1. 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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2. A new look at financial markets efficiency from linear response theory. (2023). TRINIDAD-SEGOVIA, JUAN ; Sanchez-Granero, Miguel A ; Clara-Rahola, Joaquim ; de Las, Javier F ; Puertas, Antonio M.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006316.

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3. 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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4. Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Guptha, Siva Kiran ; Raju, Raghavender G ; Poojari, Akash P.
   In: Theoretical and Applied Economics.
   RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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5. 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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6. 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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7. 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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8. 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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9. An information theory perspective on the informational efficiency of gold price. (2019). Sorrosal Forradellas, M. Teresa ; Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Teresa M ; Rosso, Osvaldo A ; Font-Ferrer, Alejandro.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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10. Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions. (2017). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:114:y:2017:i:c:p:119-137.

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11. 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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12. Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail ; Sarlin, Peter ; Gramlich, Dieter.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

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13. Short-term Technical Predictive Ability in the Taipei Stock Market. (2015). Yu, Yi-Jang.
    In: Research in World Economy.
    RePEc:jfr:rwe111:v:6:y:2015:i:2:p:50-61.

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14. Heuristic learning in intraday trading under uncertainty. (2015). Bekiros, Stelios.
    In: Journal of Empirical Finance.
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15. Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jae Hyung.
    In: Physica A: Statistical Mechanics and its Applications.
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16. US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J. ; Rodriguez, E..
    In: Physica A: Statistical Mechanics and its Applications.
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17. Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data. (2012). Alvarez-Ramirez, Jose ; Espinosa-Paredes, Gilberto ; Rodriguez, Eduardo.
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18. A multiscale entropy approach for market efficiency. (2012). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
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19. Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S.. (2011). Sousa, Ricardo.
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20. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets. (2011). Sousa, Ricardo ; Caporale, Guglielmo Maria.
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21. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S. (2011). Sousa, Ricardo.
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22. 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.
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23. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets. (2011). Sousa, Ricardo ; Caporale, Guglielmo Maria ; Souza, Ricardo M..
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24. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets. (2011). Sousa, Ricardo ; Caporale, Guglielmo Maria.
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25. The Peter principle revisited: A computational study. (2010). Garofalo, Cesare ; Rapisarda, Andrea ; Pluchino, Alessandro.
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26. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
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27. THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES. (2008). Ferreira, Paulo ; Dionisio, Andreia.
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28. Globally evolutionarily stable portfolio rules. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner.
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29. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
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30. The case for active management from the perspective of Complexity Theory. (2008). Reveiz, Alejandro ; Rojas, Sebastian ; Herault, Aeljandro Reveiz.
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31. Sistemas complexos, criticalidade e leis de potencia. (2007). Da Silva, Sergio ; Matsushita, Raul ; Gleria, Iram.
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32. Systemic Risk and Hedge Funds. (2007). Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila ; Lo, Andrew W..
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33. Interacting Agent Feedback Finance Model. (2007). Wu, Biao.
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34. Adaptation and Coevolution on an Emergent Global Competitive Landscape. (2007). Dasari, Usha ; Wright, Roxana ; Fellman, Philip V. ; Post, Jonathan Vos .
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35. Market efficiency today. (2005). Pesaran, Mohammad.
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36. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
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37. Globally Evolutionarily Stable Portfolio Rules. (2005). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner.
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38. Limited profit in predictable stock markets. (2005). Rothenstein, Roland ; Pawelzik, Klaus.
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39. Evolutionary stability of portfolio rules in incomplete markets. (2005). Schenk-Hoppé, Klaus ; Hens, Thorsten.
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40. A Study of Neo-Austrian Economics using an Artificial Stock Market. (2004). Pardo-Guerra, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A. ; Stephens, Christopher R..
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41. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
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42. Agent-Based Computational Economics. (2002). Tesfatsion, Leigh.
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43. An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong (Tony).
