22
H index
28
i10 index
3153
Citations
Brandeis University | 22 H index 28 i10 index 3153 Citations RESEARCH PRODUCTION: 25 Articles 39 Papers 1 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Eastern Economic Journal | 3 |
Journal of Economic Dynamics and Control | 2 |
The Journal of Business | 2 |
American Economic Review | 2 |
Quantitative Finance | 2 |
Year | Title of citing document | |
---|---|---|
2021 | The 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 | |
2021 | Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278. Full description at Econpapers || Download paper | |
2021 | Fat 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 | |
2021 | Black-box model risk in finance. (2021). Snow, Derek ; Szpruch, Lukasz ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2102.04757. Full description at Econpapers || Download paper | |
2021 | CoinTossX: An open-source low-latency high-throughput matching engine. (2021). Gebbie, Tim ; Sing, Dharmesh ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2102.10925. Full description at Econpapers || Download paper | |
2021 | PolicySpace2: modeling markets and endogenous housing policies. (2021). Furtado, Bernardo Alves. In: Papers. RePEc:arx:papers:2102.11929. Full description at Econpapers || Download paper | |
2021 | The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network. (2021). Cartlidge, John ; Chen, YU ; Shi, Zijian. In: Papers. RePEc:arx:papers:2103.01670. Full description at Econpapers || Download paper | |
2021 | The Support and Resistance Line Method: An Analysis via Optimal Stopping. (2021). Liu, Ruiqi ; Jacka, Saul ; Henderson, Vicky. In: Papers. RePEc:arx:papers:2103.02331. Full description at Econpapers || Download paper | |
2021 | Financial Markets Prediction with Deep Learning. (2021). Wang, Degang ; Cao, YU ; Liu, Benyuan ; Sun, Tong. In: Papers. RePEc:arx:papers:2104.05413. Full description at Econpapers || Download paper | |
2021 | Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863. Full description at Econpapers || Download paper | |
2022 | Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019. Full description at Econpapers || Download paper | |
2021 | Stock Market Analysis with Text Data: A Review. (2021). Liu, Wei ; Prasad, Mukesh ; Chivukula, Aneesh ; Fataliyev, Kamaladdin. In: Papers. RePEc:arx:papers:2106.12985. Full description at Econpapers || Download paper | |
2021 | The Limit Order Book Recreation Model (LOBRM): An Extended Analysis. (2021). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2107.00534. Full description at Econpapers || Download paper | |
2021 | Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806. Full description at Econpapers || Download paper | |
2021 | Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering. (2021). Gokcesu, Hakan. In: Papers. RePEc:arx:papers:2109.02082. Full description at Econpapers || Download paper | |
2022 | Capital Demand Driven Business Cycles: Mechanism and Effects. (2021). Kroujiline, Dimitri ; Maxim, Michael Benzaquen ; Naumann-Woleske, Karl. In: Papers. RePEc:arx:papers:2110.00360. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2022 | Instability of financial markets by optimizing investment strategies investigated by an agent-based model. (2022). Takashima, Kosei ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.00831. Full description at Econpapers || Download paper | |
2022 | Do new investment strategies take existing strategies returns -- An investigation into agent-based models. (2022). Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.01423. Full description at Econpapers || Download paper | |
2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper | |
2022 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper | |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper | |
2022 | A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics. (2022). Li, Jiayi ; Salas-Flores, Carlos-Gustavo ; Lahrichi, Saad ; Wu, Tianyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2206.14932. Full description at Econpapers || Download paper | |
2022 | A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2021 | Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424. Full description at Econpapers || Download paper | |
2021 | The trend is an analysts friend: Analyst recommendations and market technicals. (2021). Flugum, Ryan. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:301-330. Full description at Econpapers || Download paper | |
2022 | Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726. Full description at Econpapers || Download paper | |
2022 | Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142. Full description at Econpapers || Download paper | |
2022 | Computational methods and classical?Marxian economics. (2022). Yoshihara, Naoki ; Veneziani, Roberto ; Cogliano, Jonathan F. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:310-349. Full description at Econpapers || Download paper | |
2022 | Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385. Full description at Econpapers || Download paper | |
2021 | Predictability 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 | |
2021 | Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7. Full description at Econpapers || Download paper | |
2022 | Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28. Full description at Econpapers || Download paper | |
2022 | A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973. Full description at Econpapers || Download paper | |
2021 | Market stability with machine learning agents. (2021). Georges, Christophre ; Pereira, Javier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001. Full description at Econpapers || Download paper | |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper | |
2022 | The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116. Full description at Econpapers || Download paper | |
