1. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Rui Peng ; Zheng, Min.
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   RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:73481.

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2. From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian.
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3. Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
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4. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
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5. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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6. The bull and bear market model of Huang and Day: Some extensions and new results. (2013). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
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7. Price-Volume Relations in Financial Market. (2012). Huang, Weihong ; Wang, Wanying.
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8. Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality. (2012). Grosche, Stephanie .
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   RePEc:ags:ubfred:121868.

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9. Limit Distribution of Evolving Strategies in Financial Markets. (2011). Di Guilmi, Corrado ; Chiarella, Carl.
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10. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min.
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11. Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation. (2010). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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12. Dynamics of moving average rules in a continuous-time financial market model. (2010). Zheng, Min.
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13. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
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14. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
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15. Extreme Value Theory and the Financial Crisis of 2008. (2009). Gander, James P..
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16. Effects of Tobin taxes in minority game markets. (2009). Pin, Paolo ; Galla, Tobias ; Marsili, Matteo ; Bianconi, Ginestra.
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18. Evidence on the contrarian trading in foreign exchange markets. (2009). Wan, Jer-Yuh ; Kao, Chung-Wei .
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24. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
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25. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
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26. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
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27. Asset allocation and multivariate position based trading. (2007). Pape, Bernd .
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28. Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework. (2007). He, Xuezhong (Tony) ; Dieci, Roberto.
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    RePEc:eee:jeborg:v:62:y:2007:i:3:p:408-427.

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29. A minimal noise trader model with realistic time series properties. (2006). Lux, Thomas ; Alfarano, Simone.
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30. Asset price dynamics when behavioural heterogeneity varies. (2006). Valori, Vincenzo ; colucci, domenico.
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33. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong (Tony).
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35. A noise trader model as a generator of apparent financial power laws and long memory. (2005). Lux, Thomas ; Alfarano, Simone.
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36. Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays. (2005). Sansone, Alessandro ; Garofalo, Giuseppe.
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39. Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays. (2005). Garofalo, Giuseppe ; Sansone, Alessandro .
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40. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone.
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41. Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents. (2004). Gardini, Laura ; Dieci, Roberto.
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42. A minimal noise trader model with realistic time series properties. (2003). Lux, Thomas ; Alfarano, Simone.
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43. Speculative behaviour and complex asset price dynamics: a global analysis. (2002). Gardini, Laura ; Dieci, Roberto.
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46. Trading rule profits in Latin American currency spot rates. (2001). Gleason, Kimberly C. ; Mathur, Ike ; Lee, Chun I.
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48. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents. (2000). Gaunersdorfer, Andrea.
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49. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
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50. Sulla vitalità di un mercato finanziario. (1994). Calzi, Marco ; Costa, Giancarlo .
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