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Details about Mikhail Anufriev

E-mail:
Homepage:https://sites.google.com/view/anufriev
Phone:+61 (0)2 9514 4078
Postal address:UTS Economics Discipline Group PO box 123 Broadway 2007 NSW Australia
Workplace:Economics Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Mikhail Anufriev.

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

Short-id: pan127


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Working Papers

2021

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

2020

  1. Asset Price Volatility and Investment Horizons: An Experimental Investigation
    Working Papers, New York University Abu Dhabi, Department of Social Science Downloads View citations (1)
    See also Journal Article Asset price volatility and investment horizons: An experimental investigation, Journal of Economic Behavior & Organization, Elsevier (2022) Downloads View citations (4) (2022)

2019

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

2018

  1. Fee Structure and Mutual Fund Choice: An Experiment
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (5)
    See also Journal Article Fee structure and mutual fund choice: An experiment, Journal of Economic Behavior & Organization, Elsevier (2019) Downloads View citations (11) (2019)

2015

  1. Fee structure, return chasing and mutual fund choice
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (2)
  2. Fee structure, return chasing and mutual fund choice: an experiment
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (2)
  3. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads
    Also in Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2015) Downloads

    See also Journal Article Microfoundations for switching behavior in heterogeneous agent models: An experiment, Journal of Economic Behavior & Organization, Elsevier (2016) Downloads View citations (24) (2016)
  4. 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 Downloads View citations (13)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2015) Downloads View citations (6)

    See also Journal Article Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments, Journal of the European Economic Association, European Economic Association (2019) Downloads View citations (16) (2019)

2013

  1. Fund Choice Behavior and Estimation of Switching Models: An Experiment
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (3)
  2. 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 Downloads View citations (21)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2012) Downloads

    See also Journal Article Learning cycles in Bertrand competition with differentiated commodities and competing learning rules, Journal of Economic Dynamics and Control, Elsevier (2013) Downloads View citations (21) (2013)
  3. 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 Downloads View citations (32)
    Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2013) Downloads View citations (32)

    See also Journal Article The impact of short-selling constraints on financial market stability in a heterogeneous agents model, Journal of Economic Dynamics and Control, Elsevier (2013) Downloads View citations (32) (2013)

2011

  1. 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 Downloads View citations (1)
    See also Journal Article Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments, American Economic Journal: Microeconomics, American Economic Association (2012) Downloads View citations (190) (2012)
  2. Excess Covariance and Dynamic Instability in a Multi-Asset Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)
    See also Journal Article Excess covariance and dynamic instability in a multi-asset model, Journal of Economic Dynamics and Control, Elsevier (2012) Downloads View citations (11) (2012)

2010

  1. 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 Downloads View citations (3)
    See also Journal Article Efficiency of continuous double auctions under individual evolutionary learning with full or limited information, Journal of Evolutionary Economics, Springer (2013) Downloads View citations (17) (2013)
  2. Evolutionary Selection of Expectations in Positive and Negative Feedback Markets
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)
    See also Journal Article Evolutionary selection of expectations in positive and negative feedback markets, Journal of Evolutionary Economics, Springer (2013) Downloads View citations (42) (2013)
  3. 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

  1. Evolutionary Selection of Individual Expectations and Aggregate Outcomes
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (18)
  2. 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 Downloads View citations (2)
  3. Market Equilibria under Procedural Rationality
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)
    See also Journal Article Market equilibria under procedural rationality, Journal of Mathematical Economics, Elsevier (2010) Downloads View citations (20) (2010)
  4. Wealth-driven Selection in a Financial Market with Heterogeneous Agents
    Post-Print, HAL Downloads View citations (2)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2007) Downloads View citations (13)

    See also Journal Article Wealth-driven selection in a financial market with heterogeneous agents, Journal of Economic Behavior & Organization, Elsevier (2010) Downloads View citations (39) (2010)

2008

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

2007

  1. Asset Prices, Traders' Behavior, and Market Design
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
    See also Journal Article Asset prices, traders' behavior and market design, Journal of Economic Dynamics and Control, Elsevier (2009) Downloads View citations (44) (2009)
  2. Evolution of Market Heuristics
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (13)
  3. Wealth Selection in a Financial Market with Heterogeneous Agents
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (2)

2006

  1. Behavioral Consistent Market Equilibria under Procedural Rationality
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  2. 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 Downloads View citations (2)
    See also Chapter Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model, Lecture Notes in Economics and Mathematical Systems, Springer (2006) View citations (2) (2006)
  3. 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 Downloads View citations (6)

2005

  1. 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 Downloads View citations (9)
  2. 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 Downloads View citations (9)
  3. 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 Downloads View citations (6)
    Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2005) Downloads View citations (2)

    See also Journal Article Wealth-driven competition in a speculative financial market: examples with maximizing agents, Quantitative Finance, Taylor & Francis Journals (2008) Downloads View citations (21) (2008)

2004

  1. Asset Pricing Model with Heterogeneous Investment Horizons
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations (12)
  2. 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 Downloads View citations (3)

Undated

  1. Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (16)
    See also Journal Article INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS, Macroeconomic Dynamics, Cambridge University Press (2013) Downloads View citations (57) (2013)