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1. Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz.
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2. Cost-benefit analysis of trading strategies in the stock index futures market. (2020). Cui, Yian ; Xiong, Xiong ; Yan, Xiaocong ; He, Shaoyi ; Liu, Jun.
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3. Modeling the emission trading scheme from an agent-based perspective: System dynamics emerging from firms’ coordination among abatement options. (2020). Zhu, Lei ; Fan, Ying ; Eichhammer, Wolfgang ; Yu, Song-Min.
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4. Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Augier, Stanislas ; Rzeszutek, Marcin ; Szyszka, Adam.
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5. Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew.
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6. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
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7. Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Zhou, Xuan ; Li, Honggang.
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8. Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku.
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9. The Sustainable Existence of China’s Bicycle-Sharing Market: To Oversupply or to Disappear. (2018). Cheng, YI ; Fang, Shaofen ; Qu, Qixing.
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10. Fashion, fads and the popularity of choices: Micro-foundations for diffusion consumer theory. (2018). Mercure, Jean-Francois.
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11. Stock market information flow: Explanations from market status and information-related behavior. (2018). Liu, Xiaoxing ; Chen, Xiaohong ; Lu, Jingen.
    In: Physica A: Statistical Mechanics and its Applications.
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12. Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation. (2017). Brückbauer, Frank ; Riedler, Jesper ; Brueckbauer, Frank .
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13. Paradigm shifts. (2017). Maugis, Pierre-Andre Guy.
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14. Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail.
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15. Impact of value-at-risk models on market stability. (2017). Peffer, Gilbert ; Llacay, Barbara.
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16. Machine learning in sentiment reconstruction of the simulated stock market. (2017). Goykhman, Mikhail ; Teimouri, Ali.
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17. Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail.
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18. An Agent-based Model of Contagion in Financial Networks. (2017). Santos, Leonardo Dos ; Coelho, Flavio Codeco .
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19. Evidence of Self-Organization in Time Series of Capital Markets. (2017). Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo ; Garc, Alba Lucero .
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20. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
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21. Stochastic simulation framework for the limit order book using liquidity-motivated agents. (2015). Peters, Gareth W ; Panayi, Efstathios.
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22. From General Equilibrium to Schumpeter. (2015). Sudderth, William D ; Shubik, Martin.
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23. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents. (2015). Peters, Gareth ; Panayi, Efstathios.
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24. Order Placement in a Continuous Double Auction Agent Based Model. (2014). Mandes, Alexandru .
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25. Behavioral Finance and Agent Based Model: the new evolving discipline of quantitative behavioral finance ?. (2014). Sorropago, Concetta.
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26. Time-varying beta: a boundedly rational equilibrium approach. (2013). He, Xuezhong (Tony) ; Dieci, Roberto ; Chiarella, Carl.
    In: Journal of Evolutionary Economics.
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27. A link between random coefficient autoregressive models and some agent based models. (2011). Konte, Mamadou.
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28. Time-Varying Beta: A Boundedly Rational Equilibrium Approach. (2010). He, Xuezhong (Tony) ; Dieci, Roberto.
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29. Evolutionary models in economics: a survey of methods and building blocks. (2010). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina.
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30. Automatizing Price Negotiation in Commodities Markets. (2010). LAIB, Fodil ; Radjef, M S.
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31. Market Efficiencies and Market Risks. (2010). Maugis, Pierre-Andre.
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32. The power of market mood -- Evidence from an emerging market. (2010). Jagric, Vita ; MARKOVIC-HRIBERNIK, TANJA ; Strasek, Sebastjan .
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33. The Black-Scholes model as a determinant of the implied volatility smile: A simulation study. (2009). Vagnani, Gianluca.
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34. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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35. Heterogeneity, convergence, and autocorrelations. (2008). Li, Youwei ; He, Xuezhong (Tony).
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36. Handbook on Information Technology in Finance. (2008). .
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37. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
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38. Inter-pattern speculation: Beyond minority, majority and $-games. (2008). Challet, Damien.
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39. 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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40. Some mathematical properties of the futures market platform. (2007). LAIB, Fodil ; RADJEF, M. S..
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41. Multi-Agent Model to Analyze CO2 Emissions Trading. (2007). Matsumoto, Kenichi.
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42. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong (Tony).
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43. Modeling a large population of traders: Mimesis and stability. (2006). Sirovich, Lawrence ; Omurtag, Ahmet.
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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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