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The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2006). Westerhoff, Frank ; Dieci, Roberto.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:30:y:2006:i:2:p:293-322.

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  2. A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang.
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  5. A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2023). Galanis, Giorgos ; Proao, Christian R ; di Guilmi, Corrado.
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    In: Decisions in Economics and Finance.
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  20. Speculative asset price dynamics and wealth taxes. (2021). Westerhoff, Frank ; Tramontana, Fabio ; Mignot, Sarah.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z.

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  21. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2021). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Behavior & Organization.
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  22. Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158.

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  23. Does a ‘financial transaction tax’ drive out information mirages? An experimental analysis. (2020). Morone, Andrea ; Nuzzo, Simone ; Falcone, Pasquale Marcello.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00271-4.

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  24. Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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  25. Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne.
    In: Working Papers.
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  26. Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart.
    In: Journal of Economic Behavior & Organization.
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  27. Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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  30. Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets. (2019). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:151.

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  31. Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Lamperti, Francesco ; Fagiolo, Giorgio.
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  32. Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna.
    In: Post-Print.
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  33. A financial market model with confirmation bias. (2019). Tramontana, Fabio ; Cafferata, Alessia.
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  34. 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.
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  35. Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2019). Gaffeo, Edoardo.
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    RePEc:eee:finlet:v:29:y:2019:i:c:p:272-279.

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  36. Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects. (2019). Hommes, Cars ; Vroegop, Joris.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:314-333.

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    In: Research Paper Series.
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    In: DEM Working Papers.
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  40. Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong.
    In: Journal of Economic Interaction and Coordination.
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  41. Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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  42. Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3.

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  43. The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Kukacka, Jiri ; Stanek, Filip.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

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  44. Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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  45. Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

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  47. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne .
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:128.

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  48. Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets. (2017). Oriol, Nathalie ; Bajo, Javier ; Harb, Etienne ; Arena, Lise ; Veryzhenko, Iryna.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:24:y:2017:i:2-3:p:73-79.

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  49. Market versus Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax. (2017). Sutter, Matthias ; Huber, Jrgen ; Kleinlercher, Daniel ; Kirchler, Michael.
    In: Economic Journal.
    RePEc:wly:econjl:v:127:y:2017:i:605:p:f610-f631.

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  50. Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/23.

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  51. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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  52. Real Estate Transfer Taxes and Housing Price Volatility in the United States. (2017). Chen, Haiwei.
    In: International Real Estate Review.
    RePEc:ire:issued:v:20:n:02:2017:p:207-219.

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

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  54. Assessing the impact of an EU financial transactions tax on asset volatility: An event study. (2017). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T.
    In: International Review of Financial Analysis.
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  55. The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

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  56. Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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  57. Dynamics of the European sovereign bonds and the identification of crisis periods. (2016). Reitz, Stefan ; Chen, Zhenxi.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:57.

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  58. Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2016). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
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  59. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Passamani, Giuliana ; Tomaselli, Matteo ; Tamborini, Roberto.
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  60. The co-evolution of tax evasion, social capital and policy responses: A theoretical approach. (2016). Lorenzetti, Lorenza ; Bonatti, Luigi.
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  61. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2016/07.

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  62. 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.
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  63. 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: Sciences Po publications.
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  64. Taxing financial transactions in fundamentally heterogeneous markets. (2016). Molinari, Massimo ; Gaffeo, Edoardo.
    In: Working Papers.
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  65. 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.
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  66. Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment. (2016). Damette, Olivier.
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  67. 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.
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  68. Are transaction taxes a cause of financial instability?. (2016). tolotti, marco ; Fontini, Fulvio ; Sartori, Elena .
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  69. A Tobin tax only on sellers. (2016). Chen, Haiwei.
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  70. Sand in the wheels or wheels in the sand? Tobin taxes and market crashes. (2016). Lichard, Tomas ; Novotn, J ; Lavika, H.
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  71. Optimal monetary policy in a new Keynesian model with animal spirits and financial markets. (2016). Lengnick, Matthias ; Wohltmann, Hans-Werner .
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  72. Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi.
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  73. Stochastic simulation framework for the limit order book using liquidity-motivated agents. (2015). Peters, Gareth W ; Panayi, Efstathios.
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  76. The effects of a financial transaction tax in an artificial financial market. (2015). Fricke, Daniel ; Lux, Thomas.
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  77. Heterogeneous agents in multi-markets: A coupled map lattices approach. (2015). Huang, Wei Hong .
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  78. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong.
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  79. Heterogeneous fundamentalists and market maker inventories. (2015). Ricchiuti, Giorgio ; Carraro, Alessandro.
    In: Chaos, Solitons & Fractals.
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  80. Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework. (2015). Park, Beum Jo ; Damette, Olivier.
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  81. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents. (2015). Panayi, Efstathios ; Peters, Gareth .
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  82. Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper .
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  83. Optimal monetary policy in a new Keynesian model with animal spirits and financial markets. (2014). Wohltmann, Hans-Werner ; Lengnick, Matthias.
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  85. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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  86. Heterogeneous Fundamentalists and Market Maker Inventories. (2014). Ricchiuti, Giorgio ; Carraro, Alessandro.
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  88. The impact of the French Tobin tax. (2014). Ferrari, Massimo ; Becchetti, Leonardo ; Trenta, U..
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  89. Speculative and hedging interaction model in oil and U.S. dollar markets with financial transaction taxes. (2014). Carfì, David ; Carfi, David ; Musolino, Francesco.
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  90. Prices, debt and market structure in an agent-based model of the financial market. (2014). Fischer, Thomas ; Riedler, Jesper .
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  9. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:147.

