7
H index
4
i10 index
156
Citations
Univerzita Karlova v Praze | 7 H index 4 i10 index 156 Citations RESEARCH PRODUCTION: 12 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jiri Kukacka. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Behavior & Organization | 3 |
| Journal of Economic Dynamics and Control | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148. Full description at Econpapers || Download paper |
| 2025 | Generative Agents and Expectations: Do LLMs Align with Heterogeneous Agent Models?. (2025). Vicario, Eugenio ; Gusella, Filippo. In: Papers. RePEc:arx:papers:2511.08604. Full description at Econpapers || Download paper |
| 2024 | Behavioral Macroeconomics: A Systematic Review for Policy Insights. (2024). Ridolfi, Samuele. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:8:y:2024:i:s2:p:35-42. Full description at Econpapers || Download paper |
| 2024 | Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01. Full description at Econpapers || Download paper |
| 2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper |
| 2024 | Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates. (2024). Barde, Sylvain. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:196:y:2024:i:c:s0167947324000562. Full description at Econpapers || Download paper |
| 2024 | Black-box Bayesian inference for agent-based models. (2024). Farmer, J. ; Schmon, Sebastian M ; Cannon, Patrick ; Dyer, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000198. Full description at Econpapers || Download paper |
| 2024 | Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000927. Full description at Econpapers || Download paper |
| 2024 | Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001647. Full description at Econpapers || Download paper |
| 2025 | Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582. Full description at Econpapers || Download paper |
| 2025 | Expectation formation in financial markets: Heterogeneity and sentiment. (2025). Frijns, Bart ; Huynh, Thanh. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000995. Full description at Econpapers || Download paper |
| 2025 | CSR news and stock prices: A fine-grained analysis in an underexamined Muslim setting. (2025). Ergen, Fatma Hilal ; Kele, Emrah ; Schlegelmilch, Bodo B. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000500. Full description at Econpapers || Download paper |
| 2025 | Environmental credit regulatory policies and bank loans of heavily polluting firms. (2025). Ding, Xin ; Kang, Yixuan ; Fan, Yusheng ; Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007588. Full description at Econpapers || Download paper |
| 2025 | Economic and financial development as determinants of crypto adoption. (2025). Magazzino, Cosimo ; Horky, Florian ; Gattone, Tulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003047. Full description at Econpapers || Download paper |
| 2024 | Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China. (2024). Zhang, Wenyu ; Sun, Qian ; Chan, Kam C ; Qin, Jie ; Xu, Guanghua ; Wu, DI. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004393. Full description at Econpapers || Download paper |
| 2024 | Analysts’ recommendations on peer-relative comparable sustainability disclosure. (2024). Nazari, Jamal A ; Poursoleyman, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005166. Full description at Econpapers || Download paper |
| 2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
| 2024 | Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001. Full description at Econpapers || Download paper |
| 2024 | A computational model of bilateral credit limits in payment systems and other financial market infrastructures. (2024). Bewaji, Oluwasegun. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143823000364. Full description at Econpapers || Download paper |
| 2024 | Mechanisms of investors’ bounded rationality and market herding effect by the stochastic Ising financial model. (2024). Lan, Yun ; Fang, Wen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004564. Full description at Econpapers || Download paper |
| 2025 | Beyond the tipping point: The nonlinear impact of material sustainability on investment efficiency. (2025). Poursoleyman, Ehsan ; Nazari, Jamal A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003211. Full description at Econpapers || Download paper |
| 2024 | Walk well and talk well: Impact of the consistency of ESG performance and disclosure on firms’ stock price crash risk. (2024). Li, Yun ; Huang, Jun ; Han, Feifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1154-1174. Full description at Econpapers || Download paper |
| 2024 | Environmental investment and tunneling: A substitute for corporate governance. (2024). Shi, Huimin ; Li, Qiang ; Xiang, Erwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005938. Full description at Econpapers || Download paper |
| 2024 | Does firms’ corporate social responsibility reduce crime?. (2024). Jin, Justin ; Sun, Chenwei ; Nainar, Khalid ; Lobo, Gerald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007111. Full description at Econpapers || Download paper |
| 2024 | Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124234. Full description at Econpapers || Download paper |
| 2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf. Full description at Econpapers || Download paper |
| 2024 | Beyond the Business Case for Responsible Artificial Intelligence: Strategic CSR in Light of Digital Washing and the Moral Human Argument. (2024). Fioravante, Rosa. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:3:p:1232-:d:1331164. Full description at Econpapers || Download paper |
