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 3 17 41
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 0 6 25 271
Asset Pricing Model with Heterogeneous Investment Horizons 0 0 1 186 0 2 10 540
Behavioral Consistent Market Equilibria under Procedural Rationality 0 0 0 41 0 4 18 223
Dissonance Minimization and Conversation in Social Networks 0 0 0 19 0 5 19 36
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 0 5 12 143
Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model 0 0 0 16 0 2 14 118
Evolution of Market Heuristics 0 0 0 86 1 2 8 257
Evolutionary Selection of Expectations in Positive and Negative Feedback Markets 0 0 0 26 0 1 10 139
Evolutionary Selection of Individual Expectations and Aggregate Outcomes 0 0 0 19 0 3 10 101
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 0 0 1 63 3 4 19 155
Excess Covariance and Dynamic Instability in a Multi-Asset Model 0 0 0 13 0 4 14 101
Fee Structure and Mutual Fund Choice: An Experiment 0 0 1 30 0 4 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 20 72
Fund Choice Behavior and Estimation of Switching Models: An Experiment 0 0 0 10 0 0 9 63
Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations 0 0 0 96 1 1 12 375
Interest Rate Rules with Heterogeneous Expectations 0 0 0 181 2 5 12 422
Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance 0 0 0 11 0 0 6 75
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 31 1 2 10 109
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 6 0 2 10 62
Market Equilibria under Procedural Rationality 0 0 0 7 0 5 12 75
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 1 1 1 16 1 4 21 55
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 0 25 0 5 15 68
Planar Beauty Contests 0 0 0 18 0 3 13 47
Planar Beauty Contests 0 0 0 6 0 1 10 28
Planar Beauty Contests 0 0 0 52 0 0 7 47
Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies 0 0 0 81 0 5 10 373
Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders 0 0 0 20 0 1 6 103
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders 0 0 0 66 1 3 9 385
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies 0 0 0 53 0 5 13 237
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 2 48 0 1 12 64
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 66 2 4 17 85
The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model 0 0 0 29 1 2 8 163
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 34 1 3 18 139
The impact of short-selling constraints on financial market stability in a model with heterogeneous agents 0 0 0 0 0 2 13 93
Time pressure reduces financial bubbles: Evidence from a forecasting experiment 0 0 0 8 2 2 27 42
Wealth Selection in a Financial Market with Heterogeneous Agents 0 0 0 9 1 3 9 86
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents 0 0 0 9 0 3 7 150
Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents 0 0 1 34 0 3 15 248
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 26 1 4 16 138
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 0 1 3 5 28
Total Working Papers 1 1 8 1,554 21 118 532 6,112

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 1 14 0 3 19 110
Asset Pricing with Heterogeneous Investment Horizons 0 0 0 24 0 3 20 129
Asset price volatility and investment horizons: An experimental investigation 0 0 1 3 0 1 12 34
Asset prices, traders' behavior and market design 0 0 0 49 0 3 13 217
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 1 1 33 1 4 21 175
Dissonance minimization and conversation in social networks 0 0 0 0 1 5 20 24
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 0 5 19 103
Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders 0 0 0 49 0 1 8 240
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 1 1 1 61 1 4 19 283
Evolutionary selection of expectations in positive and negative feedback markets 0 0 1 37 1 1 10 163
Excess covariance and dynamic instability in a multi-asset model 0 0 0 11 0 0 6 94
Fee structure and mutual fund choice: An experiment 0 0 0 5 2 3 16 75
IEL-CDA model: A more accurate theory of behavior in continuous double auctions 0 0 2 3 1 5 21 25
INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS 0 0 0 44 1 3 17 161
Individual evolutionary learning in repeated beauty contest games 0 0 0 0 0 2 12 17
Integrated modeling of extended agro-food supply chains: A systems approach 0 0 1 10 0 4 19 44
Introduction to special issue on complexity in economics and finance 0 0 0 16 0 1 3 65
Leaning against the wind in the New Keynesian model with heterogeneous expectations 0 0 2 2 0 4 25 31
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules 0 0 0 17 0 3 12 81
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 0 1 19 38
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 0 0 6 46
Market equilibria under procedural rationality 0 0 0 11 0 3 25 128
Microfoundations for switching behavior in heterogeneous agent models: An experiment 0 0 0 15 0 0 11 93
Oligopoly game: Price makers meet price takers 0 0 1 42 0 6 18 521
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 14 0 6 22 73
Some reflections on past and future of nonlinear dynamics in economics and finance 0 0 1 15 0 2 35 101
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 12 20
Timing under individual evolutionary learning in a continuous double auction 0 0 0 2 1 1 9 38
Wealth-driven competition in a speculative financial market: examples with maximizing agents 0 0 0 14 0 1 5 104
Wealth-driven selection in a financial market with heterogeneous agents 0 0 0 10 0 3 16 143
Total Journal Articles 1 2 12 607 9 81 483 3,730

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 3 5 8
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment 0 0 0 0 0 2 6 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 3 10 14
Total Chapters 0 0 0 0 2 8 25 39

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10