This document has not been cited yet.

1. Brock WA, Hommes CH (1997) A rational route to randomness. Econometrica 65(5):1059–1095.

2. Cheng P-K, Kim YS (2017) Speculative bubbles and crashes: fundamentalists and positive-feedback trading. Cogent Econo Finance 5(1):1381370.

3. Ekroot L, Cover TM (1993) The entropy of markov trajectories. IEEE Trans Inf Theory 39(4):1418–1421.
   Paper not yet in RePEc: Add citation now
   

4. Farmer JD (2002) Market force, ecology and evolution. Indus Corp Change 11(5):895–953.

5. Farmer JD, Joshi S (2002) The price dynamics of common trading strategies. J Econ Behav Organ 49(2):149–171.

6. Greenwood R, Nagel S (2009) Inexperienced investors and bubbles. J Financ Econ 93(2):239–258.

7. Kirman A (1993) Ants, rationality, and recruitment. Q J Econ 108(1):137–156.

8. Lux T (1995) Herd behaviour, bubbles and crashes. Econ J 105(431):881–896.

9. Lux T (1997) Time variation of second moments from a noise trader/infection model. J Econ Dyn Control 22(1):1–38.

10. Lux T (1998) The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions. J Econ Behav Organ 33(2):143–165.

11. Lux T, Marchesi M (1999) Scaling and criticality in a stochastic multi-agent model of a financial market. Nature 397(6719):498–500.

12. Lux T, Marchesi M (2000) Volatility clustering in financial markets: a microsimulation of interacting agents. Int J Theor Appl Finance 3(4):675–702.

1. From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian.
   In: Papers.
   RePEc:arx:papers:1912.09679.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

3. Queueing Theoretic Approaches to Financial Price Fluctuations. (2007). Horst, Ulrich ; Bayraktar, Erhan ; Sircar, Ronnie.
   In: Papers.
   RePEc:arx:papers:math/0703832.

   Full description at Econpapers || Download paper

4. Asset Prices, Traders Behavior, and Market Design. (2007). Panchenko, Valentyn ; Anufriev, Mikhail.
   In: CeNDEF Working Papers.
   RePEc:ams:ndfwpp:07-14.

   Full description at Econpapers || Download paper

5. 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.

   Full description at Econpapers || Download paper

6. The danger of inflating expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model. (2006). yates, anthony ; Harrison, Richard ; King, Mervyn ; Brazier, Alex.
   In: Bank of England working papers.
   RePEc:boe:boeewp:303.

   Full description at Econpapers || Download paper

7. Butter Mountains, Milk Lakes and Optimal Price Limiters. (2005). Westerhoff, Frank ; He, Xuezhong (Tony) ; Corron, Ned.
   In: Research Paper Series.
   RePEc:uts:rpaper:158.

   Full description at Econpapers || Download paper

8. Long Memory, Heterogeneity and Trend Chasing. (2005). Li, Youwei ; He, Xuezhong (Tony).
   In: Research Paper Series.
   RePEc:uts:rpaper:148.

   Full description at Econpapers || Download paper

9. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong (Tony).
   In: Research Paper Series.
   RePEc:uts:rpaper:147.

   Full description at Econpapers || Download paper

10. Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003. (2005). Unger, Renate ; Haushofer, Hannes ; Moser, Gabriel .
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2005:i:1:b:4.

    Full description at Econpapers || Download paper

11. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2005). Amilon, Henrik.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0177.

    Full description at Econpapers || Download paper

12. Model uncertainty and policy evaluation: some theory and empirics. (2005). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:6.

    Full description at Econpapers || Download paper

13. Learning with Heterogeneous Expectations in an Evolutionary World. (2005). Guse, Eran.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0547.

    Full description at Econpapers || Download paper

14. Optimal Monetary Policy under Heterogeneous Expectations. (2004). Gomes, Orlando.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0409023.

    Full description at Econpapers || Download paper

15. Heterogeneous Researchers in a Two-Sector Representative Consumer Economy. (2004). Gomes, Orlando.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0409009.

    Full description at Econpapers || Download paper

16. A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents. (2004). Gomes, Orlando.
    In: Finance.
    RePEc:wpa:wuwpfi:0409055.

    Full description at Econpapers || Download paper

17. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:142.

    Full description at Econpapers || Download paper

18. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:141.

    Full description at Econpapers || Download paper

19. Commodity Markets, Price Limiters and Speculative Price Dynamics. (2004). Westerhoff, Frank ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:136.

