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Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

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Cited by:

  1. Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 627-650.
  2. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 491-520, September.
  3. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
  4. Mikhail Anufriev & John Duffy & Valentyn Panchenko, "undated". "Planar Beauty Contests," Discussion Papers 2019-06, School of Economics, The University of New South Wales.
  5. Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2021. "Heterogeneous expectations, housing bubbles and tax policy," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 555-573.
  6. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  7. Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  8. Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
  9. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
  10. Branch, William & McGough, Bruce, 2016. "Heterogeneous beliefs and trading inefficiencies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 786-818.
  11. Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
  12. Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013. "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
  13. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
  14. Schmitt, Noemi & Westerhoff, Frank, 2021. "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 117-136.
  15. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
  16. repec:hal:spmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  17. Hommes, Cars & Makarewicz, Tomasz, 2021. "Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 39-82.
  18. Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  19. Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2021. "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," FEEM Working Papers 314928, Fondazione Eni Enrico Mattei (FEEM).
  20. Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments," GREDEG Working Papers 2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  21. Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
  22. Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  23. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
  24. Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
  25. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
  26. Mauersberger, Felix, 2019. "Thompson Sampling: Endogenously Random Behavior in Games and Markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203600, Verein für Socialpolitik / German Economic Association.
  27. Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017. "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 542-564, January.
  28. Schmitt, Noemi & Westerhoff, Frank, 2017. "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 34-53.
  29. repec:ctc:serie1:def7 is not listed on IDEAS
  30. Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
  31. de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022. "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
  32. Severin Reissl, 2021. "Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 251-299, January.
  33. Dieci, Roberto & Gardini, Laura & Westerhoff, Frank, 2022. "On the destabilizing nature of capital gains taxes," International Review of Financial Analysis, Elsevier, vol. 83(C).
  34. Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
  35. Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul, 2019. "The reaction function channel of monetary policy and the financial cycle," SciencePo Working papers Main hal-03403260, HAL.
  36. Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
  37. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2021. "Managing self-organization of expectations through monetary policy: A macro experiment," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 170-186.
  38. Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
  39. Pfajfar, Damjan & Žakelj, Blaž, 2014. "Experimental evidence on inflation expectation formation," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 147-168.
  40. Myrna Hennequin & Cars Hommes, 2024. "Managing Bubbles in Experimental Asset Markets with Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 429-454, March.
  41. Gavin Goy & Cars Homme & Kostas Mavromatis, 2018. "Forward Guidance and the Role of Central Bank Credibility," DNB Working Papers 614, Netherlands Central Bank, Research Department.
  42. Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
  43. Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias, 2020. "The behavioral economics of currency unions: Economic integration and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  44. Gáti, Laura, 2023. "Monetary policy & anchored expectations—An endogenous gain learning model," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 37-47.
  45. repec:spo:wpmain:info:hdl:2441/4cb1o2msej8cg9o9ip5ui05vqd is not listed on IDEAS
  46. Galí, Jordi & Giusti, Giovanni & Noussair, Charles N., 2021. "Monetary Policy and Asset Price Bubbles: A Laboratory Experiment," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  47. Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  48. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding," BERG Working Paper Series 177, Bamberg University, Bamberg Economic Research Group.
  49. Bulutay, Muhammed & Cornand, Camille & Zylbersztejn, Adam, 2022. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1318-1343.
  50. Eizo Akiyama & Nobuyuki Hanaki & Ryuchiro Ishikawa, 2012. "Effect of uncertainty about others’ rationality in experimental asset markets," AMSE Working Papers 1234, Aix-Marseille School of Economics, France.
  51. Schmitt, Noemi & Westerhoff, Frank, 2021. "Pricking asset market bubbles," Finance Research Letters, Elsevier, vol. 38(C).
  52. Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
  53. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  54. Schmitt, Noemi & Westerhoff, Frank, 2016. "Stock market participation and endogenous boom-bust dynamics," Economics Letters, Elsevier, vol. 148(C), pages 72-75.
  55. Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014. "Experiments on Expectations in Macroeconomics and Finance," Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70, Emerald Group Publishing Limited.
  56. Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
  57. Catullo, Ermanno & Gallegati, Mauro & Russo, Alberto, 2022. "Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  58. Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024. "Fake news and asset price dynamics," BERG Working Paper Series 192, Bamberg University, Bamberg Economic Research Group.
  59. Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2020. "Social Learning and Monetary Policy at the Effective Lower Bound," Staff Working Papers 20-2, Bank of Canada.
  60. Weber, Matthias, 2022. "From Individual Human Decisions to Economic and Financial Policies," SocArXiv 5ju7z, Center for Open Science.
  61. Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
  62. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017. "Validation of Agent-Based Models in Economics and Finance," LEM Papers Series 2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  63. repec:spo:wpmain:info:hdl:2441/mqe122bu9lprrh0g2eloopgd is not listed on IDEAS
  64. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
  65. Schulz, Jan & Mayerhoffer, Daniel M., 2021. "A network approach to consumption," BERG Working Paper Series 173, Bamberg University, Bamberg Economic Research Group.
  66. Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  67. Leonardo Ciambezi & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2023. "Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation," GREDEG Working Papers 2023-14, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Jun 2024.
  68. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  69. Pfajfar, Damjan, 2013. "Formation of rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1434-1452.
  70. Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023. "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, vol. 56(C).
