper1
1992Persistence of the Dow Jones Index on Rising Volume. In: Working papers.
[Citation analysis]		paper16
Persistence of the Dow Jones Index on Rising Volume.() In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
1992Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? In: Working papers.
[Citation analysis]		paper12
1996Technical Trading Rule Profitability and Foreing Exchange Intervention. In: Working papers.
[Citation analysis]		paper177
1999Technical trading rule profitability and foreign exchange intervention.(1999) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		article
1996Technical Trading Rule Profitability and Foreign Exchange Intervention.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
Technical Trading Rule Profitability and Foreign Exchange Intervention.() In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
1994Technical Trading Rule Profitability and Foreign Exchange Intervention.(1994) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
1995A Test for Independence Based on the Correlation Dimension. In: Working papers.
[Citation analysis]		paper138
1995Experiments in Evolutionary Finance. In: Working papers.
[Citation analysis]		paper4
Experiments in Evolutionary Finance.() In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1996Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. In: Working papers.
[Citation analysis]		paper100
1996Asset Pricing Under Endogenous Expectation in an Artificial Stock Market.(1996) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 100		paper
1997An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization. In: Working papers.
[Citation analysis]		paper1
1997Time Series Properties of an Artificial Stock Market. In: Working papers.
[Citation analysis]		paper235
1999Time series properties of an artificial stock market.(1999) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 235		article
1997A Fast Algorithm for the BDS Statistic In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article11
2010Heterogeneous Gain Learning and Long Swings in Asset Prices In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Wealth Dynamics and a Bias Toward Momentum Trading In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Wealth dynamics and a bias toward momentum trading.(2012) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2010Heterogeneous Gain Learning and the Dynamics of Asset Prices In: Working Papers.
[Full Text][Citation analysis]		paper26
2012Heterogeneous gain learning and the dynamics of asset prices.(2012) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2010Searching For Lost Decades In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Heterogeneous Agents and Long Horizon Features of Asset Prices In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Are Lost Decades in the Stock Market Black Swans? In: Rosenberg Global Financial Briefs.
[Full Text][Citation analysis]		paper0
2001EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article46
1999Evolution and Time Horizons in an Agent-Based Stock Market.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has another version. Agregated cites: 46		paper
2000Agent-based computational finance: Suggested readings and early research In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article137
2006Agent-based Computational Finance In: Handbook of Computational Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2007Long-memory in an order-driven market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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).
[Full Text][Citation analysis]		article7
1992Nonlinear Dynamics, Chaos, and Instability - Unix version In: MIT Press Books.
[Citation analysis]		book5
1990Liquidity Constraints in Production-Based Asset-Pricing Models In: NBER Chapters.
[Full Text][Citation analysis]		chapter7
1989Liquidity Constraints in Production Based Asset Pricing Models.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1995A Dynamic Structural Model for Stock Return Volatility and Trading Volume In: NBER Working Papers.
[Full Text][Citation analysis]		paper125
1996A Dynamic Structural Model for Stock Return Volatility and Trading Volume..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125		article
2008The Impact of Imitation on Long Memory in an Order-Driven Market In: Eastern Economic Journal.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article4
2011Active and Passive Learning in Agent-based Financial Markets In: Eastern Economic Journal.
[Full Text][Citation analysis]		article8
2013Estimating the Probability of a Lost Decade for U.S. and Global Equity In: Journal of Financial Perspectives.
[Citation analysis]		article0
2005Extreme Value Theory and Fat Tails in Equity Markets In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper9
1999Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]		paper2
2010Order-splitting and long-memory in an order-driven market In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article11
2001A builders guide to agent-based financial markets In: Quantitative Finance.
[Full Text][Citation analysis]		article27
2001Stochastic volatility as a simple generator of apparent financial power laws and long memory In: Quantitative Finance.
[Full Text][Citation analysis]		article61
1989Nonlinear Dynamics and Stock Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article200
2001Foreign‐Exchange Trading Volume and Federal Reserve Intervention In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) In: Working papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper23
1994Evaluating Neural Network Predictors by Bootstrapping In: Finance.
[Full Text][Citation analysis]		paper2
1994Evaluating Neural Network Predictors by Bootstrapping.(1994) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team