1. Multi-asset bubbles equilibrium price dynamics. (2025). Cordoni, Francesco.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002067.

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2. Heterogeneity of household stock portfolios in a national market. (2025). Mantegna, Rosario N ; Piilo, Jyrki ; Musciotto, Federico ; Milazzo, Matteo.
   In: Papers.
   RePEc:arx:papers:2503.17778.

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3. On the influence of conventional and automated market makers on market quality in cryptoeconomic systems. (2024). Kannengiesser, Niclas ; Kirste, Daniel ; Sunyaev, Ali ; Poddey, Alexander.
   In: Electronic Markets.
   RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00723-1.

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4. Changing preferences as a source of stock return variation. (2024). Winkler, Julian.
   In: MPRA Paper.
   RePEc:pra:mprapa:122802.

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5. Evolutionary Finance: Models with Short-Lived Assets. (2024). Chen, Zerong.
   In: Economics Discussion Paper Series.
   RePEc:man:sespap:2402.

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6. Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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7. The profitability of interacting trading strategies from an ecological perspective. (2024). Li, Honggang ; Xing, Kun.
   In: Annals of Finance.
   RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00445-6.

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8. Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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9. Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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10. The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:2407.10284.

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11. Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI.
    In: Papers.
    RePEc:arx:papers:2401.05823.

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12. Many learning agents interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoothy, Andrew.
    In: Papers.
    RePEc:arx:papers:2303.07393.

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13. Social–financial approach for analyzing financial transitions. (2023). Shen, Yue ; Chen, YU ; Wu, Xifeng.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00503-4.

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14. Managing fundamentals versus preferences: Re-balancing portfolios and stock returns. (2023). Winkler, Julian.
    In: MPRA Paper.
    RePEc:pra:mprapa:119149.

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15. Evolutionary finance: a model with endogenous asset payoffs. (2023). Hens, T ; Vanaei, M J ; Evstigneev, I V.
    In: Journal of Bioeconomics.
    RePEc:kap:jbioec:v:25:y:2023:i:2:d:10.1007_s10818-023-09335-9.

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16. Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, J. ; Vie, Aymeric.
    In: Papers.
    RePEc:arx:papers:2302.01216.

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17. An Entropy Approach to Measure the Dynamic Stock Market Efficiency. (2022). Patra, Subhamitra ; Hiremath, Gourishankar S.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:20:y:2022:i:2:d:10.1007_s40953-022-00295-x.

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18. An evolutionary finance model with short selling and endogenous asset supply. (2022). AMIR, Rabah ; Hens, Thorsten ; Belkov, Sergei ; Evstigneev, Igor V.
    In: Economic Theory.
    RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01269-x.

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19. Transitions among states behind interactive agent model. (2022). Cheng, Po-Keng.
    In: Computational and Mathematical Organization Theory.
    RePEc:spr:comaot:v:28:y:2022:i:1:d:10.1007_s10588-021-09337-w.

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20. Feedback trading: a review of theory and empirical evidence. (2022). Gebka, Bartosz ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Economou, Fotini.
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:rbf-12-2021-0268.

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21. Mechanism of investor behavior propagation in stock market. (2022). Liu, Xinghao ; Diao, Hongyuan ; Nian, Fuzhong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:608:y:2022:i:p1:s0378437122008299.

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22. Investment dynamics of fund managers under evolutionary games. (2022). Lai, Chong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001247.

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23. Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation. (2022). Amazonas, Estevan Augusto ; Brigatti, Edgardo.
    In: Papers.
    RePEc:arx:papers:2111.02067.

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24. Predator–prey model for stock market fluctuations. (2021). Montero, Miquel.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00284-4.

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25. Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis. (2021). Jafari, Mohammad Ali ; Ghazani, Majid Mirzaee.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00246-0.

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26. Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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27. Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj.
    In: Papers.
    RePEc:arx:papers:2109.15110.

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28. How Market Ecology Explains Market Malfunction. (2021). Farmer, J. ; Scholl, Maarten P ; Calinescu, Anisoara.
    In: Papers.
    RePEc:arx:papers:2009.09454.

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29. Reddits Self-Organised Bull Runs. (2020). Winkler, Julian ; Semenova, Valentina.
    In: MPRA Paper.
    RePEc:pra:mprapa:105443.

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30. Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics. (2020). Hirshleifer, David ; Akcay, Erol.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27745.

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31. An evolutionary finance model with a risk-free asset. (2020). Hens, Thorsten ; Belkov, Sergei ; Evstigneev, Igor V.
    In: Annals of Finance.
    RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00370-4.

