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2. Does feedback effect exist in firms investment decisions? From the perspective of equity liquidity. (2022). Huang, Zhen ; Gao, Weiwei ; Yang, Jiarui.
   In: Managerial and Decision Economics.
   RePEc:wly:mgtdec:v:43:y:2022:i:6:p:2225-2236.

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2. Self-Fulfilling Prophecies, Quasi Non-Ergodicity and Wealth Inequality. (2022). Farmer, Roger ; Bouchaud, Jean-Philippe.
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3. Do outsiders listen to insiders? The role of government support in market reactions to earnings announcements. (2021). Huang, Zhen ; Gao, Weiwei ; Cao, Ting.
   In: Managerial and Decision Economics.
   RePEc:wly:mgtdec:v:42:y:2021:i:4:p:781-795.

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4. Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility. (2021). Yin, Libo ; He, Feng.
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5. Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele.
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6. Heterogeneous beliefs, monetary policy, and stock price volatility. (2021). Oshima, Katsuhiro.
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7. Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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8. Subjective expectations, experiences, and stock market participation: Evidence from the lab. (2021). Shin, Michael.
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9. The double-edged role of social learning: Flash crash and lower total volatility. (2021). Zhou, Wei-Xing ; Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan.
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10. Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
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11. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Tristani, Oreste ; Tapking, Jens ; Signoretti, Federico ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Nakov, Anton ; Musso, Alberto ; Maddaloni, Angela ; Martin, Alberto ; Mazelis, Falk ; Lewis, Vivien ; Klein, Melanie ; Kakes, Jan ; Heider, Florian ; Geiger, Felix ; Galati, Gabriele ; Falagiarda, Matteo ; Eller, Markus ; Cuciniello, Vincenzo ; Busch, Ulrike ; Bussiere, Matthieu ; Brand, Claus ; Bonfim, Diana ; Balfoussia, Hiona ; Ambrocio, Gene ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Redak, Vanessa ; Velez, Anatoli Segura ; Bonatti, Guido ; Hristov, Nikolay ; Lima, Diana ; Papageorghiou, Maria ; Fourel, Valere ; Kempf, Alina ; Obradovic, Goran ; Bouchinha, Miguel ; Licak, Marek ; Ioannidis, Michael ; Andreeva, Desislava ; Fernandez, Luis ; Albertazzi, Ugo ; Garabedian, Garo ; Vlassopoulos, Thomas ; Grassi, Alberto ; Kok, Christoffer ; Idier, Julien ; Fahr, Stephan ; Cassar, Alan ; Aban, Jorge ; Patriek, Matic ; Adolf, Petra ; Pogulis, Armands ; Jan, Jansen David ; Ibas, Pelin ; Jovanovic, Mario ; Miettinen, Pavo ; Assouan, Emmanuelle ; Valderrama, Maria.
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12. Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Chen, Qinkai ; Robert, Christian-Yann.
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13. The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew ; Akdag, Saffet ; Skenderoglu, Omer.
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14. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
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15. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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16. SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Cramer, Simon ; Otte, Philipp ; Beikirch, Maximilian ; Frank, Martin ; Pabich, Emma ; Trimborn, Torsten.
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17. Oil price uncertainty, global industry returns and active investment strategies. (2020). Demirer, Riza ; Yuksel, Aydin.
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18. Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin.
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19. US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath. (2020). Gandré, Pauline ; Gandre, Pauline.
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20. Investor experiences and financial market dynamics. (2020). Vanasco, Victoria ; Malmendier, Ulrike ; Pouzo, Demian.
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21. Stable near-rational sunspot equilibria. (2020). McGough, Bruce ; Evans, George.
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22. Non-linear characterization and trend identification of liquidity in Chinas new OTC stock market based on multifractal detrended fluctuation analysis. (2020). Wu, XU ; Chen, Xudong ; Yan, Ruzhen ; Yue, Ding.
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23. Learning, house prices and macro-financial linkages. (2020). Gandré, Pauline ; Gandre, Pauline.
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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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