  71. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
  72. repec:hal:spmain:info:hdl:2441/mqe122bu9lprrh0g2eloopgd is not listed on IDEAS
  73. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  74. repec:hal:spmain:info:hdl:2441/4cb1o2msej8cg9o9ip5ui05vqd is not listed on IDEAS
  75. repec:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54 is not listed on IDEAS
  76. Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021. "Speculative asset price dynamics and wealth taxes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
  77. Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza def090, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  78. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
  79. Camille Cornand & Frank Heinemann, 2018. "Experiments on macroeconomics: methods and applications," Working Papers 1810, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  80. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
  81. Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016. "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
  82. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  83. Huanhuan Zheng & Haiqiang Chen, 2019. "Price informativeness and adaptive trading," Journal of Evolutionary Economics, Springer, vol. 29(4), pages 1315-1342, September.
  84. Holt, Charles A. & Porzio, Megan & Song, Michelle Yingze, 2017. "Price bubbles, gender, and expectations in experimental asset markets," European Economic Review, Elsevier, vol. 100(C), pages 72-94.
  85. Ahrens, Steffen & Lustenhouwer, Joep & Tettamanzi, Michele, 2017. "The Stabilizing Role of Forward Guidance: A Macro Experiment," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168063, Verein für Socialpolitik / German Economic Association.
  86. Marx, Robert & Lehmann-Waffenschmidt, Marco, 2022. "The Keynesian beauty contest revisited," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 164-181.
  87. Federico Bassi & Raquel Ramos & Dany Lang, 2023. "Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 429-472, April.
  88. Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2020. "Bounded rationality in Keynesian beauty contests: A lesson for central bankers?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-38.
  89. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
  90. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
  91. Annicchiarico, Barbara & Surricchio, Silvia & Waldmann, Robert J., 2019. "A behavioral model of the credit cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 53-83.
  92. ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021. "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 747-769.
  93. Schmitt, Noemi & Westerhoff, Frank, 2019. "Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model," Economics Letters, Elsevier, vol. 176(C), pages 43-46.
  94. Hommes, Cars H., 2014. "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," Review of Behavioral Economics, now publishers, vol. 1(1-2), pages 75-97, January.
  95. Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019. "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, vol. 183(C), pages 106-182.
  96. Xu, Yingying & Chang, Hsu-Ling & Lobonţ, Oana-Ramona & Su, Chi-Wei, 2016. "Modeling heterogeneous inflation expectations: empirical evidence from demographic data?," Economic Modelling, Elsevier, vol. 57(C), pages 153-163.
  97. Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022. "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, vol. 202(C).
  98. John Duffy, 2022. "Why macroeconomics needs experimental evidence," The Japanese Economic Review, Springer, vol. 73(1), pages 5-29, January.
  99. Boone, Brecht & Quaghebeur, Ewoud, 2018. "Beyond rational expectations: The effects of heuristic switching in an Overlapping Generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 349-364.
  100. Agliari, Anna & Naimzada, Ahmad & Pecora, Nicolò, 2018. "Boom-bust dynamics in a stock market participation model with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 458-468.
  101. Tiziana Assenza & William A. Brock & Cars H. Hommes, 2013. "Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts," Tinbergen Institute Discussion Papers 13-205/II, Tinbergen Institute.
  102. Jan Polach & Jiri Kukacka, 2019. "Prospect Theory in the Heterogeneous Agent Model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 147-174, March.
  103. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
  104. Michele Berardi, 2021. "Discrete beliefs space and equilibrium: a cautionary note," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 505-532, April.
  105. Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
  106. Goodman, James, 2014. "Evidence for ecological learning and domain specificity in rational asset pricing and market efficiency," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 48(C), pages 27-39.
  107. Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
  108. Zhao, Zhijun & Zhang, Xiaoqi, 2022. "A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
  109. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015. "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series 30, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  110. Colucci, Domenico & Doni, Nicola & Ricchiuti, Giorgio & Valori, Vincenzo, 2022. "Market dynamics with a state-owned dominant firm and a competitive fringe," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
  111. Camille Cornand & Frank Heinemann, 2018. "Experiments on macroeconomics: methods and applications," Working Papers halshs-01809937, HAL.
  112. Goy, Gavin & Hommes, Cars & Mavromatis, Kostas, 2022. "Forward guidance and the role of central bank credibility under heterogeneous beliefs," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1240-1274.
  113. Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017. "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
  114. Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  115. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2012. "Effect of Uncertainty about Others' Rationality in Experimental Asset Markets: An Experimental Analysis," Working Papers halshs-00793613, HAL.
  116. Michele Berardi, 2015. "Expectations formation under adaptive learning and evolutionary dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 206, Economics, The University of Manchester.
  117. Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2016. "A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments," GREDEG Working Papers 2016-02, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  118. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
  119. Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
  120. Yingying Xu & Zhixin Liu & Jingjing Chen & Sultan Salem, 2024. "How official TV news affect public inflation expectations? Evidence from the Chinese national broadcaster China Central Television," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 819-831, January.
  121. Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2022. "Learning in two-dimensional beauty contest games: Theory and experimental evidence," Journal of Economic Theory, Elsevier, vol. 201(C).
  122. Mengling Li & Huanhuan Zheng, 2017. "Heterogeneous trading and complex price dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 437-442, July.
  123. Davide Bazzana & Michele Colturato & Roberto Savona, 2021. "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers 2021.26, Fondazione Eni Enrico Mattei.
  124. Hommes, C.H. & Bao, T., 2015. "When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets," CeNDEF Working Papers 15-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  125. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
  126. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
  127. Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
  128. Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
  129. Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
  130. Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
  131. Jasmina Arifovic & Isabelle Salle & Hung Truong, 2023. "History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model," Tinbergen Institute Discussion Papers 23-028/VI, Tinbergen Institute.
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