Access Statistics for Mikhail Anufriev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Price Volatility and Investment Horizons: An Experimental Investigation 0 0 0 6 0 0 17 41
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 2 2 27 273
Asset Pricing Model with Heterogeneous Investment Horizons 0 0 0 186 0 0 9 540
Behavioral Consistent Market Equilibria under Procedural Rationality 0 0 0 41 0 0 16 223
Dissonance Minimization and Conversation in Social Networks 0 0 0 19 1 1 20 37
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 0 3 14 146
Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model 0 0 0 16 1 1 15 119
Evolution of Market Heuristics 0 0 0 86 1 1 9 258
Evolutionary Selection of Expectations in Positive and Negative Feedback Markets 0 0 0 26 0 1 10 140
Evolutionary Selection of Individual Expectations and Aggregate Outcomes 0 0 0 19 2 3 13 104
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 0 0 0 63 0 2 18 157
Excess Covariance and Dynamic Instability in a Multi-Asset Model 0 0 0 13 0 2 15 103
Fee Structure and Mutual Fund Choice: An Experiment 0 0 1 30 0 0 11 119
Fee structure, return chasing and mutual fund choice 0 0 0 12 0 0 3 36
Fee structure, return chasing and mutual fund choice: an experiment 0 0 0 15 1 1 21 73
Fund Choice Behavior and Estimation of Switching Models: An Experiment 0 0 0 10 0 2 9 65
Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations 0 0 0 96 2 4 16 379
Interest Rate Rules with Heterogeneous Expectations 0 0 0 181 0 0 12 422
Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance 0 0 0 11 1 2 8 77
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 31 0 5 15 114
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 6 0 2 12 64
Market Equilibria under Procedural Rationality 0 0 0 7 1 3 15 78
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 1 16 0 1 21 56
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 0 25 0 2 17 70
Planar Beauty Contests 0 0 0 18 0 0 10 47
Planar Beauty Contests 0 0 0 52 0 4 11 51
Planar Beauty Contests 0 0 0 6 0 0 6 28
Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies 0 0 0 81 0 0 10 373
Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders 0 0 0 20 1 2 7 105
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders 0 0 0 66 0 0 9 385
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies 0 0 0 53 0 2 15 239
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 2 48 0 1 11 65
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 66 1 4 21 89
The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model 0 0 0 29 1 3 10 166
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 34 0 0 17 139
The impact of short-selling constraints on financial market stability in a model with heterogeneous agents 0 0 0 0 0 0 13 93
Time pressure reduces financial bubbles: Evidence from a forecasting experiment 0 0 0 8 1 3 29 45
Wealth Selection in a Financial Market with Heterogeneous Agents 0 0 0 9 0 0 9 86
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents 0 0 0 9 0 0 7 150
Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents 0 0 1 34 0 0 15 248
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 0 0 1 6 29
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 26 1 1 16 139
Total Working Papers 0 0 6 1,554 17 59 565 6,171

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A laboratory experiment on the heuristic switching model 0 0 0 14 1 2 18 112
Asset Pricing with Heterogeneous Investment Horizons 0 0 0 24 1 3 22 132
Asset price volatility and investment horizons: An experimental investigation 0 0 1 3 0 0 12 34
Asset prices, traders' behavior and market design 0 0 0 49 0 0 11 217
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 1 33 0 1 21 176
Dissonance minimization and conversation in social networks 0 0 0 0 0 1 21 25
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 1 1 18 104
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders 0 0 0 49 1 2 10 242
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 0 0 1 61 0 2 18 285
Evolutionary selection of expectations in positive and negative feedback markets 0 0 0 37 0 0 8 163
Excess covariance and dynamic instability in a multi-asset model 0 1 1 12 0 2 8 96
Fee structure and mutual fund choice: An experiment 0 0 0 5 0 1 14 76
IEL-CDA model: A more accurate theory of behavior in continuous double auctions 0 0 2 3 1 1 21 26
INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS 0 0 0 44 1 2 19 163
Individual evolutionary learning in repeated beauty contest games 0 0 0 0 1 2 14 19
Integrated modeling of extended agro-food supply chains: A systems approach 0 1 2 11 1 2 21 46
Introduction to special issue on complexity in economics and finance 0 0 0 16 1 2 4 67
Leaning against the wind in the New Keynesian model with heterogeneous expectations 0 0 1 2 0 0 20 31
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules 0 0 0 17 1 2 13 83
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 0 3 21 41
Macroeconomics at the Service of Public Policy, by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press, Oxford, 2013 ), pp. xiv + 226 0 0 0 8 1 1 7 47
Market equilibria under procedural rationality 0 0 0 11 0 0 23 128
Microfoundations for switching behavior in heterogeneous agent models: An experiment 0 0 0 15 1 3 12 96
Oligopoly game: Price makers meet price takers 0 0 1 42 1 4 21 525
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 14 0 0 21 73
Some reflections on past and future of nonlinear dynamics in economics and finance 0 0 0 15 1 1 33 102
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 82 0 0 13 354
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 0 3 15 23
Timing under individual evolutionary learning in a continuous double auction 0 0 0 2 0 0 9 38
Wealth-driven competition in a speculative financial market: examples with maximizing agents 0 0 0 14 0 1 6 105
Wealth-driven selection in a financial market with heterogeneous agents 0 0 0 10 0 1 14 144
Total Journal Articles 0 2 10 609 14 43 488 3,773

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model 0 0 0 0 0 0 5 8
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment 0 0 0 0 0 0 5 10
Heterogeneous Beliefs Under Different Market Architectures 0 0 0 0 0 0 4 7
Noisy Trading in the Large Market Limit 0 0 0 0 1 1 11 15
Total Chapters 0 0 0 0 1 1 25 40

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Statistics updated 2026-10-11