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32. Transitions among States behind Interactive Agent Model. (2020). Cheng, Po-Keng.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02463620.

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33. Heterogeneous investors and deterioration of market integrity: an analysis of market manipulation cases. (2020). Shah, Syed Qasim ; Ismail, Izlin ; Bin, Aidial Rizal.
    In: Journal of Financial Crime.
    RePEc:eme:jfcpps:jfc-08-2019-0110.

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34. Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Cui, Yueting ; Kallinterakis, Vasileios ; Gad, Samar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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35. Behavioral equilibrium and evolutionary dynamics in asset markets. (2020). Schenk-Hoppé, Klaus ; Potapova, Valeriya ; Hens, Thorsten ; Schenk-Hoppe, Klaus R ; Evstigneev, Igor.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:91:y:2020:i:c:p:121-135.

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36. 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.
    RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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37. Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Kallinterakis, Vasileios ; Shao, Jia ; Liu, Fei ; Pantelous, Athanasios A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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38. Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

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39. Are individual investors irrational or adaptive to market dynamics?. (2020). Chary, Venkata Narasimha.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300991.

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40. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0861.

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41. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2020-14.

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42. INVESTMENT IMPLICATIONS OF THE FRACTAL MARKET HYPOTHESIS. (2019). van Vuuren, Gary ; Karp, Adam.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:14:y:2019:i:01:n:s2010495219500015.

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43. Complexity, Conventions and Instability: the role of monetary policy. (2019). SAU, Lino ; Citera, Emanuele.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201924.

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44. FINANCIAL MARKET MODELING WITH QUANTUM NEURAL NETWORKS. (2019). Gonalves, C.
    In: Review of Business and Economics Studies // Review of Business and Economics Studies.
    RePEc:scn:00rbes:y:2015:i:4:p:44-63.

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45. Classification of position management strategies at the order-book level and their influences on future market-price formation. (2019). Sueshige, Takumi ; Takayasu, Misako ; Sornette, Didier.
    In: PLOS ONE.
    RePEc:plo:pone00:0220645.

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46. Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong.
    In: Complexity.
    RePEc:hin:complx:5317819.

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47. Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective. (2019). Oldham, Matthew.
    In: Complexity.
    RePEc:hin:complx:1715624.

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48. Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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49. Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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50. 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.
    RePEc:chf:rpseri:rp1929.

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51. Dynamics of Value-Tracking in Financial Markets. (2019). MacKay, Robert S ; Gunton, Richard M ; Cl, Nicholas ; Bashe, Kutlwano L ; Battey, Heather S.
    In: Papers.
    RePEc:arx:papers:1903.09898.

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52. Ecology of trading strategies in a forex market for limit and market orders. (2018). Sueshige, Takumi ; Takayasu, Misako ; Kanazawa, Kiyoshi.
    In: PLOS ONE.
    RePEc:plo:pone00:0208332.

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53. Long-term ecology of investors in a financial market. (2018). Mantegna, Rosario ; Marotta, Luca ; Piilo, Jyrki ; Musciotto, Federico.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-018-0145-1.

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54. Models of Financial Stability and Their Application in Stress Tests. (2018). Farmer, J. ; Wetzer, Thom ; Aymanns, Christopher ; Kleinnijenhuis, Alissa.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2018-06.

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55. A likviditás és a permanens árhatás szerepe a portfólióértékelésben. (2017). Hever, Judit.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1702.

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56. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: Post-Print.
    RePEc:hal:journl:hal-01768876.

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57. Capability satisficing in high frequency trading. (2017). van Vliet, Ben.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:509-521.

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58. The Components of Talent: Company Size and Financial Centres in the European Investment Management Industry. (2016). Clark, Gordon L.
    In: Regional Studies.
    RePEc:taf:regstd:v:50:y:2016:i:1:p:168-181.

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59. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/15.

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60. Rock around the clock: An agent-based model of low- and high-frequency trading. (2016). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:26:y:2016:i:1:p:49-76.

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61. Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective. (2016). .
    In: Studies in Microeconomics.
    RePEc:sae:miceco:v:4:y:2016:i:2:p:127-150.

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62. The Narrow and the Broad Approach to Evolutionary Modeling in Economics. (2016). Heinrich, Torsten.
    In: MPRA Paper.
    RePEc:pra:mprapa:75797.

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63. Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk. (2016). Raghavendra, Srinivas ; Guttal, Vishwesha ; Hoarau, Quentin ; Goel, Nikunj.
    In: PLOS ONE.
    RePEc:plo:pone00:0144198.