2022 | Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154. Full description at Econpapers || Download paper | |
2022 | Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439. Full description at Econpapers || Download paper | |
2021 | Market instability and technical trading at high frequency: Evidence from NASDAQ stocks. (2021). Vargas, Nicolas ; Petitjean, Mikael ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001814. Full description at Econpapers || Download paper | |
2022 | Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674. Full description at Econpapers || Download paper | |
2022 | International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017. Full description at Econpapers || Download paper | |
2022 | No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance. (2022). Anghel, Dan Gabriel. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001720. Full description at Econpapers || Download paper | |
2022 | Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477. Full description at Econpapers || Download paper | |
2021 | Managing 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 | |
2022 | Testing technical trading strategies on Chinas equity ETFs: A skewness perspective. (2022). Jin, Xiaoye. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000728. Full description at Econpapers || Download paper | |
2021 | Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251. Full description at Econpapers || Download paper | |
2021 | An 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 | |
2021 | The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726. Full description at Econpapers || Download paper | |
2021 | VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945. Full description at Econpapers || Download paper | |
2022 | Market distraction and near-zero daily volatility persistence. (2022). Wang, Jianxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000023. Full description at Econpapers || Download paper | |
2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper | |
2022 | Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692. Full description at Econpapers || Download paper | |
2022 | Time series momentum in the US stock market: Empirical evidence and theoretical analysis. (2022). Zakamulin, Valeriy ; Giner, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001363. Full description at Econpapers || Download paper | |
2022 | The determinants of positive feedback trading behaviors in Bitcoin markets. (2022). Lee, Ming-Chih ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002014. Full description at Econpapers || Download paper | |
2022 | Predictive information in corporate bond yields. (2022). Lin, Hai ; Zhou, Guofu ; Wu, Chunchi ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000616. Full description at Econpapers || Download paper | |
2021 | Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818. Full description at Econpapers || Download paper | |
2021 | What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective. (2021). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443120301657. Full description at Econpapers || Download paper | |
2021 | Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices. (2021). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x. Full description at Econpapers || Download paper | |
2021 | Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542. Full description at Econpapers || Download paper | |
2022 | Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876. Full description at Econpapers || Download paper | |
2022 | Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983. Full description at Econpapers || Download paper | |
2021 | Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522. Full description at Econpapers || Download paper | |
2021 | Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673. Full description at Econpapers || Download paper | |
2021 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136. Full description at Econpapers || Download paper | |
2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper | |
2021 | Feedback loops in industry trade networks and the term structure of momentum profits. (2021). Simutin, Mikhail ; Sharifkhani, Ali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1171-1187. Full description at Econpapers || Download paper | |
2021 | Can 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 | |
2022 | Maximally predictable currency portfolios. (2022). Yilmaz, Fatih ; Shen, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200105x. Full description at Econpapers || Download paper | |
2022 | The impact of the Russian Aggression against Ukraine on the Russia-EU Trade. (2022). Koutronas, Evangelos ; Ruiz, Mario Arturo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:3:p:599-616. Full description at Econpapers || Download paper | |
2022 | Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216. Full description at Econpapers || Download paper | |
2021 | Stock return predictability: Evidence from moving averages of trading volume. (2021). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x21000019. Full description at Econpapers || Download paper | |
2021 | Predictive ability of similarity-based futures trading strategies. (2021). Kuo, Wei-Yu ; Chiu, Hsin-Yu ; Chiang, Mi-Hsiu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001232. Full description at Econpapers || Download paper | |
2021 | Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402. Full description at Econpapers || Download paper | |
2021 | The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). di Matteo, T ; Magafas, L ; Brandi, Giuseppe ; Antoniades, I P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591. Full description at Econpapers || Download paper | |
2021 | Information 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 | |
2021 | Cross-correlations between the P2P interest rate, Shibor and treasury yields. (2021). Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s037843712100217x. Full description at Econpapers || Download paper | |
