1. Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective. (2025). Kuang, Pei ; Zhang, Tongbin ; Tang, LI.
   In: Economic Theory.
   RePEc:spr:joecth:v:79:y:2025:i:2:d:10.1007_s00199-024-01597-2.

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2. 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.

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3. Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua.
   In: Computational Economics.
   RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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4. The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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5. Momentum mechanisms under heterogeneous beliefs. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001876.

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6. 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.

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7. Leaning against the wind in the New Keynesian model with heterogeneous expectations. (2025). Anufriev, Mikhail ; Radi, Davide ; Lamantia, Fabio ; Tichy, Tomas.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001854.

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8. Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas.
   In: Papers.
   RePEc:arx:papers:2501.09404.

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9. Fake news and asset price dynamics. (2024). Mignot, Sarah ; Pellizzari, Paolo ; Westerhoff, Frank H.
   In: BERG Working Paper Series.
   RePEc:zbw:bamber:300668.

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10. 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.

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11. Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

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12. Fake News and Asset Price Dynamics. (2024). Westerhoff, Frank ; Frank, Westerhoff ; Paolo, Pellizzari ; Sarah, Mignot.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:244:y:2024:i:4:p:351-379:n:1006.

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13. 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.

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14. The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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15. 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.

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16. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2023/12.

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17. Dynamic effects of social influence on asset prices. (2023). Zhang, Yang ; Wang, Juanxi ; Huang, Jia-Ping.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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

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19. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119258.

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20. Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119257.

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21. Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model. (2023). Naimzada, Ahmad ; Chen, Hung-Ju ; Pecora, N ; Li, M.-C., ; Cavalli, F ; Chen, H.-J., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:104:y:2023:i:c:s030440682200132x.

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22. Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah ; Boutouria, Nahla.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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23. Estimation 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.

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24. Large 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.

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25. Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei ; Li, Jie.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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26. Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia.
    In: MPRA Paper.
    RePEc:pra:mprapa:113904.

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27. Predictor 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.

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28. A 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.

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29. Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2022_02.rdf.

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30. Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?. (2022). Nishiwaki, Takashi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:196:y:2022:i:c:p:393-401.

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31. 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.

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32. Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Cornea-Madeira, Adriana ; Corneamadeira, Adriana.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

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33. Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:202101.

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34. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:169.

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35. Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

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36. An Agent‐Based model for Limit Order Book: Estimation and simulation. (2021). Arjmand, Omid Naghshineh ; Zare, Mohammad ; Salavati, Erfan ; Mohammadpour, Adel.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1112-1121.

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37. Cross-section instability in financial markets: impatience, extrapolation, and switching. (2021). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00348-5.

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38. Speculative 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.

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39. Bubbles, 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.

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40. Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake.
    In: Computational Economics.
    RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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41. 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.

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42. 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.

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43. 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.

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44. Sentiment: The bridge between financial markets and macroeconomy. (2021). Chen, Zhenxi ; Lin, Yaheng ; Lien, Donald.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:188:y:2021:i:c:p:1177-1190.

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45. Comparing behavioural heterogeneity across asset classes. (2021). Hommes, Cars ; Ellen, Saskia Ter.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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46. Heterogeneous 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.

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47. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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48. Multi-agent-based VaR forecasting. (2021). Tubbenhauer, Tobias ; Poddig, Thorsten ; Fieberg, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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49. Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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50. Heterogeneous expectations, housing bubbles and tax policy. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:156.

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51. Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions. (2020). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00279-w.

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52. Forecasting stock market movements using Google Trend searches. (2020). Rojas, Randall R ; Convery, Patrick D ; Huang, Melody Y.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01725-1.

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53. Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia.
    In: Department of Economics.
    RePEc:mod:depeco:0167.

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54. Listen to the Signals from an Interactive Agent-Based Model. (2020). Cheng, Po-Keng.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02982908.

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55. Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). HU, Yingyi ; Zhao, Tiao ; Zhang, Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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56. Confidence and decision-making in experimental asset markets. (2020). Roulund, Rasmus Pank ; Aragon, Nicolas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:178:y:2020:i:c:p:688-718.

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57. Absence of speculation in the European sovereign debt markets. (2020). Zwinkels, Remco ; Frijns, Bart.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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58. Bitcoin: Speculative asset or innovative technology?. (2020). Zheng, Huanhuan ; Lee, Adrian ; Li, Mengling.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937.

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

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60. Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Dercole, Fabio ; Radi, Davide.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625.

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

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62. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2019). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:151.

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63. Housing markets, expectation formation and interest rates. (2019). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:142.

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64. Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics. (2019). Makarewicz, Tomasz.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:141.

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65. Investment behaviour and “bull & bear” dynamics: Modelling real and stock market interactions. (2019). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:800.

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66. Behavioural heterogeneity in wine investments. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Weisskopf, Jean-Philippe ; Fernandez-Perez, Adrian.
    In: Applied Economics.
    RePEc:taf:applec:v:51:y:2019:i:30:p:3236-3255.

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67. Price informativeness and adaptive trading. (2019). Zheng, Huanhuan ; Chen, Haiqiang.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:4:d:10.1007_s00191-018-0586-0.