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64. Asset price formation and behavioral biases. (2016). Feldman, Todd ; Lepori, Gabriele .
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:rbf-05-2015-0020.

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65. Sand in the wheels or wheels in the sand? Tobin taxes and market crashes. (2016). Lichard, Tomáš ; Novotn, J ; Lavika, H.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:328-342.

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66. Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX. (2016). Nishimura, Yusaku ; Men, Ming ; Li, Daye.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:167-178.

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67. Stylized facts of price gaps in limit order books. (2016). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:48-58.

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68. A Model of Synchronization for Self-Organized Crowding Behavior. (2016). Xia, Jake J.
    In: Papers.
    RePEc:arx:papers:1612.01132.

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69. Financial Symmetry and Moods in the Market. (2015). Savona, Roberto ; Soumare, Maxence ; Andersen, Jorgen Vitting.
    In: PLOS ONE.
    RePEc:plo:pone00:0118224.

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70. Hedge Funds: A Dynamic Industry In Transition. (2015). Lo, Andrew ; Lee, Peter A ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21449.

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71. Financial Symmetry and Moods in the Market. (2015). Savona, Roberto ; Andersen, Jorgen Vitting ; Soumare, Maxence.
    In: Post-Print.
    RePEc:hal:journl:hal-01215755.

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72. Financial Symmetry and Moods in the Market. (2015). Savona, Roberto ; Andersen, Jorgen Vitting ; Soumare, Maxence.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01215755.

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73. Electricity price forecasts using a Curvelet denoising based approach. (2015). Zou, Yingchao ; Xu, Yang ; Tang, Ling ; He, Kaijian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:425:y:2015:i:c:p:1-9.

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74. Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology. (2015). Yu, Lean ; Tang, Ling ; He, Kaijian.
    In: Energy.
    RePEc:eee:energy:v:91:y:2015:i:c:p:601-609.

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75. The Intrinsic Instability of Financial Markets. (2015). Inoua, Sabiou.
    In: Papers.
    RePEc:arx:papers:1508.02203.

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76. Q-Learning-based financial trading systems with applications. (2014). Corazza, Marco ; Bertoluzzo, Francesco .
    In: Working Papers.
    RePEc:ven:wpaper:2014:15.

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77. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4oq9ig8k.

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78. Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution. (2014). Kamal, Mona.
    In: MPRA Paper.
    RePEc:pra:mprapa:54708.

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79. The Leverage Effect on Wealth Distribution in a Controllable Laboratory Stock Market. (2014). An, Kenan ; Huang, Jiping ; Yang, Guang ; Zhu, Chenge.
    In: PLOS ONE.
    RePEc:plo:pone00:0100681.

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80. Financial Symmetry and Moods in the Market. (2014). Savona, Roberto ; Soumare, Maxence ; Andersen, Jorgen Vitting.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14030.

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81. Financial Symmetry and Moods in the Market. (2014). Savona, Roberto ; Soumare, Maxence ; Andersen, Jorgen Vitting.
    In: Post-Print.
    RePEc:hal:journl:halshs-00983008.

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82. Financial Symmetry and Moods in the Market. (2014). Andersen, Jorgen Vitting ; Savona, Roberto ; Soumare, Maxence.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00983008.

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83. Stability analysis of financial contagion due to overlapping portfolios. (2014). Farmer, J. ; Shrestha, Munik ; Caccioli, Fabio ; Moore, Cristopher.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:233-245.

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84. Evolution and market behavior with endogenous investment rules. (2014). Dindo, Pietro ; Bottazzi, Giulio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:48:y:2014:i:c:p:121-146.

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85. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1425.

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86. Resilient and Inclusive Prosperity within Planetary Boundaries. (2014). Teytelboym, Alexander ; Hepburn, Cameron ; Farmer, J. ; Beinhocker, Eric.
    In: China & World Economy.
    RePEc:bla:chinae:v:22:y:2014:i:5:p:76-92.

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87. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Papers.
    RePEc:arx:papers:1405.1247.

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88. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

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89. The role of cognitively biased imitators in a small scale agent-based financial market. (2013). Tramontana, Fabio.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:029.

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90. Policy in adaptive financial markets—the use of systemic risk early warning tools. (2013). Oet, Mikhail ; Ong, Stephen J. ; Gramlich, Dieter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1309.

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91. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00587.

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92. How does the market react to your order flow?. (2012). Farmer, J. ; Eisler, Z. ; Kockelkoren, J. ; J.-P. Bouchaud, ; Lillo, F..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:7:p:1015-1024.

