Mikhail Anufriev : Citation Profile

Are you Mikhail Anufriev?

University of Technology Sydney

15

H index

21

i10 index

698

Citations

RESEARCH PRODUCTION:

27

Articles

41

Papers

4

Chapters

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 38
   Journals where Mikhail Anufriev has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 48 (6.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan127
   Updated: 2023-08-19    RAS profile: 2022-11-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Panchenko, Valentyn (5)

Duffy, John (4)

Tuinstra, Jan (3)

Bao, Te (2)

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

Is cited by:

Hommes, Cars (86)

Westerhoff, Frank (51)

Roventini, Andrea (27)

Dindo, Pietro (25)

Bao, Te (23)

Massaro, Domenico (21)

Dosi, Giovanni (20)

He, Xuezhong (Tony) (20)

Napoletano, Mauro (17)

Colasante, Annarita (17)

Hanaki, Nobuyuki (16)

Cites to:

Hommes, Cars (140)

He, Xuezhong (Tony) (96)

Brock, William (56)

Tuinstra, Jan (53)

Bottazzi, Giulio (32)

Schenk-Hoppé, Klaus (28)

Sonnemans, Joep (27)

Wagener, Florian (22)

Panchenko, Valentyn (21)

Evstigneev, Igor (20)

Westerhoff, Frank (17)

Main data

Where Mikhail Anufriev has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control9
Journal of Economic Behavior & Organization4
Journal of Evolutionary Economics3

Working Papers Series with more than one paper published# docs
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance20
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney7
LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy5

Recent works citing Mikhail Anufriev (2022 and 2021)

YearTitle of citing document
2021Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19. (2021). Savona, Roberto ; Colturato, Michele ; Bazzana, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:314928.

Full description at Econpapers || Download paper

2021Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance. (2020). Alori, Aleksandra ; Nicole, Robin ; Sollich, Peter. In: Papers. RePEc:arx:papers:2012.04103.

Full description at Econpapers || Download paper

2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

Full description at Econpapers || Download paper

2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

Full description at Econpapers || Download paper

2022A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259.

Full description at Econpapers || Download paper

2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

Full description at Econpapers || Download paper

2023A Classical Model of Speculative Asset Price Dynamics. (2023). Smith, Vernon ; Inoua, Sabiou. In: Papers. RePEc:arx:papers:2307.00410.

Full description at Econpapers || Download paper

2022Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715.

Full description at Econpapers || Download paper

2022A Horse Race of Monetary Policy Regimes: An Experimental Investigation. (2022). Yang, Jing ; Petersen, Luba ; Kostyshyna, Olena. In: Staff Working Papers. RePEc:bca:bocawp:22-33.

Full description at Econpapers || Download paper

2022CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-51.

Full description at Econpapers || Download paper

2021Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound. (2021). Zden, Tolga. In: Working Papers. RePEc:dnb:dnbwpp:714.

Full description at Econpapers || Download paper

2022Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181.

Full description at Econpapers || Download paper

2022Monetary policy & anchored expectations: an endogenous gain learning model. (2022). Gáti, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222685.

Full description at Econpapers || Download paper

2021Expectation formation in finance and macroeconomics: A review of new experimental evidence. (2021). Hommes, Cars ; Bao, Te ; Pei, Jiaoying. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001350.

Full description at Econpapers || Download paper

2022Defaults, disclosures, advice and calculators: One size does not fit all. (2022). Thorp, Susan ; Newell, Ben R ; Dobrescu, Isabella ; Bateman, Hazel ; Wang-Ly, Nathan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000387.

Full description at Econpapers || Download paper

2023A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022.

Full description at Econpapers || Download paper

2021Whom to educate? Financial literacy and investor awareness. (2021). Zhao, Xiaojian ; Huang, Yangguang ; Gui, Zhengqing. In: China Economic Review. RePEc:eee:chieco:v:67:y:2021:i:c:s1043951x21000262.

Full description at Econpapers || Download paper

2021Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents. (2021). Mokaev, Timur N ; Kuznetsov, Nikolay V ; Alexeeva, Tatyana A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921007190.

Full description at Econpapers || Download paper

2022A 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

2022Market dynamics with a state-owned dominant firm and a competitive fringe. (2022). Valori, Vincenzo ; Ricchiuti, Giorgio ; Doni, Nicola ; Colucci, Domenico. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922005756.