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68. Critical slowing down as an early warning signal for financial crises?. (2019). Hommes, Cars ; Wang, Juanxi ; Diks, Cees.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1527-3.

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69. Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). HU, Yingyi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

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70. Computing stock price comovements with a three-regime panel smooth transition error correction model. (2019). JAWADI, Fredj ; Chlibi, Souhir ; Cheffou, Abdoulkarim Idi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:274:y:2019:i:1:d:10.1007_s10479-018-2805-3.

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71. Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model. (2019). Frank, Westerhoff ; Carolin, Martin.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:4:p:627-660:n:6.

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72. Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
    In: Post-Print.
    RePEc:hal:journl:halshs-02375423.

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73. Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2019_24.rdf.

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74. An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Tedeschi, Gabriele ; Recchioni, Maria ; Berardi, Simone.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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75. Fee structure and mutual fund choice: An experiment. (2019). Tuinstra, Jan ; Sutan, Angela ; Bao, Te ; Anufriev, Mikhail.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:158:y:2019:i:c:p:449-474.

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76. Behavioral heterogeneity and excess stock price volatility in China. (2019). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354.

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77. Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Demertzis, Maria ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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78. Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects. (2019). Hommes, Cars ; Vroegop, Joris.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:314-333.

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79. DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET. (2019). Yamamoto, Ryuichi.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:23:y:2019:i:05:p:1757-1792_00.

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80. Estimating proportion of noise traders and asset prices. (2019). Ahmed, Mirza Faizan.
    In: Business Review.
    RePEc:aho:journl:v:14:y:2019:i:2:p:1-12.

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81. On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201811.

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82. Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:134.

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83. Structural estimation of behavioral heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:33:y:2018:i:5:p:690-707.

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84. Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market. (2018). Xu, Dinghai ; Ji, Jingru ; Wang, Donghua.
    In: Working Papers.
    RePEc:wat:wpaper:1806.

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85. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:389.

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86. Behavioural heterogeneity in the New Zealand stock market. (2018). Frijns, Bart ; Indriawan, Ivan.
    In: New Zealand Economic Papers.
    RePEc:taf:nzecpp:v:52:y:2018:i:1:p:53-71.

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87. Impact of strategy switching on wealth accumulation. (2018). Zhang, YU ; Huang, Weihong.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-017-0543-3.

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88. Estimating heterogeneous agents behavior in a two-market financial system. (2018). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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89. Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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90. Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter.
    In: Dynamic Modeling and Econometrics in Economics and Finance.
    RePEc:spr:dymchp:978-3-319-98714-9_3.

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91. Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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92. Agent-based model calibration using machine learning surrogates. (2018). Lamperti, Francesco ; Sani, Amir.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/13thfd12aa8rmplfudlgvgahff.

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93. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Rui Peng ; Zheng, Min.
    In: MPRA Paper.
    RePEc:pra:mprapa:84886.

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94. Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Paladino, Giovanna ; Cifarelli, Giulio.
    In: MPRA Paper.
    RePEc:pra:mprapa:83894.

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95. Calibrating emergent phenomena in stock markets with agent based models. (2018). Fievet, Lucas ; Sornette, Didier.
    In: PLOS ONE.
    RePEc:plo:pone00:0193290.

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96. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Lespagnol, Vivien ; Rouchier, Juliette.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9655-y.

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97. A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Feldman, Todd ; Liu, Shuming.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9652-1.

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98. Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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99. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien.
    In: Post-Print.
    RePEc:hal:journl:hal-02084910.

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100. Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Paladino, Giovanna ; Cifarelli, Giulio.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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101. Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Shakur, Shamim ; Kabir, Humayun M.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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102. Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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103. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Rui Peng ; Zheng, Min.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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104. An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco.
     In: Econometrics and Statistics.
     RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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105. Time-varying arbitrage and dynamic price discovery. (2018). Zwinkels, Remco ; Frijns, Bart.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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106. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). Ftiti, Zied ; JAWADI, Fredj ; Namouri, Hela.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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107. Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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108. A laboratory experiment on the heuristic switching model. (2018). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

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109. Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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110. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20182201.

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111. Financial Cycles, Credit Bubbles and Stabilization Policies. (2018). Schuler, Tobias ; Corrado, Luisa.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_7422.

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112. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Majewski, Adam.
     In: Papers.
     RePEc:arx:papers:1807.11751.

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113. Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao.
     In: Papers.
     RePEc:arx:papers:1802.03735.

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114. A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor.
     In: 2018 Annual Meeting, August 5-7, Washington, D.C..
     RePEc:ags:aaea18:274387.

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115. Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas.
     In: Economics Working Papers.
     RePEc:zbw:cauewp:201707.

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116. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:128.

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117. Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading. (2017). Cheng, Po-Keng ; Kim, Youngshin ; McMillan, David.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1381370.

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118. Behavioral heterogeneity in the Australian housing market. (2017). Zheng, Huanhuan ; Chia, Wai-Mun ; Li, Mengling.
     In: Applied Economics.
     RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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119. Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
     In: LEM Papers Series.
     RePEc:ssa:lemwps:2017/23.

