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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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    In: Journal of Economic Interaction and Coordination.
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  2. Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan.
    In: Papers.
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  3. Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Gebbie, Tim ; McKechnie, Murray ; Jericevich, Ivan.
    In: Papers.
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  4. Can heterogeneous agent models explain the alleged mispricing of the S&P 500?. (2020). Lux, Thomas.
    In: Economics Working Papers.
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  5. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Schwartz, Ivonne.
    In: BERG Working Paper Series.
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  6. Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Westphal, Rebecca ; Sornette, Didier.
    In: Journal of Economic Behavior & Organization.
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  7. Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong.
    In: The North American Journal of Economics and Finance.
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  8. 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.
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  9. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2019). Westerhoff, Frank ; Schmitt, Noemi.
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  10. Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model. (2019). Westphal, Rebecca ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
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  11. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Majewski, Adam.
    In: Papers.
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  12. Divergent Behavior in Markets with Idiosyncratic Private Information. (2017). Goldbaum, David.
    In: Review of Behavioral Economics.
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