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93. An Evolutionary Model of Bounded Rationality and Intelligence. (2012). Lo, Andrew ; Brennan, Thomas J.
    In: PLOS ONE.
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94. Understanding agent-based models of financial markets: A bottom–up approach based on order parameters and phase diagrams. (2012). Tan, James Peng Lung, ; Cheong, Siew Ann ; Lye, Ribin .
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95. The endogenous dynamics of financial markets: Interaction and information dissemination. (2012). Hu, Sen ; Yang, Chunxia ; Xia, BingYing .
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96. Stability analysis of financial contagion due to overlapping portfolios. (2012). Farmer, J. ; Shrestha, Munik ; Caccioli, Fabio ; Moore, Cristopher.
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97. How does the market react to your order flow?. (2012). Farmer, J. ; Eisler, Zoltan ; Kockelkoren, Julien ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio ; Toth, Bence.
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98. A model for the contagion and herding. (2011). Yoneyama, Takashi ; Caetano, Marco Antonio Leonel, .
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    RePEc:eee:phsmap:v:390:y:2011:i:23:p:4445-4450.

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99. A model for the evaluation of systemic risk in stock markets. (2011). Yoneyama, Takashi ; Caetano, Marco Antonio Leonel, .
    In: Physica A: Statistical Mechanics and its Applications.
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100. What happened to the quants in August 2007? Evidence from factors and transactions data. (2011). Lo, Andrew ; Khandani, Amir E..
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:14:y:2011:i:1:p:1-46.

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101. Strategies used as spectroscopy of financial markets reveal new stylized facts. (2011). Zhou, Wei-Xing ; Chen, Wei ; Mu, Guo-Hua ; Sornette, Didier.
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102. Evolution and market behavior with endogenous investment rules. (2010). Dindo, Pietro ; Bottazzi, Giulio.
     In: LEM Papers Series.
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103. Transition to Equilibrium in International Trades. (2010). Giraud, Gaël ; Rochon, Celine.
     In: Documents de travail du Centre d'Economie de la Sorbonne.
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104. Transition to Equilibrium in International Trades. (2010). Giraud, Gaël ; Rochon, Celine.
     In: Post-Print.
     RePEc:hal:journl:halshs-00657038.

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105. Transition to Equilibrium in International Trades. (2010). Giraud, Gaël ; Rochon, Celine.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:halshs-00657038.

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106. Portfolio manager behavior and global financial crises. (2010). Feldman, Todd.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:75:y:2010:i:2:p:192-202.

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107. WARNING: Physics Envy May Be Hazardous To Your Wealth!. (2010). Lo, Andrew ; Mueller, Mark T..
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108. AN ADAPTATIVE EVOLUTIONARY MODEL OF FINANCIAL INVESTORS. (2009). BOLDEA, Bogdan ; Mircea, Stanculescu ; Costin-Radu, Boldea ; ION, BOLDEA BOGDAN .
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109. Exchange Rate Dynamics: A Nonlinear Survey. (2009). Westerhoff, Frank H..
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110. Nonlinear dynamical model of regime switching between conventions and business cycles. (2009). Yukalov, V. I. ; Yukalova, E. P. ; Sornette, D..
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:206-230.

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111. Exchange rate dynamics in a target zone--A heterogeneous expectations approach. (2009). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian.
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     RePEc:eee:dyncon:v:33:y:2009:i:2:p:329-344.

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112. Bifurcation analysis in the diffusive Lotka–Volterra system: An application to market economy. (2009). Wei, Junjie ; Yi, Fengqi ; Wijeratne, A W.
     In: Chaos, Solitons & Fractals.
     RePEc:eee:chsofr:v:40:y:2009:i:2:p:902-911.

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113. Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times. (2009). Lin, LI ; Sornette, Didier.
     In: Papers.
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114. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
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115. Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis. (2009). Woodard, Ryan ; Sornette, Didier.
     In: Papers.
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116. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
     In: Tinbergen Institute Discussion Papers.
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117. Handbook on Information Technology in Finance. (2008). .
     In: International Handbooks on Information Systems.
     RePEc:spr:ihinfo:978-3-540-49487-4.

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118. The Heterogeneous Agents Approach to Financial Markets – Development and Milestones. (2008). Dermietzel, Jorn.
     In: International Handbooks on Information Systems.
     RePEc:spr:ihichp:978-3-540-49487-4_19.

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119. What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data. (2008). Lo, Andrew ; Khandani, Amir E..
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120. Trading model with pair pattern strategies. (2008). Zhang, Y. C. ; Ren, F..
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:387:y:2008:i:22:p:5523-5534.