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120. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: LEM Papers Series.
     RePEc:ssa:lemwps:2017/11.

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121. The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong (Tony).
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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122. Heterogeneous trading and complex price dynamics. (2017). Zheng, Huanhuan ; Li, Mengling.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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123. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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124. Does fundamental value run asset price formation process? Evidence from option price information content. (2017). Ellouze, Siwar ; Aloulou, Abderrahmen.
     In: Journal of Asset Management.
     RePEc:pal:assmgt:v:18:y:2017:i:4:d:10.1057_s41260-016-0032-5.

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125. Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y.

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126. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Working Papers.
     RePEc:hal:wpaper:hal-03458875.

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127. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Working Papers.
     RePEc:hal:wpaper:hal-01499344.

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128. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: SciencePo Working papers Main.
     RePEc:hal:spmain:hal-01499344.

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129. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
     In: Post-Print.
     RePEc:hal:journl:hal-02312186.

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130. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
     In: Post-Print.
     RePEc:hal:journl:hal-02000726.

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131. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:hal-01499344.

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132. Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Lamperti, Frencesco ; Sani, Amir.
     In: Documents de Travail de l'OFCE.
     RePEc:fce:doctra:1709.

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133. Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Yip, Tsz Leung ; Thanopoulou, Helen ; Alizadeh, Amir H.
     In: Transportation Research Part E: Logistics and Transportation Review.
     RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

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134. Excess stock return comovements and the role of investor sentiment. (2017). Zwinkels, Remco ; Verschoor, Willem ; Frijns, Bart.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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135. Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

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136. Speculative behavior in a housing market: Boom and bust. (2017). Wang, Shouyang ; Zheng, Min.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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137. Estimation of financial agent-based models with simulated maximum likelihood. (2017). Kukacka, Jiri ; Baruník, Jozef.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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138. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

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139. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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140. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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141. Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia.
     In: Working Paper.
     RePEc:bno:worpap:2017_22.

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142. Comparing behavioural heterogeneity across asset classes. (2017). Zwinkels, Remco ; ter Ellen, Saskia ; Hommes, Cars.
     In: Working Paper.
     RePEc:bno:worpap:2017_12.

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143. ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Assenza, Tiziana ; Brock, William A.
     In: Economic Inquiry.
     RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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144. Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander.
     In: Papers.
     RePEc:arx:papers:1706.06302.

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145. Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir.
     In: Papers.
     RePEc:arx:papers:1703.10639.

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146. Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:66.

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147. Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:63.

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148. Understanding Financial Market States Using an Artificial Double Auction Market. (2016). Kim, Seung Hwan ; Yim, Kyubin ; Oh, Gabjin.
     In: PLOS ONE.
     RePEc:plo:pone00:0152608.

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149. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds. (2016). Kim, Hyeongwoo ; Beard, Thomas ; Anderson, Seth ; Stern, Liliana V.
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0227-9.

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150. How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone.
     In: Working Papers.
     RePEc:jau:wpaper:2016/24.

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151. Empirical properties of a heterogeneous agent model in large dimensions. (2016). Coqueret, Guillaume.
     In: Post-Print.
     RePEc:hal:journl:hal-02088097.

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152. Anomalous volatility scaling in high frequency financial data. (2016). Aste, Tomaso ; di Matteo, T ; Nava, Noemi.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:447:y:2016:i:c:p:434-445.

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153. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

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154. The stock–bond comovements and cross-market trading. (2016). Zheng, Huanhuan ; Zhang, Yang ; CHONG, Terence Tai Leung ; Leung, Terence Tai ; Li, Mengling.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:73:y:2016:i:c:p:417-438.

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155. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:71:y:2016:i:c:p:21-44.

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156. Can a stochastic cusp catastrophe model explain housing market crashes?. (2016). Wang, Juanxi ; Diks, Cees.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:69:y:2016:i:c:p:68-88.

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157. Itchy feet vs cool heads: Flow of funds in an agent-based financial market. (2016). Schenk-Hoppé, Klaus ; Wang, Tongya ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:63:y:2016:i:c:p:53-68.

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158. Animal Spirits and the Business Cycle: Empirical Evidence from Moment Matching. (2016). Sacht, Stephen ; Jang, Tae-Seok.
     In: Metroeconomica.
     RePEc:bla:metroe:v:67:y:2016:i:1:p:76-113.

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159. Nonlinear Expectation Formation in the U.S. Stock Market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Rulke, Jan-Christoph.
     In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
     RePEc:zbw:vfsc15:113210.

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160. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1947r.

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161. Estimating heterogeneous agents behavior in a two-market financial system. (2015). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:48.

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162. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:29.

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163. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach. (2015). Westerhoff, Frank ; Dieci, Roberto.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:99.

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164. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:96.

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165. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Galanis, Giorgos ; Terovitis, Spyridon ; Turner, Matthew ; Karlis, Alexandros.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:1084.

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166. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
     In: Research Paper Series.
     RePEc:uts:rpaper:364.

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167. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan.
     In: PhD Thesis.
     RePEc:uts:finphd:1-2015.