2021 | Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160. Full description at Econpapers || Download paper | |
2021 | Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index. (2021). Pollacia, Lissa ; Saxena, Atul ; Jamaloodeen, Mohamed ; Heinz, Adrian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:221-244. Full description at Econpapers || Download paper | |
2021 | Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89. Full description at Econpapers || Download paper | |
2021 | Foreign institutional ownership and the effectiveness of technical analysis. (2021). Lee, Hsiu-Chuan ; Huang, Chia-Hsin ; Chien, Cheng-Yi ; Chung, Chien-Ping. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:86-96. Full description at Econpapers || Download paper | |
2021 | New 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 | |
2021 | Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246. Full description at Econpapers || Download paper | |
2021 | In order to stand up you must keep cycling: Change and coordination in complex evolving economies. (2021). Dosi, Giovanni ; Virgillito, M E. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:353-364. Full description at Econpapers || Download paper | |
2021 | Do Economic Effects of the Anti-COVID-19 Lockdowns in Different Regions Interact through Supply Chains?. (2021). Yasuyuki, Todo ; Yohsuke, Murase ; Hiroyasu, Inoue. In: Discussion papers. RePEc:eti:dpaper:21001. Full description at Econpapers || Download paper | |
2022 | Lockdowns Require Geographic Coordination because of the Propagation of Economic Effects through Supply Chains. (2022). Todo, Yasuyuki ; Yasuyuki, Todo ; Yohsuke, Murase ; Hiroyasu, Inoue. In: Discussion papers. RePEc:eti:dpaper:22076. Full description at Econpapers || Download paper | |
2021 | State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf. Full description at Econpapers || Download paper | |
2021 | Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153. Full description at Econpapers || Download paper | |
2022 | Stock Price Forecasting for Jordan Insurance Companies Amid the COVID-19 Pandemic Utilizing Off-the-Shelf Technical Analysis Methods. (2022). Tarawneh, Ahmad S ; Hassanat, Ahmad B ; Altarawneh, Ghada A ; Alghamdi, Mansoor ; Alrashidi, Malek ; Abadleh, Ahmad. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:2:p:43-:d:743590. Full description at Econpapers || Download paper | |
2021 | The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies. (2021). Anghel, Andrei ; Tudor, Cristiana. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4485-:d:600832. Full description at Econpapers || Download paper | |
2021 | Spoofing the Limit Order Book: A Strategic Agent-Based Analysis. (2021). Wellman, Michael ; Hoang, Christopher ; Wang, Xintong ; Vorobeychik, Yevgeniy. In: Games. RePEc:gam:jgames:v:12:y:2021:i:2:p:46-:d:561070. Full description at Econpapers || Download paper | |
2021 | A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:263-:d:572629. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Zhang, Zhaoyong ; Tsui, Albert K ; Bin, Joseph Zhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245. Full description at Econpapers || Download paper | |
2021 | Volatility and Risk in the Energy Market: A Trade Network Approach. (2021). Ben-Zvi, Tal ; Creamer, German G. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10199-:d:634210. Full description at Econpapers || Download paper | |
2021 | Cybernetics Approach Using Agent-Based Modeling in the Process of Evacuating Educational Institutions in Case of Disasters. (2021). Chiri, Nora ; Nica, Ionu ; Ionescu, Tefan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10277-:d:635438. Full description at Econpapers || Download paper | |
2022 | Barriers for Prosumers’ Open Business Models: A Resource-Based View on Assets and Data-Sharing in Electricity Markets. (2022). Ballon, Pieter ; van Zeeland, Ine ; Montakhabi, Mehdi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5705-:d:811317. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2000 | Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options In: American Economic Review. [Full Text][Citation analysis] | article | 15 |
2008 | Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents In: American Economic Review. [Full Text][Citation analysis] | article | 202 |
2008 | Modeling 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: 202 | paper | |
1991 | SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS. In: Working papers. [Citation analysis] | paper | 719 |
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: 719 | article | |
1990 | SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS. In: Working papers. [Citation analysis] | paper | 95 |
1992 | Some 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: 95 | article | |
1991 | Forecast Improvements Using A Volatility Index. In: Working papers. [Citation analysis] | paper | 25 |
1992 | Forecast Improvements Using a Volatility Index..(1992) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
1991 | Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results. In: Working papers. [Citation analysis] | paper | 4 |
1991 | Technical Trading Rules and Regime Shifts in Foreign Exchange. In: Working papers. [Citation analysis] | paper | 31 |
Technical Trading Rules and Regime Shifts in Foreign Exchange.() In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | ||
1991 | Transactions Costs and Correlations in a Large Firm Index. In: Working papers. [Citation analysis] | paper | 1 |
1992 | Persistence of the Dow Jones Index on Rising Volume. In: Working papers. [Citation analysis] | paper | 23 |
Persistence of the Dow Jones Index on Rising Volume.() In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | ||
1992 | Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets? In: Working papers. [Citation analysis] | paper | 23 |
