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 1 1 16 42
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 2 4 28 275
Asset Pricing Model with Heterogeneous Investment Horizons 0 0 0 186 1 1 7 541
Behavioral Consistent Market Equilibria under Procedural Rationality 0 0 0 41 3 3 18 226
Dissonance Minimization and Conversation in Social Networks 0 0 0 19 2 3 22 39
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 1 4 14 147
Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model 0 0 0 16 4 5 18 123
Evolution of Market Heuristics 0 0 0 86 1 2 10 259
Evolutionary Selection of Expectations in Positive and Negative Feedback Markets 0 0 0 26 1 2 11 141
Evolutionary Selection of Individual Expectations and Aggregate Outcomes 0 0 0 19 1 4 14 105
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 1 1 1 64 3 4 19 160
Excess Covariance and Dynamic Instability in a Multi-Asset Model 0 0 0 13 0 1 11 103
Fee Structure and Mutual Fund Choice: An Experiment 0 0 0 30 1 1 11 120
Fee structure, return chasing and mutual fund choice 0 0 0 12 2 2 4 38
Fee structure, return chasing and mutual fund choice: an experiment 0 0 0 15 3 4 24 76
Fund Choice Behavior and Estimation of Switching Models: An Experiment 0 0 0 10 2 3 10 67
Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations 0 0 0 96 0 4 16 379
Interest Rate Rules with Heterogeneous Expectations 0 0 0 181 1 1 13 423
Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance 0 0 0 11 3 5 11 80
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 6 1 3 12 65
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 31 1 6 15 115
Market Equilibria under Procedural Rationality 0 0 0 7 0 2 15 78
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 1 16 1 1 21 57
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 0 25 4 5 21 74
Planar Beauty Contests 0 0 0 18 2 2 12 49
Planar Beauty Contests 0 0 0 6 1 1 7 29
Planar Beauty Contests 0 0 0 52 5 7 16 56
Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies 0 0 0 81 2 2 11 375
Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders 0 0 0 20 1 3 8 106
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders 0 0 0 66 6 6 15 391
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 0 66 2 6 23 91
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 2 48 2 3 13 67
The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model 0 0 0 29 1 4 11 167
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 34 1 1 18 140
The impact of short-selling constraints on financial market stability in a model with heterogeneous agents 0 0 0 0 1 1 14 94
Time pressure reduces financial bubbles: Evidence from a forecasting experiment 0 0 0 8 1 4 29 46
Wealth Selection in a Financial Market with Heterogeneous Agents 1 1 1 10 2 2 11 88
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents 0 0 0 9 1 1 7 151
Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents 0 0 1 34 2 2 17 250
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 26 1 2 17 140
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 0 4 5 9 33
Total Working Papers 2 2 7 1,556 74 125 614 6,245

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 0 2 18 112
Asset Pricing with Heterogeneous Investment Horizons 0 0 0 24 4 6 25 136
Asset price volatility and investment horizons: An experimental investigation 0 0 1 3 0 0 10 34
Asset prices, traders' behavior and market design 0 0 0 49 1 1 12 218
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 1 1 2 34 3 3 24 179
Dissonance minimization and conversation in social networks 0 0 0 0 1 2 20 26
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 1 2 18 105
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders 0 0 0 49 4 5 13 246
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 0 0 1 61 3 4 20 288
Evolutionary selection of expectations in positive and negative feedback markets 0 0 0 37 0 0 7 163
Excess covariance and dynamic instability in a multi-asset model 0 0 1 12 1 1 9 97
Fee structure and mutual fund choice: An experiment 0 0 0 5 1 2 15 77
IEL-CDA model: A more accurate theory of behavior in continuous double auctions 0 0 2 3 3 4 23 29
INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS 0 0 0 44 0 1 16 163
Individual evolutionary learning in repeated beauty contest games 0 0 0 0 2 3 16 21
Integrated modeling of extended agro-food supply chains: A systems approach 0 0 2 11 6 7 25 52
Introduction to special issue on complexity in economics and finance 0 0 0 16 2 4 6 69
Leaning against the wind in the New Keynesian model with heterogeneous expectations 0 0 0 2 1 1 19 32
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules 0 0 0 17 3 5 16 86
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 2 3 23 43
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 2 3 9 49
Market equilibria under procedural rationality 0 0 0 11 5 5 28 133
Microfoundations for switching behavior in heterogeneous agent models: An experiment 0 0 0 15 3 5 12 99
Oligopoly game: Price makers meet price takers 0 0 1 42 4 7 25 529
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 2 24 103
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 82 1 1 13 355
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 2 3 16 25
Timing under individual evolutionary learning in a continuous double auction 0 0 0 2 1 1 10 39
Wealth-driven competition in a speculative financial market: examples with maximizing agents 0 0 0 14 1 1 5 106
Wealth-driven selection in a financial market with heterogeneous agents 0 0 0 10 0 1 14 144
Total Journal Articles 1 1 10 610 58 85 512 3,831

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 1 1 6 9
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment 0 0 0 0 2 2 6 12
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 0 1 11 15
Total Chapters 0 0 0 0 3 4 27 43

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Statistics updated 2026-11-12