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168. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
     In: Working Paper Series.
     RePEc:uts:ecowps:31.

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169. Fee structure, return chasing and mutual fund choice: an experiment. (2015). Tuinstra, Jan ; Sutan, Angela ; Bao, Te ; Anufriev, Mikhail.
     In: Working Paper Series.
     RePEc:uts:ecowps:30.

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170. Volatility Spillover And Investor Sentiment: Subprime Crisis. (2015). Boujelbne, Youns ; Abbes, Mouna Boujelbne ; Abdelhdi-Zouch, Mouna .
     In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
     RePEc:usm:journl:aamjaf01102_83-101.

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171. A financial CCAPM and economic inequalities. (2015). Tapiero, Charles S..
     In: Quantitative Finance.
     RePEc:taf:quantf:v:15:y:2015:i:3:p:521-534.

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172. Making sense in asset markets: Strategies for Implicit Organizations. (2015). Lehner, Johannes M ; McMillan, David.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:3:y:2015:i:1:p:1024022.

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173. The capital asset pricing model in economic perspective. (2015). Dawson, Peter.
     In: Applied Economics.
     RePEc:taf:applec:v:47:y:2015:i:6:p:569-598.

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174. What Is the Impact of Heterogeneous Knowledge About Fundamentals on Market Liquidity and Efficiency: An ABM Approach. (2015). Lespagnol, Vivien ; Rouchier, Juliette.
     In: Lecture Notes in Economics and Mathematical Systems.
     RePEc:spr:lnechp:978-3-319-09578-3_9.

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175. Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market. (2015). Schenk-Hoppé, Klaus ; Wang, Tongya ; Schenk-Hoppe, Klaus Reiner ; Palczewsk, Jan .
     In: Economics Discussion Paper Series.
     RePEc:man:sespap:1507.

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176. Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market. (2015). Boujelbene, Younes ; Rekik, Yosra Mefteh .
     In: International Journal of Financial Research.
     RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:33-43.

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177. Rational Speculators, Contrarians, and Excess Volatility. (2015). Lof, Matthijs.
     In: Management Science.
     RePEc:inm:ormnsc:v:61:y:2015:i:8:p:1889-1901.

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178. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joëts, Marc ; Joets, Marc.
     In: Post-Print.
     RePEc:hal:journl:hal-01609889.

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179. Stock Market Volatility and Learning. (2015). Nicolini, Juan Pablo ; Marcet, Albert ; Adam, Klaus.
     In: Working Papers.
     RePEc:fip:fedmwp:720.

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180. A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities. (2015). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Mathematics and Computers in Simulation (MATCOM).
     RePEc:eee:matcom:v:108:y:2015:i:c:p:16-40.

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181. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:116:y:2015:i:c:p:157-173.

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182. Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders. (2015). Kaizoji, Taisei ; Leiss, Matthias ; Sornette, Didier ; Saichev, Alexander.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:112:y:2015:i:c:p:289-310.

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183. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong (Tony) ; Chiarella, Carl.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

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184. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17.

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185. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joëts, Marc ; Joets, Marc.
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

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186. Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach. (2015). Kim, Hyeongwoo ; Ryu, Deockhyun.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:51:y:2015:i:c:p:227-241.

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187. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2015). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:60:y:2015:i:c:p:1-25.

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188. Learning from experience in the stock market. (2015). Nuño Barrau, Galo ; Nakov, Anton ; Nuo, Galo.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:52:y:2015:i:c:p:224-239.

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189. Estimation of ergodic agent-based models by simulated minimum distance. (2015). Richiardi, Matteo ; Grazzini, Jakob.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:51:y:2015:i:c:p:148-165.

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190. The Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil Markets. (2015). Stein, Michael ; Weber, Christoph ; Fritz, Andreas.
     In: EWL Working Papers.
     RePEc:dui:wpaper:1505.

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191. Stock Price Booms and Expected Capital Gains. (2015). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus.
     In: Working Papers.
     RePEc:bge:wpaper:757.

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192. Anomalous volatility scaling in high frequency financial data. (2015). Aste, Tomaso ; Di Matteo, T. ; Nava, Noemi.
     In: Papers.
     RePEc:arx:papers:1503.08465.

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193. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Galanis, Giorgos ; Terovitis, Spyridon ; Turner, Matthew ; Karlis, Alexandros.
     In: Economic Research Papers.
     RePEc:ags:uwarer:270010.

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194. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1947.

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195. Estimating heterogeneous agents behavior with different investment horizons in stock markets. (2014). .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:5.

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196. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:26.

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197. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:11.

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198. Animal spirits and the business cycle: Empirical evidence from moment matching. (2014). Sacht, Stephen ; Jang, Tae-Seok.
     In: Economics Working Papers.
     RePEc:zbw:cauewp:201406.

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199. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong (Tony) ; Remco C. J. Zwinkels, .
     In: Research Paper Series.
     RePEc:uts:rpaper:344.

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200. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
     In: PhD Thesis.
     RePEc:uts:finphd:13.