| 2024 | The Relationship of Corporate Social Responsibility with Business Performance—A Bibliometric Literature Review. (2024). Szabados, Gyorgy Norbert ; Dzage, Emmanuel Jeffrey. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2637-:d:1362322. Full description at Econpapers || Download paper |
| 2025 | Covid-19 and Right-wing Vote Share: Evidence from the European Elections in Austria, Italy, and Sweden. (2025). Asemota, Eniro ; Mellacher, Patrick ; Rossi, Stefania. In: Graz Economics Papers. RePEc:grz:wpaper:2025-10. Full description at Econpapers || Download paper |
| 2025 | Global Inequality in Vaccine Access, Mortality and Economy: An Agent-based Exploration. (2025). Mellacher, Patrick ; Plakolb, Simon. In: Graz Economics Papers. RePEc:grz:wpaper:2025-12. Full description at Econpapers || Download paper |
| 2024 | Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis. (2024). Ozdemir, Onur ; Kumar, Anoop S. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10522-z. Full description at Econpapers || Download paper |
| 2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Li, Xiaoping ; Zhou, Chunyang. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
| 2024 | Macro Determinants of Cryptocurrency Ownership: A Case Study of Bitcoin. (2024). Rabhi, Ayoub ; Soujaa, Ismail. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:4:d:10.1007_s11294-024-09921-1. Full description at Econpapers || Download paper |
| 2024 | Local Tournament Incentives and Corporate Social Responsibility. (2024). Tan, Yiqing. In: Journal of Business Ethics. RePEc:kap:jbuset:v:194:y:2024:i:1:d:10.1007_s10551-024-05623-0. Full description at Econpapers || Download paper |
| 2024 | The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China. (2024). Li, Yunhe ; Shen, Xinyi ; Zhang, Fang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03001-9. Full description at Econpapers || Download paper |
| 2025 | Understanding CSR champions: a machine learning approach. (2025). Fu, Mengchuan ; Bilokha, Alona ; Cheng, Mingying ; Hasan, Iftekhar. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-024-05839-3. Full description at Econpapers || Download paper |
| 2024 | The emergence of chaos in productivity distribution dynamics. (2024). Gomes, Orlando. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-023-00419-9. Full description at Econpapers || Download paper |
| 2024 | Does a higher hashrate strengthen Bitcoin network security?. (2024). Kim, Daehan ; Webb, Robert I ; Ryu, Doojin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00599-8. Full description at Econpapers || Download paper |
| 2024 | Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared. (2024). Omole, Oluwadamilare ; Enke, David. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00643-1. Full description at Econpapers || Download paper |
| 2025 | Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w. Full description at Econpapers || Download paper |
| 2024 | Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w. Full description at Econpapers || Download paper |
| 2025 | Analyzing Volatility Patterns of Bitcoin Using the GARCH Family Models. (2025). Oliveira, Benilde ; Leal, Cristiana Cerqueira ; Muneer, Saqib. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:2:d:10.1007_s43069-025-00482-5. Full description at Econpapers || Download paper |
| 2024 | Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:300523. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2013 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 2023 | Estimation of heuristic switching in behavioral macroeconomic models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | Estimation of financial agent-based models with simulated maximum likelihood In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 61 |
| 2016 | Estimation of financial agent-based models with simulated maximum likelihood.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2021 | Does parameterization affect the complexity of agent-based models? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2023 | Moment set selection for the SMM using simple machine learning In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
| 2024 | Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
| 2015 | The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market In: Working Papers IES. [Full Text][Citation analysis] | paper | 6 |
| 2018 | The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market.(2018) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2016 | Simulated ML Estimation of Financial Agent-Based Models In: Working Papers IES. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Prospect Theory in the Heterogeneous Agent Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Prospect Theory in the Heterogeneous Agent Model.(2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Credit Rating Downgrade Risk on Equity Returns In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2024 | US Equity Announcement Risk Premia In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 13 |
| 2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics In: Financial Innovation. [Full Text][Citation analysis] | article | 8 |
| 2018 | On the estimation of behavioral macroeconomic models via simulated maximum likelihood In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
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