Full description at Econpapers || Download paper

2023Dynamic corporate social responsibility adjustment strategies of a closed-loop supply chain with fairness concerns and supply chain financing. (2023). Zhou, Yongwu ; Zhang, Tonghua ; Xiao, LU ; Chen, Jianxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000590.

Full description at Econpapers || Download paper

2021Market 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

2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

Full description at Econpapers || Download paper

2021Monetary Policy and Asset Price Bubbles: A Laboratory Experiment. (2021). Noussair, Charles ; Giusti, Giovanni ; Gali, Jordi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001196.

Full description at Econpapers || Download paper

2021Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718.

Full description at Econpapers || Download paper

2022Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model. (2022). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001117.

Full description at Econpapers || Download paper

2022Over-the-counter versus double auction in asset markets with near-zero-intelligence traders. (2022). Zhan, Yaosong ; Lu, Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002147.

Full description at Econpapers || Download paper

2023Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743.

Full description at Econpapers || Download paper

2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

Full description at Econpapers || Download paper

2023(A)symmetric equilibria and adaptive learning dynamics in small-committee voting. (2023). Goertz, J. M. M., ; Chernomaz, K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002901.

Full description at Econpapers || Download paper

2022Beautiful 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

2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

Full description at Econpapers || Download paper

2022Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards. (2022). Roventini, Andrea ; Filatova, Tatiana ; Taberna, Alessandro ; Lamperti, Francesco. In: Ecological Economics. RePEc:eee:ecolec:v:202:y:2022:i:c:s0921800922002506.

Full description at Econpapers || Download paper

2023Modeling and solving the waste valorization production and distribution scheduling problem. (2023). Renaud, Jacques ; Darvish, Maryam ; Coelho, Leandro C ; Chagas, Guilherme O. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:400-417.

Full description at Econpapers || Download paper

2023An integrated multitiered supply chain network model of competing agricultural firms and processing firms: The case of fresh produce and quality. (2023). Dutta, Pritha ; Nagurney, Anna ; Besik, Deniz. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:364-381.

Full description at Econpapers || Download paper

2021Emission tax vs. permit trading under bounded rationality and dynamic markets. (2021). van den Bergh, Jeroen ; Savin, Ivan ; Foramitti, Joel. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pb:s0301421520307205.

Full description at Econpapers || Download paper

2021Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints. (2021). Zhang, Qun ; Liu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000879.

Full description at Econpapers || Download paper

2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

Full description at Econpapers || Download paper

2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

Full description at Econpapers || Download paper

2022On the destabilizing nature of capital gains taxes. (2022). Westerhoff, Frank ; Gardini, Laura ; Dieci, Roberto. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162.

Full description at Econpapers || Download paper

2021Pricking asset market bubbles. (2021). Westerhoff, Frank ; Schmitt, Noemi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930844x.

Full description at Econpapers || Download paper

2022Impact of Price Path on Disposition Bias. (2022). Jacob, Joshy ; Bansal, Avijit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001960.

Full description at Econpapers || Download paper

2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

Full description at Econpapers || Download paper

2021Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404.

Full description at Econpapers || Download paper

2021Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment. (2021). Hommes, Cars ; Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:39-82.

Full description at Econpapers || Download paper

2021Heterogeneous expectations, housing bubbles and tax policy. (2021). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573.

Full description at Econpapers || Download paper

2021Comovement and return predictability in asset markets: An experiment with two Lucas trees. (2021). Noussair, Charles ; Popescu, Andreea Victoria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:671-687.

Full description at Econpapers || Download paper

2021Heterogeneity in individual expectations, sentiment, and constant-gain learning. (2021). Milani, Fabio ; Cole, Stephen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:627-650.

Full description at Econpapers || Download paper

2021The impact of ETFs in secondary asset markets: Experimental evidence. (2021). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:674-696.

Full description at Econpapers || Download paper

2021Traders, 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

2021Trend 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

2022The effect of futures markets on the stability of commodity prices. (2022). Tuinstra, Jan ; Sonnemans, Joep ; de Jong, Johan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:176-211.

Full description at Econpapers || Download paper

2022Forward guidance and the role of central bank credibility under heterogeneous beliefs. (2022). Mavromatis, Kostas ; Hommes, Cars ; Goy, Gavin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1240-1274.