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121. Quasi-cycles and sensitive dependence on seed values in edge of chaos behaviour in a class of self-evolving maps. (2008). Gambhir, Manoj ; Hu, Chin-Kun ; Singh, Brajendra K.
     In: Chaos, Solitons & Fractals.
     RePEc:eee:chsofr:v:38:y:2008:i:3:p:641-649.

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122. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:1647.

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123. Humans, Robots and Market Crashes: A Laboratory Study ∗. (2008). Friedman, Daniel ; Feldman, Todd.
     In: Santa Cruz Department of Economics, Working Paper Series.
     RePEc:cdl:ucscec:qt4kf382p6.

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124. How markets slowly digest changes in supply and demand. (2008). Farmer, J. ; Bouchaud, Jean-Philippe ; Lillo, Fabrizio.
     In: Papers.
     RePEc:arx:papers:0809.0822.

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125. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
     In: CeNDEF Working Papers.
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126. Self-referential behaviour, overreaction and conventions in financial markets. (2007). Wyart, Matthieu ; Bouchaud, Jean-Philippe.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:63:y:2007:i:1:p:1-24.

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127. Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles. (2007). Yukalov, V. I. ; Yukalova, E. P. ; Sornette, D..
     In: Papers.
     RePEc:arx:papers:nlin/0701014.

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128. Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets. (2006). Zhou, Wei-Xing ; Sornette, Didier.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:370:y:2006:i:2:p:704-726.

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129. Modeling a large population of traders: Mimesis and stability. (2006). Sirovich, Lawrence ; Omurtag, Ahmet.
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     RePEc:eee:jeborg:v:61:y:2006:i:4:p:562-576.

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130. Heterogeneous Agent Models in Economics and Finance. (2006). Hommes, Cars H..
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131. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders. (2006). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
     In: Journal of Economic Dynamics and Control.
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132. Emotions, Bayesian Inference, and Financial Decision Making. (2006). Trifan, Emanuela ; Salzman, Diego.
     In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
     RePEc:dar:wpaper:28163.

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133. Emotions, Bayesian inference, and financial decision making. (2005). Trifan, Emanuela ; Salzman, Diego.
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     RePEc:zbw:darddp:dar_28163.

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134. Heterogeneous Agent Models in Economics and Finance. (2005). Hommes, Cars.
     In: Tinbergen Institute Discussion Papers.
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135. Price return autocorrelation and predictability in agent-based models of financial markets. (2005). Challet, Damien ; Galla, Tobias.
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136. Evolutionary dynamics in markets with many trader types. (2005). Wagener, Florian ; Hommes, Cars ; Brock, William.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:41:y:2005:i:1-2:p:7-42.

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137. Institutional architectures and behavioral ecologies in the dynamics of financial markets. (2005). Dosi, Giovanni ; Bottazzi, Giulio ; Rebesco, Igor.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:41:y:2005:i:1-2:p:197-228.

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138. Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets. (2005). Zhou, Wei-Xing ; Sornette, Didier.
     In: Papers.
     RePEc:arx:papers:cond-mat/0503607.

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139. Heterogeneous Agent Models in Economics and Finance,
     In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006. (2005). Hommes, Cars. In: CeNDEF Working Papers.
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140. 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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141. MULTIASSET MARKET DYNAMICS. (2004). Westerhoff, Frank.
     In: Macroeconomic Dynamics.
     RePEc:cup:macdyn:v:8:y:2004:i:05:p:596-616_04.

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142. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
     In: Finance.
     RePEc:wpa:wuwpfi:0307014.

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143. Statistical theory of the continuous double auction. (2003). Farmer, J. ; Krishnamurthy, Supriya ; Gillemot, Laszlo ; Smith, Eric.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:3:y:2003:i:6:p:481-514.

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144. 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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145. Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts. (). Zhou, Wei-Xing ; Chen, Si-Wei ; Mu, Guo-Hua ; Sornette, Didier.
     In: Working Papers.
     RePEc:stz:wpaper:eth-rc-11-005.

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146. Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis. (). Woodard, R. ; Sornette, D..
     In: Working Papers.
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37. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
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44. A behavioral asset pricing model with a time-varying second moment. (2006). He, Xuezhong (Tony) ; Wang, Duo ; Chiarella, Carl.
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45. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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46. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. (2001). Sarantis, Nicholas.
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47. Financial returns and efficiency as seen by an artificial technical analyst. (2001). Skouras, Spyros.
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48. The Dynamics of the Linear Random Farmer Model. (2001). Carvalho, Rui.
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49. Still Dead After All These Years: Interpreting the Failure of General Equilibrium Theory.. (2000). .
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50. The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H..
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