    Full description at Econpapers || Download paper

20. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:133.

    Full description at Econpapers || Download paper

21. Learning with Heterogeneous Expectations in an Evolutionary World. (2004). Guse, Eran.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:99.

    Full description at Econpapers || Download paper

22. On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:217.

    Full description at Econpapers || Download paper

23. A behavioral cobweb model with heterogeneous speculators. (2004). Westerhoff, Frank ; Wieland, Cristian.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:171.

    Full description at Econpapers || Download paper

24. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:14.

    Full description at Econpapers || Download paper

25. On the Possibility of Informationally Efficient Markets: Part b. (2004). Goldbaum, David.
    In: Working Papers Rutgers University, Newark.
    RePEc:run:wpaper:2004-011.

    Full description at Econpapers || Download paper

26. Model Uncertainty and Policy Evaluation: Some Theory and Empirics. (2004). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10916.

    Full description at Econpapers || Download paper

27. Inattentive Consumers. (2004). Reis, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10883.

    Full description at Econpapers || Download paper

28. Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets. (2004). Amaro de Matos, João.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:114.

    Full description at Econpapers || Download paper

29. Expectation Formation and Endogenous Fluctuations in Aggregate Demand. (2004). Dudek, Maciej.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:103.

    Full description at Econpapers || Download paper

30. Macroeconomics and model uncertainty. (2004). Durlauf, Steven ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:200420.

    Full description at Econpapers || Download paper

31. Model uncertainty and policy evaluation : some theory and empirics. (2004). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:200419.

    Full description at Econpapers || Download paper

32. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:95.

    Full description at Econpapers || Download paper

33. A Dynamic Analysis of Speculation Across Two Markets. (2003). Gardini, Laura ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:89.

    Full description at Econpapers || Download paper

34. Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers. (2003). He, Xuezhong (Tony) ; Zhu, Peiyuan .
    In: Research Paper Series.
    RePEc:uts:rpaper:108.

    Full description at Econpapers || Download paper

35. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2003). Amilon, Henrik.
    In: Research Paper Series.
    RePEc:uts:rpaper:107.

    Full description at Econpapers || Download paper

36. Missing the Starting Gun? Entry Timing Decisions into New Market Niches. (2003). Giarratana, Marco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/29.

    Full description at Econpapers || Download paper

37. Equilibria in Systems of Social Interactions. (2003). Scheinkman, Jose ; Horst, Ulrich.
    In: Princeton Economic Theory Working Papers.
    RePEc:cla:princt:d5a39039d26e0b08775b915bfa829759.

    Full description at Econpapers || Download paper

38. Bubbling and Crashing Exchange Rates. (2003). De Grauwe, Paul ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1045.

    Full description at Econpapers || Download paper

39. Tipping points, abrupt opinion changes, and punctuated policy change. (2003). Brock, William.
    In: Working papers.
    RePEc:att:wimass:200328.

    Full description at Econpapers || Download paper

40. An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:84.

    Full description at Econpapers || Download paper

41. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-02.

    Full description at Econpapers || Download paper

42. Uncertainty and the management of multi-state ecosystems : an apparently rational route to collapse. (2002). Brock, William ; Carpenter, S. R. ; Peterson, G. D..
    In: Working papers.
    RePEc:att:wimass:200210.

    Full description at Econpapers || Download paper

43. Bifurcation Routes in Financial Markets. (2001). Author Miloslav Vosvrda Academy of Sciencews of th, .
    In: Finance.
    RePEc:wpa:wuwpfi:0109001.

    Full description at Econpapers || Download paper

44. Asset Price and Wealth Dynamics Under Heterogeneous Expectations. (2001). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:56.

    Full description at Econpapers || Download paper

45. Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case. (2001). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:53.

    Full description at Econpapers || Download paper

46. Posted Offer versus Bargaining: An Example of how Institutions can Facilitate Learning. (2001). Somefun, Koye.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:79.

    Full description at Econpapers || Download paper

47. Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong (Tony).
    In: CeNDEF Workshop Papers, January 2001.
    RePEc:ams:cdws01:5a.2.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

49. Dimension estimations, stock returns and volatility clustering. (2000). Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:00-08.

    Full description at Econpapers || Download paper

50. Learning with Bounded Memory in Stochastic Models. (1999). Mitra, Kaushik ; Honkapohja, Seppo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:221.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 21:29:52 || Missing content? Let us know