Full description at Econpapers || Download paper

2022Learning to deal with repeated shocks under strategic complementarity: An experiment. (2022). Zylbersztejn, Adam ; Cornand, Camille ; Bulutay, Muhammed. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1318-1343.

Full description at Econpapers || Download paper

2022The Keynesian beauty contest revisited. (2022). Lehmann-Waffenschmidt, Marco ; Marx, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:164-181.

Full description at Econpapers || Download paper

2023Local rationality. (2023). McGough, Bruce ; Li, Jungang ; Evans, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:216-236.

Full description at Econpapers || Download paper

2021Monetary policy rules in a non-rational world: A macroeconomic experiment. (2021). Mauersberger, Felix. In: Journal of Economic Theory. RePEc:eee:jetheo:v:197:y:2021:i:c:s002205312100020x.

Full description at Econpapers || Download paper

2021Modelling reference dependence for repeated choices: A horse race between models of normalisation. (2021). Chernulich, Aleksei. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:87:y:2021:i:c:s0167487021000611.

Full description at Econpapers || Download paper

2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

Full description at Econpapers || Download paper

2021Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit. (2021). Zhou, Yong-Wu ; Zhang, Tonghua ; Chen, Jianxin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:181:y:2021:i:c:p:471-486.

Full description at Econpapers || Download paper

2022Dynamical complexity of pricing and green level for a dyadic supply chain with capital constraint. (2022). Zhou, Yong-Wu ; Zhang, Tonghua ; Zheng, Junhao ; Chen, Jianxin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:195:y:2022:i:c:p:1-21.

Full description at Econpapers || Download paper

2021Managing self-organization of expectations through monetary policy: A macro experiment. (2021). Hommes, Cars ; Massaro, D ; Heemeijer, P ; Assenza, T. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:170-186.

Full description at Econpapers || Download paper

2022Are long-horizon expectations (de-)stabilizing? Theory and experiments. (2022). Hommes, Cars ; Evans, George ; Salle, Isabelle ; McGough, Bruce. In: Journal of Monetary Economics. RePEc:eee:moneco:v:132:y:2022:i:c:p:44-63.

Full description at Econpapers || Download paper

2021Central Bank Transparency with (semi-)public Information: Laboratory Experiments. (2021). trabelsi, emna ; Hichri, Walid. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:90:y:2021:i:c:s2214804320306881.

Full description at Econpapers || Download paper

2021Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19. (2021). Bazzana, Davide ; Savona, Roberto ; Colturato, Michele. In: Working Papers. RePEc:fem:femwpa:2021.26.

Full description at Econpapers || Download paper

2022Market dynamics with a state-owned dominant firm and a competitive fringe. (2022). Ricchiuti, Giorgio ; Valori, Vincenzo ; Doni, Nicola ; Colucci, Domenico. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_05.rdf.

Full description at Econpapers || Download paper

2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

Full description at Econpapers || Download paper

2022Conceptual System Dynamics and Agent-Based Modelling Simulation of Interorganisational Fairness in Food Value Chains: Research Agenda and Case Studies. (2022). Jaghdani, Tinoush J ; Kazakov, Rossen ; Uri, Ivan ; Olafsdottir, Gudrun ; Barling, David ; McGarraghy, Sean ; Aubert, Pierre-Marie ; Samoggia, Antonella ; Esposito, Gianandrea ; Echura, Luka ; Aechura, Luk ; Bogason, Sigurdur G ; Gudbrandsdottir, Ingunn Y ; Saviolidis, Nina M ; Loveluck, William ; Thakur, Maitri ; Huber, Elise. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:2:p:280-:d:750571.

Full description at Econpapers || Download 2022

LASAM Model: An Important Tool in the Decision Support System for Policymakers and Farmers. (2022). Krievina, Agnese ; Nipers, Aleksejs ; Pilvere, Irina ; Kotovs, Daniels ; Upite, Ilze. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:705-:d:817457.

Full description at Econpapers || Download paper

2023PDD-Net: Plant Disease Diagnoses Using Multilevel and Multiscale Convolutional Neural Network Features. (2023). Turki, Turki ; Alghamdi, Hamed. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:1072-:d:1149128.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Consumer Perceptions of Sustainable Products: A Systematic Literature Review. (2023). Strazzullo, Serena ; Mauriello, Roberto ; Cricelli, Livio ; Camilleri, Mark Anthony. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8923-:d:1161648.