Journal Articles

2022

  1. Asset price volatility and investment horizons: An experimental investigation
    Journal of Economic Behavior & Organization, 2022, 193, (C), 19-48 Downloads View citations (4)
    See also Working Paper Asset Price Volatility and Investment Horizons: An Experimental Investigation, Working Papers (2020) Downloads View citations (1) (2020)
  2. Learning in two-dimensional beauty contest games: Theory and experimental evidence
    Journal of Economic Theory, 2022, 201, (C) Downloads View citations (2)
  3. The role of information in a continuous double auction: An experiment and learning model
    Journal of Economic Dynamics and Control, 2022, 141, (C) Downloads View citations (2)

2021

  1. Integrated modeling of extended agro-food supply chains: A systems approach
    European Journal of Operational Research, 2021, 288, (3), 852-868 Downloads View citations (9)

2019

  1. Fee structure and mutual fund choice: An experiment
    Journal of Economic Behavior & Organization, 2019, 158, (C), 449-474 Downloads View citations (11)
    See also Working Paper Fee Structure and Mutual Fund Choice: An Experiment, Working Paper Series (2018) Downloads View citations (5) (2018)
  2. Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments
    Journal of the European Economic Association, 2019, 17, (5), 1538-1584 Downloads View citations (16)
    See also Working Paper Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments, Working Paper Series (2015) Downloads View citations (13) (2015)

2018

  1. A laboratory experiment on the heuristic switching model
    Journal of Economic Dynamics and Control, 2018, 91, (C), 21-42 Downloads View citations (13)
  2. Oligopoly game: Price makers meet price takers
    Journal of Economic Dynamics and Control, 2018, 91, (C), 84-103 Downloads View citations (3)
  3. Some reflections on past and future of nonlinear dynamics in economics and finance
    Decisions in Economics and Finance, 2018, 41, (2), 91-118 Downloads View citations (6)
  4. Timing under individual evolutionary learning in a continuous double auction
    Journal of Evolutionary Economics, 2018, 28, (3), 609-631 Downloads View citations (1)

2016

  1. Microfoundations for switching behavior in heterogeneous agent models: An experiment
    Journal of Economic Behavior & Organization, 2016, 129, (C), 74-99 Downloads View citations (24)
    See also Working Paper Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment, CeNDEF Working Papers (2015) Downloads (2015)

2015

  1. 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 Downloads View citations (47)
  2. 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 Downloads

2013

  1. Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
    Journal of Evolutionary Economics, 2013, 23, (3), 539-573 Downloads View citations (17)
    See also Working Paper Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information, CeNDEF Working Papers (2010) Downloads View citations (3) (2010)
  2. Evolutionary selection of expectations in positive and negative feedback markets
    Journal of Evolutionary Economics, 2013, 23, (3), 663-688 Downloads View citations (42)
    See also Working Paper Evolutionary Selection of Expectations in Positive and Negative Feedback Markets, CeNDEF Working Papers (2010) Downloads View citations (2) (2010)
  3. INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS
    Macroeconomic Dynamics, 2013, 17, (8), 1574-1604 Downloads View citations (57)
    See also Working Paper Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations, Tinbergen Institute Discussion Papers Downloads View citations (16)
  4. Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2562-2581 Downloads View citations (21)
    See also Working Paper Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules, Working Paper Series (2013) Downloads View citations (21) (2013)
  5. 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 Downloads View citations (32)
    See also Working Paper The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model, Working Paper Series (2013) Downloads View citations (32) (2013)

2012

  1. Asset Pricing with Heterogeneous Investment Horizons
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-38 Downloads View citations (4)
  2. Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
    American Economic Journal: Microeconomics, 2012, 4, (4), 35-64 Downloads View citations (190)
    See also Working Paper Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments, CeNDEF Working Papers (2011) Downloads View citations (1) (2011)
  3. Excess covariance and dynamic instability in a multi-asset model
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1142-1161 Downloads View citations (11)
    See also Working Paper Excess Covariance and Dynamic Instability in a Multi-Asset Model, CeNDEF Working Papers (2011) Downloads View citations (2) (2011)

2010

  1. Market equilibria under procedural rationality
    Journal of Mathematical Economics, 2010, 46, (6), 1140-1172 Downloads View citations (20)
    See also Working Paper Market Equilibria under Procedural Rationality, CeNDEF Working Papers (2009) Downloads View citations (2) (2009)
  2. Wealth-driven selection in a financial market with heterogeneous agents
    Journal of Economic Behavior & Organization, 2010, 73, (3), 327-358 Downloads View citations (39)
    See also Working Paper Wealth-driven Selection in a Financial Market with Heterogeneous Agents, Post-Print (2009) Downloads View citations (2) (2009)

2009

  1. Asset prices, traders' behavior and market design
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1073-1090 Downloads View citations (44)
    See also Working Paper Asset Prices, Traders' Behavior, and Market Design, CeNDEF Working Papers (2007) Downloads View citations (1) (2007)
  2. Introduction to special issue on complexity in economics and finance
    Journal of Economic Dynamics and Control, 2009, 33, (5), 1019-1022 Downloads View citations (4)

2008

  1. Wealth-driven competition in a speculative financial market: examples with maximizing agents
    Quantitative Finance, 2008, 8, (4), 363-380 Downloads View citations (21)
    See also Working Paper Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents, CeNDEF Working Papers (2005) Downloads View citations (6) (2005)

2006

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

Chapters

2008

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

2006

  1. Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model
    Springer View citations (2)
    See also Working Paper Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) Downloads View citations (2) (2006)
  2. Heterogeneous Beliefs Under Different Market Architectures
    Springer View citations (3)
  3. Noisy Trading in the Large Market Limit
    Springer View citations (1)
 
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