Details about Mikhail Anufriev

Access statistics for papers by Mikhail Anufriev.

Last updated 2022-11-07. Update your information in the RePEc Author Service.

Short-id: pan127

Working Papers

2021

1. Dissonance Minimization and Conversation in Social Networks
   CESifo Working Paper Series, CESifo

2020

2. Asset Price Volatility and Investment Horizons: An Experimental Investigation
   Working Papers, New York University Abu Dhabi, Department of Social Science View citations (1)
   See also Journal Article in Journal of Economic Behavior & Organization (2022)

2019

3. Planar Beauty Contests
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)
   Also in Discussion Papers, School of Economics, The University of New South Wales View citations (5)
   Working Papers, University of California-Irvine, Department of Economics (2019) View citations (5)

2018

4. Fee Structure and Mutual Fund Choice: An Experiment
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)
   See also Journal Article in Journal of Economic Behavior & Organization (2019)

2015

5. Fee structure, return chasing and mutual fund choice
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (2)
6. Fee structure, return chasing and mutual fund choice: an experiment
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (2)
7. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
   Also in Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2015)
   See also Journal Article in Journal of Economic Behavior & Organization (2016)
8. Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (13)
   Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2015) View citations (6)
   See also Journal Article in Journal of the European Economic Association (2019)

2013

9. Fund Choice Behavior and Estimation of Switching Models: An Experiment
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (3)
10. Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (20)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2012)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
11. The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (31)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2013) View citations (32)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2011

12. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
    See also Journal Article in American Economic Journal: Microeconomics (2012)
13. Excess Covariance and Dynamic Instability in a Multi-Asset Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

14. Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (3)
    See also Journal Article in Journal of Evolutionary Economics (2013)
15. Evolutionary Selection of Expectations in Positive and Negative Feedback Markets
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
    See also Journal Article in Journal of Evolutionary Economics (2013)
16. The impact of short-selling constraints on financial market stability in a model with heterogeneous agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)

2009

17. Evolutionary Selection of Individual Expectations and Aggregate Outcomes
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (18)
18. Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
19. Market Equilibria under Procedural Rationality
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
    See also Journal Article in Journal of Mathematical Economics (2010)
20. Wealth-driven Selection in a Financial Market with Heterogeneous Agents
    Post-Print, HAL View citations (2)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2007) View citations (13)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)

2008

21. Interest Rate Rules with Heterogeneous Expectations
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (11)

2007

22. Asset Prices, Traders' Behavior, and Market Design
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2009)
23. Evolution of Market Heuristics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (13)
24. Wealth Selection in a Financial Market with Heterogeneous Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)

2006

25. Behavioral Consistent Market Equilibria under Procedural Rationality
    Computing in Economics and Finance 2006, Society for Computational Economics
26. Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (2)
    See also Chapter (2006)
27. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (6)

2005

28. Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (9)
29. Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (9)
30. Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (6)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) View citations (2)
    See also Journal Article in Quantitative Finance (2008)

2004

31. Asset Pricing Model with Heterogeneous Investment Horizons
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (11)
32. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (3)

Undated

33. Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (16)
    See also Journal Article in Macroeconomic Dynamics (2013)

Journal Articles

2022

1. Asset price volatility and investment horizons: An experimental investigation
   Journal of Economic Behavior & Organization, 2022, 193, (C), 19-48 View citations (2)
   See also Working Paper (2020)
2. Learning in two-dimensional beauty contest games: Theory and experimental evidence
   Journal of Economic Theory, 2022, 201, (C) View citations (1)
3. The role of information in a continuous double auction: An experiment and learning model
   Journal of Economic Dynamics and Control, 2022, 141, (C) View citations (1)

2021

4. Integrated modeling of extended agro-food supply chains: A systems approach
   European Journal of Operational Research, 2021, 288, (3), 852-868 View citations (6)

2019

5. Fee structure and mutual fund choice: An experiment
   Journal of Economic Behavior & Organization, 2019, 158, (C), 449-474 View citations (9)
   See also Working Paper (2018)
6. Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments
   Journal of the European Economic Association, 2019, 17, (5), 1538-1584 View citations (15)
   See also Working Paper (2015)

2018

7. A laboratory experiment on the heuristic switching model
   Journal of Economic Dynamics and Control, 2018, 91, (C), 21-42 View citations (12)
8. Oligopoly game: Price makers meet price takers
   Journal of Economic Dynamics and Control, 2018, 91, (C), 84-103 View citations (2)
9. Some reflections on past and future of nonlinear dynamics in economics and finance
   Decisions in Economics and Finance, 2018, 41, (2), 91-118 View citations (5)
10. Timing under individual evolutionary learning in a continuous double auction
    Journal of Evolutionary Economics, 2018, 28, (3), 609-631 View citations (1)

2016

11. Microfoundations for switching behavior in heterogeneous agent models: An experiment
    Journal of Economic Behavior & Organization, 2016, 129, (C), 74-99 View citations (23)
    See also Working Paper (2015)

2015

12. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions
    Journal of Banking & Finance, 2015, 61, (S2), S241-S255 View citations (41)
13. Macroeconomics at the Service of Public Policy, by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press, Oxford, 2013 ), pp. xiv + 226
    The Economic Record, 2015, 91, (292), 127-129

2013

14. Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
    Journal of Evolutionary Economics, 2013, 23, (3), 539-573 View citations (16)
    See also Working Paper (2010)
15. Evolutionary selection of expectations in positive and negative feedback markets
    Journal of Evolutionary Economics, 2013, 23, (3), 663-688 View citations (41)
    See also Working Paper (2010)
16. INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS
    Macroeconomic Dynamics, 2013, 17, (8), 1574-1604 View citations (56)
    See also Working Paper
17. Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2562-2581 View citations (20)
    See also Working Paper (2013)
18. The impact of short-selling constraints on financial market stability in a heterogeneous agents model
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1523-1543 View citations (32)
    See also Working Paper (2013)

2012

19. Asset Pricing with Heterogeneous Investment Horizons
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-38 View citations (4)
20. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
    American Economic Journal: Microeconomics, 2012, 4, (4), 35-64 View citations (180)
    See also Working Paper (2011)
21. Excess covariance and dynamic instability in a multi-asset model
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1142-1161 View citations (11)
    See also Working Paper (2011)

2010

22. Market equilibria under procedural rationality
    Journal of Mathematical Economics, 2010, 46, (6), 1140-1172 View citations (19)
    See also Working Paper (2009)
23. Wealth-driven selection in a financial market with heterogeneous agents
    Journal of Economic Behavior & Organization, 2010, 73, (3), 327-358 View citations (35)
    See also Working Paper (2009)

2009

24. Asset prices, traders' behavior and market design
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1073-1090 View citations (44)
    See also Working Paper (2007)
25. Introduction to special issue on complexity in economics and finance
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022 View citations (2)

2008

26. Wealth-driven competition in a speculative financial market: examples with maximizing agents
    Quantitative Finance, 2008, 8, (4), 363-380 View citations (21)
    See also Working Paper (2005)

2006

27. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1787-1835 View citations (40)

Chapters

2008

1. Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment
   Springer

2006

2. Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
   Springer View citations (1)
   See also Working Paper (2006)
3. Heterogeneous Beliefs Under Different Market Architectures
   Springer View citations (3)
4. Noisy Trading in the Large Market Limit
   Springer View citations (1)