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201. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
     In: PhD Thesis.
     RePEc:uts:finphd:1-2014.

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202. Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Demertzis, Maria ; Bolt, Wilko ; Diks, Cees.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20140157.

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203. Partially Observed Time-Inconsistency Recursive Optimization Problem and Application. (2014). Wu, Zhen ; Wang, Haiyang.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:161:y:2014:i:2:d:10.1007_s10957-013-0326-4.

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204. Confidence and the Stock Market: An Agent-Based Approach. (2014). Bertella, Mario A ; Feng, Ling ; Stanley, Harry Eugene ; Pires, Felipe R.
     In: PLOS ONE.
     RePEc:plo:pone00:0083488.

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205. Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance. (2014). Richiardi, Matteo ; Grazzini, Jakob.
     In: Economics Papers.
     RePEc:nuf:econwp:1407.

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206. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2014). Hommes, Cars.
     In: Review of Behavioral Economics.
     RePEc:now:jnlrbe:105.00000004.

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207. Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-00997573.

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208. Optimism, pessimism and financial bubbles. (2014). Wigniolle, Bertrand.
     In: PSE-Ecole d'économie de Paris (Postprint).
     RePEc:hal:pseptp:halshs-00974144.

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209. Optimism, pessimism and financial bubbles. (2014). Wigniolle, Bertrand.
     In: Post-Print.
     RePEc:hal:journl:halshs-00974144.

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210. Optimism, pessimism and financial bubbles. (2014). Wigniolle, Bertrand.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:halshs-00974144.

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211. An empirical examination of heterogeneity and switching in foreign exchange markets. (2014). Zwinkels, Remco ; Goldbaum, David ; Zwinkels, Remco C. J., .
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:107:y:2014:i:pb:p:667-684.

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212. Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong (Tony) ; Zwinkels, Remco C. J., ; Chiarella, Carl.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:105:y:2014:i:c:p:1-16.

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213. Comparing behavioural and rational expectations for the US post-war economy. (2014). Minford, A. Patrick ; Liu, Chunping.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:43:y:2014:i:c:p:407-415.

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214. Speculative behavior and the dynamics of interacting stock markets. (2014). Westerhoff, Frank ; Schmitt, Noemi.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:45:y:2014:i:c:p:262-288.

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215. Optimism, pessimism and financial bubbles. (2014). Wigniolle, Bertrand.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:41:y:2014:i:c:p:188-208.

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216. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

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217. Average consumer decisions in an economy with heterogeneous subjective discount rates and risk aversion coefficients: the finite horizon case. (2014). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Palafox-Roca, Alfredo Omar.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-13-00781.

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218. Identifying booms and busts in house prices under heterogeneous expectations. (2014). van der Leij, Marco ; Bolt, Wilko ; Demertzis, Maria ; Diks, Cees.
     In: Working Papers.
     RePEc:dnb:dnbwpp:450.

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219. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9988.

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220. Learning from Experience in the Stock Market. (2014). Nuño Barrau, Galo ; Nakov, Anton ; Nuo, Galo.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9845.

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221. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus.
     In: UFAE and IAE Working Papers.
     RePEc:aub:autbar:948.14.

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222. Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals. (2014). Rouchier, Juliette ; Lespagnol, Vivien.
     In: AMSE Working Papers.
     RePEc:aim:wpaimx:1419.

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223. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds. (2014). Kim, Hyeongwoo ; Beard, Thomas ; Anderson, Seth ; Stern, Liliana .
     In: Auburn Economics Working Paper Series.
     RePEc:abn:wpaper:auwp2014-14.

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224. Speculative behavior and the dynamics of interacting stock markets. (2013). Westerhoff, Frank ; Schmitt, Noemi.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:90.

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225. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
     In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
     RePEc:uto:dipeco:201335.

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226. Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20130206.

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227. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20130204.

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228. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2013). Massaro, Domenico ; Hommes, Cars ; Cornea, Adriana .
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20130015.

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229. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
     In: MPRA Paper.
     RePEc:pra:mprapa:59064.

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230. Comparing Behavioural and Rational Expectations for the US Post-War Economy. (2013). Minford, A. Patrick ; Author, Chunping Liu.
     In: NBS Discussion Papers in Economics.
     RePEc:nbs:wpaper:2013/02.

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231. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Jots, Marc.
     In: Working Papers.
     RePEc:ipg:wpaper:31.

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232. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joëts, Marc ; Joets, Marc.
     In: Working Papers.
     RePEc:ipg:wpaper:2013-31.

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233. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc.
     In: Working Papers.
     RePEc:ipg:wpaper:2013-031.

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234. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
     In: Working Papers.
     RePEc:fem:femwpa:2013.32.

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235. A Heterogenous Agent Foundation for Tests of Asset Price Bubbles. (2013). Shi, Shuping ; Arora, Vipin.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2013-35.

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236. Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:392:y:2013:i:23:p:5920-5938.

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237. Learning to forecast the exchange rate: Two competing approaches. (2013). Markiewicz, Agnieszka ; De Grauwe, Paul.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:32:y:2013:i:c:p:42-76.

