Information about:
Blake Lebaron

Other registered authors

Email:
Homepage: http://www.brandeis.edu/~blebaron
Postal Address: MS 32 Brandeis University South St. Waltham, MA 02454
Phone: 781 736-2258

Affiliation

• International Business School
  Brandeis University

  Location: Waltham, Massachusetts (United States)
  Homepage: http://www.brandeis.edu/ief/
  Email:
  Phone:
  Fax:
  Postal: MS032, P.O. Box 9110, Waltham, MA 02454-9110
  Handle: RePEc:edi:gsbraus (registered authors at this institution)

Lists

1. Wu-Index

Working papers

1. Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio, 1999. "Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders," Computing in Economics and Finance 1999 653, Society for Computational Economics. [Downloadable!]

2. Blake LeBaron, 1999. "Evolution and Time Horizons in an Agent-Based Stock Market," Computing in Economics and Finance 1999 1342, Society for Computational Economics.

3. Le Baron, B., 1997. "An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization," Working papers 9718, Wisconsin Madison - Social Systems.

4. W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.

5. William A. Brock & Blake D. LeBaron, 1995. "A Dynamic Structural Model for Stock Return Volatility and Trading Volume," NBER Working Papers 4988, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Published as:
   • Brock, William A & LeBaron, Blake D, 1996. "A Dynamic Structural Model for Stock Return Volatility and Trading Volume," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 94-110, February. [Downloadable!] (restricted)

6. Blake LeBaron & Andreas S. Weigend, 1994. "Evaluating Neural Network Predictors by Bootstrapping," Finance 9411002, EconWPA. [Downloadable!]

7. Blake LeBaron, 1994. "Chaos and Nonlinear Forecastability in Economics and Finance," Finance 9411001, EconWPA. [Downloadable!]

8. Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, EconWPA. [Downloadable!]
   Other versions:
   • Blake LeBaron, 1996. "Technical Trading Rule Profitability and Foreign Exchange Intervention," NBER Working Papers 5505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

9. LeBaron, B., 1992. "Persistence of the Dow Jones Index on Rising Volume," Working papers 9201, Wisconsin Madison - Social Systems.

10. LeBaron, B., 1991. "Forecast Improvements Using A Volatility Index," Working papers 9105, Wisconsin Madison - Social Systems.

11. Brock, W. & Lakonishok, J. & Lebaron, B., 1991. "Simple Technical Trading Rules And The Stochastic Properties Of Stock Returns," Working papers 90-22, Wisconsin Madison - Social Systems.
    Published as:
    • Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-64, December. [Downloadable!] (restricted)

12. LeBaron, B., 1991. "Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results," Working papers 9117, Wisconsin Madison - Social Systems.

13. Lebaron, B., 1990. "Some Relations Between Volatility And Serial Correlations In Stock Market Returns," Working papers 9002, Wisconsin Madison - Social Systems.

14. William A. Brock & Blake LeBaron, 1989. "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers 3107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:
    • William A. Brock & Blake LeBaron, 1990. "Liquidity Constraints in Production-Based Asset-Pricing Models," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 231-256 National Bureau of Economic Research, Inc. [Downloadable!]

15. Blake LeBaron, . "The Joint Dynamics and Stability of Stock Prices and Volume," Working papers _004, University of Wisconsin - Madison. [Downloadable!]

16. Blake LeBaron, . "Technical Trading Rules and Regime Shifts in Foreign Exchange," Working papers _007, University of Wisconsin - Madison. [Downloadable!]

17. Blake LeBaron, . "Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange?," Working papers _005, University of Wisconsin - Madison. [Downloadable!]

18. Blake LeBaron, . "Experiments in Evolutionary Finance," Working papers _001, University of Wisconsin - Madison. [Downloadable!]

1. Blake LeBaron & Rachel McCulloch, 2000. "Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options," American Economic Review, American Economic Association, vol. 90(2), pages 32-37, May. [Downloadable!] (restricted)

1. Blake LeBaron, 1991. "C Source for BDS Test Statistic for Independence," C/C++ codes bds, . [Downloadable!]

1. William A. Brock & Blake LeBaron, 1990. "Liquidity Constraints in Production-Based Asset-Pricing Models," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 231-256 National Bureau of Economic Research, Inc. [Downloadable!]
   Other versions:
   • William A. Brock & Blake LeBaron, 1989. "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers 3107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1. NEP-CMP: Computational Economics (1) 1999-08-22 Author is listed
2. NEP-EVO: Evolutionary Economics (2) 1999-07-12 1999-07-12 Author is listed
3. NEP-EXP: Experimental Economics (1) 1999-07-12 Author is listed
4. NEP-FIN: Finance (2) 1999-07-12 1999-07-12 Author is listed

This page was last updated on 2009-10-27.