1. Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model?. (2005). Chen, Shu-Heng ; Huang, Ya-Chi ; Lai, Ke-Hung .
   In: Computing in Economics and Finance 2005.
   RePEc:sce:scecf5:207.

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4. D. Li and W.-L. Ng. Optimal dynamic portfolio selection: Multiperiod meanvariance formulation. Mathematical Finance, 10(3):387406, July 2000.

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6. M. Levy, H. Levy, and S. Solomon. Microscopic Simulation of Financial Markets. Academic Press, 2000.

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1. Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns. (2013). Hudson, Robert ; Manahov, Viktor.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:392:y:2013:i:19:p:4351-4372.

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2. 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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3. BRA: An Algorithm for Simulating Bounded Rational Agents. (2012). Schuster, Stephan.
   In: Computational Economics.
   RePEc:kap:compec:v:39:y:2012:i:1:p:51-69.

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4. Volatility clustering and herding agents: does it matter what they observe?. (2011). Yamamoto, Ryuichi.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:6:y:2011:i:1:p:41-59.

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5. Cross-Correlation Dynamics in Financial Time Series. (2010). Conlon, Thomas ; Crane, Martin ; Ruskin, Heather J..
   In: Papers.
   RePEc:arx:papers:1002.0321.

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6. Natural Expectations and Macroeconomic Fluctuations. (2010). Laibson, David ; Fuster, Andreas ; Mendel, Brock .
   In: Journal of Economic Perspectives.
   RePEc:aea:jecper:v:24:y:2010:i:4:p:67-84.

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7. An Algorithm for the Simulation of Bounded Rational Agents. (2009). Schuster, Stephan.
   In: MPRA Paper.
   RePEc:pra:mprapa:15942.

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8. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
   In: Papers.
   RePEc:arx:papers:0908.4580.

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9. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:7328.

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10. Self-organized criticality in a herd behavior model of financial markets. (2008). Nirei, Makoto.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:3:y:2008:i:1:p:89-97.

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11. The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies. (2008). Westerhoff, Frank.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:195-227.

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12. Commodity price cycles and heterogeneous speculators: a STAR–GARCH model. (2007). Westerhoff, Frank ; Reitz, Stefan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:33:y:2007:i:2:p:231-244.

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13. Some mathematical properties of the futures market platform. (2007). LAIB, Fodil ; RADJEF, M. S..
    In: MPRA Paper.
    RePEc:pra:mprapa:6126.

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14. Testing double auction as a component within a generic market model architecture. (2007). Derveeuw, Julien ; Brandouy, Olivier ; Mathieu, Philippe ; Beaufils, Bruno.
    In: MPRA Paper.
    RePEc:pra:mprapa:4918.

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15. Rational Interacting Agents and Volatility Clustering: A New Approach. (2007). Siddiqi, Hammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:2984.

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16. 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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17. Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation.. (2007). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-07.

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18. Interacting Agents in Finance. (2006). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060029.

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19. Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations. (2006). Chen, Kan ; Yuan, Baosheng.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:2:p:189-214.

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20. Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering. (2006). Siddiqi, Hammad.
    In: Microeconomics Working Papers.
    RePEc:eab:microe:22279.

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21. More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-12.

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22. 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.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-01.

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23. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3560.

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24. Heterogeneous Agent Models in Economics and Finance. (2005). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050056.

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25. Evolution with Individual and Social Learning in an Agent-Based Stock Market. (2005). Yamamoto, Ryuichi.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:228.

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26. Globally Evolutionarily Stable Portfolio Rules. (2005). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2005_017.

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27. Price dynamics, informational efficiency and wealth distribution in continuous double auction markets. (2005). Moreno, David ; Gil-Bazo, Javier ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb057819.

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28. Impact of Investors Varying Risk Aversion on the Dynamics of Asset Price Fluctuations. (2005). Chen, Kan ; Yuan, Baosheng.
    In: Papers.
    RePEc:arx:papers:physics/0506224.

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29. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-17.

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30. A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-02.

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31. Heterogeneous Agents Models: two simple examples, forthcoming
    In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164.. (2005). Hommes, Cars. In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-01.

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32. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies. (2004). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/23.

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33. Extending the CAPM model. (2004). Donkers, Bas ; Adriaens, Hendri.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:204.

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34. Target Zone Interventions and Coordination of Expectations. (2004). Westerhoff, Frank ; Reitz, Stefan.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:11.

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35. Exchange Rate Puzzles: A Tale of Switching Attractors. (2004). De Grauwe, Paul ; Grimaldi, Marianna.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0163.

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36. Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter?. (2003). Lucas, Deborah.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:789-805.

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37. Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano.
    In: Computational Economics.
    RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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38. Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS. (2003). Diks, Cees ; van der Weide, R..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-06.

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39. Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-03.

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40. The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections. (2002). Ehrentreich, Norman.
    In: Computational Economics.
    RePEc:wpa:wuwpco:0209001.

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41. An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index. (2002). Schenk-Hoppé, Klaus ; Hens, Thorsten ; Stalder, Martin.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-iv-9.

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42. Market force, ecology and evolution. (2002). Farmer, J..
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:11:y:2002:i:5:p:895-953.

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43. Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-10.

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44. A Robust Rational Route to in a Simple Asset Pricing Model. (2002). Hommes, Cars ; Huang, H. ; Wang, D..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-08.

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45. Evolutionary dynamics in financial markets with many trader types. (2001). Hommes, Cars ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:20017.

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46. Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:01-06.

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47. The Price Dynamics of Common Trading Strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Working Papers.
    RePEc:wop:safiwp:00-12-069.

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48. PROFITABILITY AND MARKET STABILITY: FUNDAMENTALS AND TECHNICAL TRADING RULES. (2000). Goldbaum, David.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:85.

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49. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Papers.
    RePEc:arx:papers:cond-mat/0012419.

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50. Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk. (). Schenk-Hoppé, Klaus ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:139.

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