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238. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

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239. Asset price dynamics with heterogeneous beliefs and local network interactions. (2013). Panchenko, Valentyn ; Gerasymchuk, Sergiy ; Pavlov, Oleg V..
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:12:p:2623-2642.

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240. Strategy switching in the Japanese stock market. (2013). Yamamoto, Ryuichi ; Hirata, Hideaki.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:10:p:2010-2022.

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241. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Brock, William ; Assenza, Tiziana ; Hommes, Cars.
     In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
     RePEc:ctc:serie1:def7.

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242. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
     In: LABORatorio R. Revelli Working Papers Series.
     RePEc:cca:wplabo:130.

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243. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef ; Jiv{r}'i Kukav{c}ka, .
     In: Papers.
     RePEc:arx:papers:1205.3763.

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244. Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:13-19.

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245. Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria. (2013). Hommes, Cars.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:13-17.

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246. Fund Choice Behavior and Estimation of Switching Models: An Experiment. (2013). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:13-04.

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247. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
     In: Energy: Resources and Markets.
     RePEc:ags:feemer:148918.

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248. Nonlinear Expectations in Speculative Markets. (2012). Reitz, Stefan ; Rulke, Jan ; Stadtmann, Georg.
     In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
     RePEc:zbw:vfsc12:62045.

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249. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong (Tony).
     In: Research Paper Series.
     RePEc:uts:rpaper:316.

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250. Converse trading strategies, intrinsic noise and the stylized facts of financial markets. (2012). Westerhoff, Frank ; Franke, Reiner.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436.

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251. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329.

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252. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
     In: Journal of Evolutionary Economics.
     RePEc:spr:joevec:v:22:y:2012:i:2:p:251-273.

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253. Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs.
     In: MPRA Paper.
     RePEc:pra:mprapa:43490.

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254. Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach. (2012). Westerhoff, Frank.
     In: Discrete Dynamics in Nature and Society.
     RePEc:hin:jnddns:504840.

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255. Estimating behavioural heterogeneity under regime switching. (2012). Zheng, Huanhuan ; Huang, Weihong ; Chiarella, Carl.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:83:y:2012:i:3:p:446-460.

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256. Market fraction hypothesis: A proposed test. (2012). Chen, Shu-Heng ; Kampouridis, Michael ; Tsang, Edward.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:23:y:2012:i:c:p:41-54.

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257. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS. (2012). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed ; Arouri, Mohamed El Hédi, .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:29:y:2012:i:3:p:884-892.

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258. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:9:p:1349-1363.

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259. Estimation of an agent-based model of investor sentiment formation in financial markets. (2012). Lux, Thomas.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:8:p:1284-1302.

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260. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211.

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261. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., ; Jongen, Ron .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

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262. The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs. (2012). Gandolfo, Giancarlo ; federici, daniela.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:4:p:670-681.

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263. Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

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264. IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?. (2012). Verbič, Miroslav ; Kiseleva, Tatiana ; Hommes, Cars ; Kuznetsov, Yuri ; Verbic, Miroslav .
     In: Macroeconomic Dynamics.
     RePEc:cup:macdyn:v:16:y:2012:i:03:p:335-357_00.

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265. Indirect estimation of agent-based models.An application to a simple diffusion model.. (2012). Richiardi, Matteo ; Grazzini, Jakob ; Sella, Lisa.
     In: LABORatorio R. Revelli Working Papers Series.
     RePEc:cca:wplabo:118.

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266. Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations. (2012). Westerhoff, Frank ; Lines, Marji.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:16:y:2012:i:4:n:7.

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267. Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises. (2012). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:12-07.

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268. Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:12-03.

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269. Equity risk premium and time horizon: what do the U.S. secular data say?. (2012). Prat, Georges.
     In: Working Papers.
     RePEc:afc:wpaper:12-06.

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270. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds. (2012). Kim, Hyeongwoo ; Beard, Thomas ; Anderson, Seth ; Stern, Liliana .
     In: Auburn Economics Working Paper Series.
     RePEc:abn:wpaper:auwp2012-03.

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271. News reaction in financial markets within a behavioral finance model with heterogeneous agents. (2011). Fischer, Thomas.
     In: Darmstadt Discussion Papers in Economics.
     RePEc:zbw:darddp:dar_54196.

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272. Interactions between the real economy and the stock market. (2011). Westerhoff, Frank.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:84.

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273. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:79.

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274. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2011). Westerhoff, Frank ; Franke, Reiner.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:78.

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275. Estimating Micromotives from Macrobehavior. (2011). Grazzini, Jakob ; Jakob, Grazzini .
     In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
     RePEc:uto:dipeco:201111.

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276. Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach. (2011). Urbig, Diemo ; Klein, Achim.
     In: MPRA Paper.
     RePEc:pra:mprapa:116175.