1996 | Technical Trading Rule Profitability and Foreing Exchange Intervention. In: Working papers. [Citation analysis] | paper | 209 |
1999 | Technical trading rule profitability and foreign exchange intervention.(1999) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 209 | article | |
1996 | Technical Trading Rule Profitability and Foreign Exchange Intervention.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 209 | paper | |
Technical Trading Rule Profitability and Foreign Exchange Intervention.() In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 209 | paper | ||
1994 | Technical Trading Rule Profitability and Foreign Exchange Intervention.(1994) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 209 | paper | |
1995 | A Test for Independence Based on the Correlation Dimension. In: Working papers. [Citation analysis] | paper | 138 |
1995 | Experiments in Evolutionary Finance. In: Working papers. [Citation analysis] | paper | 4 |
Experiments in Evolutionary Finance.() In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | ||
1996 | Asset Pricing Under Endogenous Expectations in an Artificial Stock Market. In: Working papers. [Citation analysis] | paper | 111 |
1996 | Asset Pricing Under Endogenous Expectation in an Artificial Stock Market.(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
1997 | An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization. In: Working papers. [Citation analysis] | paper | 1 |
1997 | Time Series Properties of an Artificial Stock Market. In: Working papers. [Citation analysis] | paper | 264 |
1999 | Time 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: 264 | article | |
1997 | A Fast Algorithm for the BDS Statistic In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 14 |
2010 | Heterogeneous Gain Learning and Long Swings in Asset Prices In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Wealth Dynamics and a Bias Toward Momentum Trading In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Wealth 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 | |
2010 | Heterogeneous Gain Learning and the Dynamics of Asset Prices In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | Heterogeneous 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: 30 | article | |
2010 | Searching For Lost Decades In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Heterogeneous Agents and Long Horizon Features of Asset Prices In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Are Lost Decades in the Stock Market Black Swans? In: Rosenberg Global Financial Briefs. [Full Text][Citation analysis] | paper | 0 |
2001 | EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 52 |
1999 | Evolution 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: 52 | paper | |
2000 | Agent-based computational finance: Suggested readings and early research In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 162 |
2006 | Agent-based Computational Finance In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 376 |
2003 | Non-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] | article | 0 |
2007 | Long-memory in an order-driven market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 31 |
2008 | Introduction 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] | article | 8 |
1992 | Nonlinear Dynamics, Chaos, and Instability - Unix version In: MIT Press Books. [Citation analysis] | book | 6 |
1990 | Liquidity Constraints in Production-Based Asset-Pricing Models In: NBER Chapters. [Full Text][Citation analysis] | chapter | 10 |
1989 | Liquidity Constraints in Production Based Asset Pricing Models.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1995 | A Dynamic Structural Model for Stock Return Volatility and Trading Volume In: NBER Working Papers. [Full Text][Citation analysis] | paper | 151 |
1996 | A 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: 151 | article | |
2008 | The Impact of Imitation on Long Memory in an Order-Driven Market In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 26 |
2008 | The 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] | article | 4 |
2011 | Active and Passive Learning in Agent-based Financial Markets In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 8 |
2013 | Estimating the Probability of a Lost Decade for U.S. and Global Equity In: Journal of Financial Perspectives. [Citation analysis] | article | 0 |
2005 | Extreme Value Theory and Fat Tails in Equity Markets In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 12 |
1999 | Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] | paper | 2 |
2010 | Order-splitting and long-memory in an order-driven market In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 12 |
2001 | A builders guide to agent-based financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 34 |
2001 | Stochastic volatility as a simple generator of apparent financial power laws and long memory In: Quantitative Finance. [Full Text][Citation analysis] | article | 73 |
1989 | Nonlinear Dynamics and Stock Returns. In: The Journal of Business. [Full Text][Citation analysis] | article | 213 |
2001 | Foreign?Exchange Trading Volume and Federal Reserve Intervention In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend) In: Working papers. [Full Text][Citation analysis] | paper | 0 | |
The Joint Dynamics and Stability of Stock Prices and Volume In: Working papers. [Full Text][Citation analysis] | paper | 0 | |
Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange? In: Working papers. [Full Text][Citation analysis] | paper | 21 | |
1994 | Chaos and Nonlinear Forecastability in Economics and Finance In: Finance. [Full Text][Citation analysis] | paper | 25 |
1994 | Evaluating Neural Network Predictors by Bootstrapping In: Finance. [Full Text][Citation analysis] | paper | 3 |
1994 | Evaluating Neural Network Predictors by Bootstrapping.(1994) In: SFB 373 Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team