1. 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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2. Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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3. 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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4. Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Nappo, Giovanna ; Vagnani, Gianluca ; Marchetti, Fabio Massimo.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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5. 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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6. 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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7. 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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8. 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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9. 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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10. 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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11. 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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12. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong (Tony) ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:389.

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13. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:39.

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14. The Role of Liquidity in Financial Intermediation. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:38.

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15. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2018.

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16. 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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17. 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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18. 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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19. 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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20. 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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21. 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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22. 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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23. Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao.
    In: Papers.
    RePEc:arx:papers:1802.03735.

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24. 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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25. 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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26. 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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27. The effects of expectations-based monetary policy on international stock markets: An application of heterogeneous agent model. (2017). Ma, Tai ; Hung, Kuo-Che .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:70-87.

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28. 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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29. 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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30. 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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31. 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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32. 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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33. 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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34. 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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35. 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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36. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan.
    In: PhD Thesis.
    RePEc:uts:finphd:16.

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

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

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40. ANALYSIS OF AN OPTION MARKET DYNAMICS BASED ON A HETEROGENEOUS AGENT MODEL. (2014). Yoshimura, Shinobu ; Kawakubo, Saki ; Izumi, Kiyoshi.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:21:y:2014:i:2:p:105-128.

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41. 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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42. 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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43. Evaluating Option Pricing Model Performance Using Model Uncertainty. (2014). Lehnert, Thorsten ; Blanchard, Gildas ; Bams, Dennis.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:14-06.

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44. Booms, busts and behavioural heterogeneity in stock prices. (2014). Hommes, Cars ; In, D.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-14.

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45. The Monetary Policy Implications of Behavioral Asset Bubbles. (2013). ap Gwilym, Rhys.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:80:y:2013:i:1:p:252-270.

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46. 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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47. The Monetary Policy Implications of Behavioral Asset Bubbles. (2013). ap Gwilym, Rhys.
    In: Southern Economic Journal.
    RePEc:sej:ancoec:v:80:1:y:2013:p:252-270.

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

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49. 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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50. 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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51. 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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52. 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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53. 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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54. 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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55. 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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56. 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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57. 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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58. 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.
    RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:140-151.

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59. Modeling structural changes in the volatility process. (2011). Zwinkels, Remco ; Lehnert, Thorsten ; Frijns, Bart ; Zwinkels, Remco C. J., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:522-532.

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60. 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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61. The heterogeneous expectations hypothesis: some evidence from the lab. (2010). Hommes, Cars.
    In: Post-Print.
    RePEc:hal:journl:hal-00753041.

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62. 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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63. The Monetary Policy Implications of Behavioural Asset Bubbles. (2010). ap Gwilym, Rhys.
    In: Working Papers.
    RePEc:bng:wpaper:10011.

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1. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
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   RePEc:zbw:bamber:128.

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2. Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz.
   In: Computational Economics.
   RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

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3. 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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4. Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander.
   In: Papers.
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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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8. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong (Tony) ; Wan, Chuncheng .
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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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16. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Gontis, Vygintas ; Kononovicius, Aleksejus.
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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.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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29. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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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.
    In: International Review of Applied Economics.
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44. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
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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.
    In: Journal of Empirical Finance.
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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).
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426.

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