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277. A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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278. Active and Passive Learning in Agent-based Financial Markets. (2011). Lebaron, Blake.
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279. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Computational Economics.
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280. Heterogeneity and sentiment in the stock market. (2011). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart ; Bart Frijns; Aaron Gilbert; Alireza Tourani-Rad, .
     In: International Journal of Behavioural Accounting and Finance.
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281. Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics. (2011). Rovira Kaltwasser, Pablo ; Lyrio, Marco ; Houssa, Romain ; Dewachter, Hans ; Lyrio, Marco & Kaltwasser, Pablo Rovira, .
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282. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets. (2011). Prat, Georges ; JAWADI, Fredj.
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283. New models of trader beliefs and their application for explaining financial bubbles. (2011). Chen, Zhiping ; Duan, Qihong.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:5:p:2215-2227.

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284. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162.

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285. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:35:y:2011:i:1:p:1-24.

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286. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed el hédi Arouri, .
     In: Economics Bulletin.
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287. Consistent Estimation of Agent Based Models. (2011). Grazzini, Jakob.
     In: LABORatorio R. Revelli Working Papers Series.
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288. Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices. (2011). van der Leij, Marco ; Diks, Cees ; Demertzis, Maria ; Bolt, Wilko ; Diks, C. G. H., .
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289. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments. (2011). Hommes, Cars ; Anufriev, Mikhail.
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     RePEc:ams:ndfwpp:11-06.

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290. Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics. (2011). Houssa, Romain ; Dewachter, Hans ; Lyrio, Marco ; Kaltwasser, Pablo Rovira.
     In: Business and Economics Working Papers.
     RePEc:aap:wpaper:125.

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291. Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions. (2010). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:20:y:2010:i:8:p:669-680.

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292. Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?. (2010). Prat, Georges.
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293. The heterogeneous expectations hypothesis: some evidence from the lab. (2010). Hommes, Cars.
     In: Post-Print.
     RePEc:hal:journl:hal-00753041.

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294. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J. ; de Gracia, Fernando Perez.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:24:y:2010:i:2:p:113-122.

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295. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. (2010). Zwinkels, Remco ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., ; de Jong, Eelke.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:8:p:1652-1669.

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296. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders. (2010). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:74:y:2010:i:3:p:187-205.

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297. Endogenous housing market cycles. (2010). Borgersen, Trond-Arne ; Wennemo, Tom ; Sommervoll, Dag Einar.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:34:y:2010:i:3:p:557-567.

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298. Optimal premium policy of an insurance firm: Full and partial information. (2010). Wu, Zhen ; Huang, Jianhui ; Wang, Guangchen.
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:47:y:2010:i:2:p:208-215.

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299. Oil price dynamics: A behavioral finance approach with heterogeneous agents. (2010). Zwinkels, Remco ; ter Ellen, Saskia ; Zwinkels, Remco C. J., .
     In: Energy Economics.
     RePEc:eee:eneeco:v:32:y:2010:i:6:p:1427-1434.

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300. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:34:y:2010:i:6:p:1140-1152.

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301. Financial crises and interacting heterogeneous agents. (2010). Zheng, Huanhuan ; Huang, Weihong ; Chia, Wai-Mun.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:34:y:2010:i:6:p:1105-1122.

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302. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:34:y:2010:i:4:p:743-764.

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303. Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations. (2010). Westerhoff, Frank ; Lines, Marji.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:34:y:2010:i:2:p:246-257.

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304. Behavioral heterogeneity in the option market. (2010). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart ; Zwinkels, Remco C. J., .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:34:y:2010:i:11:p:2273-2287.

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305. Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations. (2009). Westerhoff, Frank ; Lines, Marji.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:68.

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306. Asymmetry of technical analysis and market price volatility. (2009). He, Xuezhong (Tony) ; Zheng, Min ; Wang, Duo.
     In: Published Paper Series.
     RePEc:uts:ppaper:2009-6.

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307. Essay in dividend modelling and forecasting: does nonlinearity help?. (2009). JAWADI, Fredj.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343.

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308. A heterogeneous route to the European monetary system crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; de Jong, Eelke.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:16:y:2009:i:9:p:929-932.

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309. Nonlinear Stock Price Adjustment in the G7 Countries. (2009). JAWADI, Fredj ; Prat, Georges.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04140874.

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310. The relationship between risk attitudes and heuristics in search tasks: A laboratory experiment. (2009). Winter, Joachim ; Schunk, Daniel.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:71:y:2009:i:2:p:347-360.

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311. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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312. Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence. (2009). Schunk, Daniel.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:9:p:1719-1738.

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313. Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. (2009). Salmon, Mark ; Kozhan, Roman.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:5:p:1106-1122.

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314. Exchange rates and fundamentals under adaptive learning. (2009). Kim, Young Se .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:4:p:843-863.

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315. Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis. (2009). Zwinkels, Remco ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., ; de Jong, Eelke.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:11:p:1929-1944.

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316. More hedging instruments may destabilize markets. (2009). Wagener, Florian ; Hommes, Cars ; Brock, William ; Wagener, F. O. O., .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:11:p:1912-1928.

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317. Can a stochastic cusp catastrophe model explain stock market crashes?. (2009). Vošvrda, Miloslav ; Baruník, Jozef.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:33:y:2009:i:10:p:1824-1836.

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318. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
     In: Macroeconomic Dynamics.
     RePEc:cup:macdyn:v:13:y:2009:i:05:p:625-655_08.