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  10. Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003. (2005). Moser, Gabriel ; Unger, Renate ; Haushofer, Hannes.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2005:i:1:b:4.

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  11. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2005). Amilon, Henrik.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0177.

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  12. Model uncertainty and policy evaluation: some theory and empirics. (2005). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:6.

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  13. Learning with Heterogeneous Expectations in an Evolutionary World. (2005). Guse, Eran.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0547.

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  14. Optimal Monetary Policy under Heterogeneous Expectations. (2004). Gomes, Orlando.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0409023.

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  15. Heterogeneous Researchers in a Two-Sector Representative Consumer Economy. (2004). Gomes, Orlando.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0409009.

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  16. A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents. (2004). Gomes, Orlando.
    In: Finance.
    RePEc:wpa:wuwpfi:0409055.

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  17. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:142.

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  18. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:141.

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  19. Commodity Markets, Price Limiters and Speculative Price Dynamics. (2004). Westerhoff, Frank ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:136.

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  20. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:133.

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  21. Learning with Heterogeneous Expectations in an Evolutionary World. (2004). Guse, Eran.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:99.

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  22. On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:217.

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  23. A behavioral cobweb model with heterogeneous speculators. (2004). Westerhoff, Frank ; Wieland, Cristian.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:171.

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  24. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:14.

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  25. On the Possibility of Informationally Efficient Markets: Part b. (2004). Goldbaum, David.
    In: Working Papers Rutgers University, Newark.
    RePEc:run:wpaper:2004-011.

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  26. Model Uncertainty and Policy Evaluation: Some Theory and Empirics. (2004). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10916.

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  27. Inattentive Consumers. (2004). Reis, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10883.

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  28. Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets. (2004). Amaro de Matos, João.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:114.

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  29. Expectation Formation and Endogenous Fluctuations in Aggregate Demand. (2004). Dudek, Maciej.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:103.

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  30. Macroeconomics and model uncertainty. (2004). Durlauf, Steven ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:200420.

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  31. Model uncertainty and policy evaluation : some theory and empirics. (2004). West, Kenneth ; Durlauf, Steven ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:200419.

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  32. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:95.

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  33. A Dynamic Analysis of Speculation Across Two Markets. (2003). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:89.

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  34. Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers. (2003). He, Xuezhong ; Chiarella, Carl ; Zhu, Peiyuan .
    In: Research Paper Series.
    RePEc:uts:rpaper:108.

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  35. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2003). Amilon, Henrik.
    In: Research Paper Series.
    RePEc:uts:rpaper:107.

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  36. Missing the Starting Gun? Entry Timing Decisions into New Market Niches. (2003). Giarratana, Marco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/29.

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  37. Equilibria in Systems of Social Interactions. (2003). Scheinkman, Jose ; Horst, Ulrich.
    In: Princeton Economic Theory Working Papers.
    RePEc:cla:princt:d5a39039d26e0b08775b915bfa829759.

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  38. Bubbling and Crashing Exchange Rates. (2003). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1045.

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  39. Tipping points, abrupt opinion changes, and punctuated policy change. (2003). Brock, William.
    In: Working papers.
    RePEc:att:wimass:200328.

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  40. An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:84.

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  41. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis ; Christoffersen, Peter.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-02.

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  42. Uncertainty and the management of multi-state ecosystems : an apparently rational route to collapse. (2002). Brock, William ; Peterson, G. D. ; Carpenter, S. R..
    In: Working papers.
    RePEc:att:wimass:200210.

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  43. Bifurcation Routes in Financial Markets. (2001). Author Miloslav Vosvrda Academy of Sciencews of th, .
    In: Finance.
    RePEc:wpa:wuwpfi:0109001.

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  44. Asset Price and Wealth Dynamics Under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:56.

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  45. Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case. (2001). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:53.

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  46. Posted Offer versus Bargaining: An Example of how Institutions can Facilitate Learning. (2001). Somefun, Koye.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:79.

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  47. Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl.
    In: CeNDEF Workshop Papers, January 2001.
    RePEc:ams:cdws01:5a.2.

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  48. PROFITABILITY AND MARKET STABILITY: FUNDAMENTALS AND TECHNICAL TRADING RULES. (2000). Goldbaum, David.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:85.

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  49. Dimension estimations, stock returns and volatility clustering. (2000). Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:00-08.

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  50. Learning with Bounded Memory in Stochastic Models. (1999). Mitra, Kaushik ; Honkapohja, Seppo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:221.

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