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24. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
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25. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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26. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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27. Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target. (2020). Reinelt, Timo ; Pfäuti, Oliver ; Adam, Klaus ; Pfauti, Oliver.
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28. Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John.
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29. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
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30. Qlib: An AI-oriented Quantitative Investment Platform. (2020). Yang, Xiao ; Liu, Weiqing ; Bian, Jiang ; Zhou, Dong.
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31. Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
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32. Subjective Beliefs, Monetary Policy, and Stock Price Volatility. (2019). Oshima, Katsuhiro.
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33. Behavioral heterogeneity and excess stock price volatility in China. (2019). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei.
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34. Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp.
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35. Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian.
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36. New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin.
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37. Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction. (2019). Hu, Ziniu ; Liu, Xuanzhe ; Bian, Jiang.
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38. Information aggregation and learning in a dynamic asset pricing model. (2018). Berardi, Michele.
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39. The price-volume relationship caused by asset allocation based on Kelly criterion. (2018). Wang, Kaiyang ; Yang, Haizhen.
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40. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
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41. Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel.
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42. Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars.
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43. Heterogeneity and learning with complete markets. (2017). Santoro, Sergio.
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44. Complex stock price dynamics under Max Weber’s spirit of capitalism hypothesis. (2017). Airaudo, Marco.
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45. Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges.
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46. Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, syed.
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47. Confidence, bond risks, and equity returns. (2017). Zhao, Guihai.
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48. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Wang, Yudong ; Feng, Jia Bao.
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49. Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume.
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50. Herding through learning in an asset pricing model. (2016). Berardi, Michele.
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