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319. Behavioral Heterogeneity in the Option Market. (2009). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart.
     In: LSF Research Working Paper Series.
     RePEc:crf:wpaper:09-07.

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320. Dispersion of Beliefs in the Foreign Exchange Market. (2009). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Jongen, Ron ; Remco C. J. Zwinkels, .
     In: LSF Research Working Paper Series.
     RePEc:crf:wpaper:09-01.

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321. Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?. (2009). Reitz, Stefan ; Slopek, Ulf.
     In: German Economic Review.
     RePEc:bla:germec:v:10:y:2009:i::p:270-283.

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322. Nonlinear oil price dynamics: a tale of heterogeneous speculators?. (2008). Reitz, Stefan ; Slopek, Ulf Dieter .
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:7552.

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323. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20080054.

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324. More Hedging Instruments may destablize Markets. (2008). Wagener, Florian ; Hommes, Cars ; Brock, William.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20060080.

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325. Pénzgazdálkodási szokások hatása a működőtőkére. A Magyar Posta példája. (2008). Havran, Dániel.
     In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
     RePEc:ksa:szemle:1051.

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326. Who Does a Currency Transaction Tax Harm More: Short-Term Speculators or Long-Term Investors?. (2008). Demary, Markus.
     In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
     RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:228-250.

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327. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:9:p:2809-2825.

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328. Informational differences and learning in an asset market with boundedly rational agents. (2008). Dindo, Pietro ; Diks, Cees.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:5:p:1432-1465.

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329. Estimating the intensity of choice in a dynamic mutual fund allocation decision. (2008). Mizrach, Bruce ; Goldbaum, David.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:12:p:3866-3876.

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330. Does nonlinear econometrics confirm the macroeconomic models of consumption?. (2008). JAWADI, Fredj ; Fredj, Jawadi.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-08e20003.

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331. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2502.

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332. Humans, Robots and Market Crashes: A Laboratory Study ∗. (2008). Friedman, Daniel ; Feldman, Todd.
     In: Santa Cruz Department of Economics, Working Paper Series.
     RePEc:cdl:ucscec:qt4kf382p6.

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333. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:08-05.

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334. More hedging instruments may destabilize markets. (2008). Wagener, Florian ; Hommes, Cars ; Brock, William.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:08-04.

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335. A note on interactions-driven business cycles. (2007). Westerhoff, Frank ; Hohnisch, Martin.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:2:y:2007:i:1:p:85-91.

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336. Rational and Near-Rational Bubbles Without Drift. (2007). Lansing, Kevin.
     In: 2007 Meeting Papers.
     RePEc:red:sed007:970.

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337. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
     In: Working Paper Series.
     RePEc:fip:fedfwp:2007-10.

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338. Developments in experimental and agent-based computational economics (ACE): overview. (2006). Markose, Sheri.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:1:y:2006:i:2:p:119-127.

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339. Informational differences and learning in an asset market with boundedly rational agents. (2006). Dindo, Pietro ; Diks, Cees.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:06-11.

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340. Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006.. (2006). Hommes, Cars.
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341. On the Stability of Equilibrium in the Market with Heterogeneous Investment Horizons. (). Nishiwaki, Takashi.
     In: Working Papers.
     RePEc:wap:wpaper:2101.

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2. Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz.
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3. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan.
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4. Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander.
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5. Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application. (2016). Lamperti, Francesco.
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6. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
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7. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
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9. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
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10. Direct calibration and comparison of agent-based herding models of financial markets. (2015). Barde, Sylvain.
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11. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
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12. Economies with heterogeneous interacting learning agents. (2015). Stiglitz, Joseph ; Gallegati, Mauro ; Landini, Simone.
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13. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
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14. Information cascade, Kirman’s ant colony model, and kinetic Ising model. (2015). Mori, Shintaro ; Hisakado, Masato.
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15. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
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17. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
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18. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong (Tony) ; Remco C. J. Zwinkels, .
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19. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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20. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
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21. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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22. Control of the socio-economic systems using herding interactions. (2014). Gontis, Vygintas ; Kononovicius, Aleksejus.
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23. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
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24. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich.
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25. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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26. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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27. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
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28. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Brock, William ; Assenza, Tiziana ; Hommes, Cars.
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29. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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30. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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31. Fluctuation analysis of the three agent groups herding model. (2013). Gontis, Vygintas ; Kononovicius, Aleksejus.
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32. Three-state herding model of the financial markets. (2013). Gontis, Vygintas ; Kononovicius, Aleksejus.
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33. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef ; Jiv{r}'i Kukav{c}ka, .
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34. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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35. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong (Tony).
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36. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
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37. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
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38. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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39. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
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40. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
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41. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
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42. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong (Tony) ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
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43. Consumer sentiment and countercyclical fiscal policies. (2010). Westerhoff, Frank ; Hohnisch, Martin.
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44. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
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45. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
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46. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
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47. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
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48. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Alfi, V. ; Pietronero, L. ; Zaccaria, A..
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49. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
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50. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong (Tony).
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