Full description at Econpapers || Download paper

2022Learning to deal with repeated shocks under strategic complementarity: An experiment. (2022). Cornand, Camille ; Bulutay, Muhammed ; Zylbersztejn, Adam. In: Post-Print. RePEc:hal:journl:halshs-02895753.

Full description at Econpapers || Download paper

2021Entry and exit decisions under public and private information: An experiment. (2021). Sharifova, Manizha ; Rud, Olga A ; Rabanal, Jean Paul ; Horowitz, John ; Chernulich, Aleksei. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2021_003.

Full description at Econpapers || Download paper

2021Reinforcement Learning in a Cournot Oligopoly Model. (2021). Xu, Junyi. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09982-4.

Full description at Econpapers || Download paper

2021Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Li, Han Dong ; Zhou, Xuan ; Shi, YU ; Luo, Qixuan. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

Full description at Econpapers || Download paper

2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

Full description at Econpapers || Download paper

2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

Full description at Econpapers || Download paper

2021Bubbles, crashes and information contagion in large-group asset market experiments. (2021). Sonnemans, Joep ; Kopányi-Peuker, Anita ; Hommes, Cars ; Kopanyi-Peuker, Anita. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09664-w.

Full description at Econpapers || Download paper

2023Entry and exit decisions under public and private information: an experiment. (2023). Sharifova, Manizha ; Rud, Olga ; Rabanal, Jean Paul ; Horowitz, John ; Chernulich, Aleksei. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:2:d:10.1007_s10683-022-09764-9.

Full description at Econpapers || Download paper

2021DEEDP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19. (2021). Eratalay, Mustafa ; Corts, Ariana Paola. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:134.

Full description at Econpapers || Download paper

2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

Full description at Econpapers || Download paper

2022THE EFFECTS OF THE ECB COMMUNICATIONS ON FINANCIAL MARKETS BEFORE AND DURING COVID-19 PANDEMICAbstract:The paper aims to estimate the effects of the European Central Bank communications on the sectora. (2022). Sharma, Rajesh ; Lapitskaya, Darya ; Eratalay, Mustafa Hakan ; Alfieri, Luca. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:140.

Full description at Econpapers || Download paper

2022From Individual Human Decisions to Economic and Financial Policies. (2022). Weber, Matthias. In: SocArXiv. RePEc:osf:socarx:5ju7z.

Full description at Econpapers || Download paper

2022Competitive pricing on online markets: a literature review. (2022). Berends, Jan ; Gerpott, Torsten J. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:21:y:2022:i:6:d:10.1057_s41272-022-00390-x.

Full description at Econpapers || Download paper

2022Actual rate of the management fee in mutual funds of different styles. (2022). Szymczyk, Ukasz ; Perez, Katarzyna. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:969-1014.

Full description at Econpapers || Download paper

2022The effect of time-varying fundamentals in Learning-to-Forecast Experiments. (2022). Ruiz-Buforn, Alba ; Alfarano, Simone ; Colasante, Annarita ; Camacho-Cuena, Eva. In: MPRA Paper. RePEc:pra:mprapa:113086.

Full description at Econpapers || Download paper

2021Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

Full description at Econpapers || Download paper

2022Complex dynamics in the market for loans. (2022). Mukherji, Nivedita. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00341-y.

Full description at Econpapers || Download paper

2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

Full description at Econpapers || Download paper

2021Harrodian instability in decentralized economies: an agent-based approach. (2021). Russo, Emanuele. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:2:d:10.1007_s40888-020-00200-w.

Full description at Econpapers || Download paper

2022Deep diving into the S&P Europe 350 index network and its reaction to COVID-19. (2022). Eratalay, Mustafa Hakan ; Cortes, Ariana Paola. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:5:y:2022:i:2:d:10.1007_s42001-022-00172-w.

Full description at Econpapers || Download paper

2022Why macroeconomics needs experimental evidence. (2022). Duffy, John. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:1:d:10.1007_s42973-021-00090-y.

Full description at Econpapers || Download paper

2021A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

Full description at Econpapers || Download paper

2022Speculative housing markets and rent control: insights from nonlinear economic dynamics. (2022). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-020-00312-3.

Full description at Econpapers || Download paper

2022Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint. (2022). Valori, Vincenzo ; Vigna, Matteo ; Colucci, Domenico. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-021-00335-4.

Full description at Econpapers || Download paper

2021Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

Full description at Econpapers || Download paper

2021Discrete beliefs space and equilibrium: a cautionary note. (2021). Berardi, Michele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:2:d:10.1007_s00191-020-00689-1.

Full description at Econpapers || Download paper

2021Market sentiment and heterogeneous agents in an evolutive financial model. (2021). Naimzada, Ahmad ; Pecora, N ; Cavalli, F ; Pireddu, M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00737-4.

Full description at Econpapers || Download paper

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

Works by Mikhail Anufriev:

YearTitleTypeCited
2012Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article170
2011Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.(2011) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170		paper
2005Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper15
2005Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents.(2005) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2008Wealth-driven competition in a speculative financial market: examples with maximizing agents.(2008) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2006Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper4
2006Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2006Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model.(2006) In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2007Evolution of Market Heuristics In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper10
2007Wealth Selection in a Financial Market with Heterogeneous Agents In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2007Asset Prices, Traders Behavior, and Market Design In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper36
2009Asset prices, traders behavior and market design.(2009) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		article
2008Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper11
2009Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper1
2009Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper15
2009Market Equilibria under Procedural Rationality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper16
2010Market equilibria under procedural rationality.(2010) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2010Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper16
2013Efficiency of continuous double auctions under individual evolutionary learning with full or limited information.(2013) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2010The impact of short-selling constraints on financial market stability in a model with heterogeneous agents In: CeNDEF Working Papers.
[Citation analysis]		paper2
2010Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper39
2013Evolutionary selection of expectations in positive and negative feedback markets.(2013) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		article
2011Excess Covariance and Dynamic Instability in a Multi-Asset Model In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper12
2012Excess covariance and dynamic instability in a multi-asset model.(2012) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2012Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper20
2013Learning cycles in Bertrand competition with differentiated commodities and competing learning rules.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2013Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper27
2013The impact of short-selling constraints on financial market stability in a heterogeneous agents model.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2013The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2013Fund Choice Behavior and Estimation of Switching Models: An Experiment In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper2
2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper23
2019Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2019) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2015Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper20
2016Microfoundations for switching behavior in heterogeneous agent models: An experiment.(2016) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2015Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2015Macroeconomics at the Service of Public Policy , by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press , Oxford , 2013 ), pp. xiv + 226 . In: The Economic Record.
[Full Text][Citation analysis]		article0
2012Asset Pricing with Heterogeneous Investment Horizons In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2021Dissonance Minimization and Conversation in Social Networks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2013INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article72
2009Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		paper
2022The role of information in a continuous double auction: An experiment and learning model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2006Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article24
2009Introduction to special issue on complexity in economics and finance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2018A laboratory experiment on the heuristic switching model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2018Oligopoly game: Price makers meet price takers In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2021Integrated modeling of extended agro-food supply chains: A systems approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2019Fee structure and mutual fund choice: An experiment In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article13
2018Fee Structure and Mutual Fund Choice: An Experiment.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2022Asset price volatility and investment horizons: An experimental investigation In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2020Asset Price Volatility and Investment Horizons: An Experimental Investigation.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010Wealth-driven selection in a financial market with heterogeneous agents In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article36
2009Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2007Wealth-driven Selection in a Financial Market with Heterogeneous Agents.(2007) In: LEM Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2022Learning in two-dimensional beauty contest games: Theory and experimental evidence In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
2015Fee structure, return chasing and mutual fund choice In: Research Report.
[Full Text][Citation analysis]		paper0
2019Planar Beauty Contests In: Working Papers.
[Full Text][Citation analysis]		paper5
2019Planar Beauty Contests.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2019Planar Beauty Contests.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2005Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper7
2006Behavioral Consistent Market Equilibria under Procedural Rationality In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper0
2018Some reflections on past and future of nonlinear dynamics in economics and finance In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article6
2018Timing under individual evolutionary learning in a continuous double auction In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article0
2006Noisy Trading in the Large Market Limit In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter0
2006Heterogeneous Beliefs Under Different Market Architectures In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter3
2008Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		chapter0
2004Asset Pricing Model with Heterogeneous Investment Horizons In: LEM Papers Series.
[Full Text][Citation analysis]		paper11
2004Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies In: LEM Papers Series.
[Full Text][Citation analysis]		paper1
2005Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders In: LEM Papers Series.
[Full Text][Citation analysis]		paper7
2015Fee structure, return chasing and mutual fund choice: an experiment In: Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team