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 16 40
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 1 7 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 1 5 18 223
Dissonance Minimization and Conversation in Social Networks 0 0 0 19 0 7 19 36
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 3 5 12 143
Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model 0 0 0 16 0 3 14 118
Evolution of Market Heuristics 0 0 0 86 1 1 7 256
Evolutionary Selection of Expectations in Positive and Negative Feedback Markets 0 0 0 26 1 4 11 139
Evolutionary Selection of Individual Expectations and Aggregate Outcomes 0 0 0 19 1 3 10 101
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments 0 0 2 63 1 4 17 152
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 0 1 19 71
Fund Choice Behavior and Estimation of Switching Models: An Experiment 0 0 0 10 0 2 9 63
Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations 0 0 0 96 0 1 11 374
Interest Rate Rules with Heterogeneous Expectations 0 0 0 181 0 3 10 420
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 1 9 108
Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules 0 0 0 6 1 3 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 0 0 0 15 1 4 20 54
Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment 0 0 0 25 0 6 16 68
Planar Beauty Contests 0 0 0 6 0 3 10 28
Planar Beauty Contests 0 0 0 52 0 3 7 47
Planar Beauty Contests 0 0 0 18 1 5 13 47
Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies 0 0 0 81 0 6 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 0 3 8 384
Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies 0 0 0 53 2 5 13 237
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 66 0 4 15 83
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 2 48 0 3 12 64
The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model 0 0 0 29 0 2 7 162
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 34 0 3 17 138
The impact of short-selling constraints on financial market stability in a model with heterogeneous agents 0 0 0 0 1 2 13 93
Time pressure reduces financial bubbles: Evidence from a forecasting experiment 0 0 0 8 0 9 26 40
Wealth Selection in a Financial Market with Heterogeneous Agents 0 0 0 9 0 2 8 85
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents 0 0 0 9 2 3 7 150
Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents 0 0 1 34 1 5 15 248
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 26 1 4 15 137
Wealth-driven Selection in a Financial Market with Heterogeneous Agents 0 0 0 0 2 2 4 27
Total Working Papers 0 0 8 1,553 23 143 515 6,091

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 6 19 110
Asset Pricing with Heterogeneous Investment Horizons 0 0 0 24 1 5 20 129
Asset price volatility and investment horizons: An experimental investigation 0 0 1 3 0 3 13 34
Asset prices, traders' behavior and market design 0 0 0 49 1 4 13 217
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 1 1 33 1 5 20 174
Dissonance minimization and conversation in social networks 0 0 0 0 1 5 19 23
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 0 0 0 60 0 4 19 282
Evolutionary selection of expectations in positive and negative feedback markets 0 0 1 37 0 0 9 162
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 0 3 14 73
IEL-CDA model: A more accurate theory of behavior in continuous double auctions 0 1 2 3 3 6 20 24
INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS 0 0 0 44 0 2 16 160
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 1 1 10 1 6 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 6 25 31
Learning cycles in Bertrand competition with differentiated commodities and competing learning rules 0 0 0 17 0 5 12 81
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 1 5 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 1 6 46
Market equilibria under procedural rationality 0 0 0 11 0 4 25 128
Microfoundations for switching behavior in heterogeneous agent models: An experiment 0 0 0 15 0 1 11 93
Oligopoly game: Price makers meet price takers 0 0 1 42 3 6 18 521
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments 0 0 0 14 0 7 22 73
Some reflections on past and future of nonlinear dynamics in economics and finance 0 0 1 15 1 3 35 101
The impact of short-selling constraints on financial market stability in a heterogeneous agents model 0 0 0 82 0 1 14 354
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 0 4 13 20
Timing under individual evolutionary learning in a continuous double auction 0 0 0 2 0 1 8 37
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 1 3 16 143
Total Journal Articles 0 3 11 606 14 106 478 3,721

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 2 4 7
Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment 0 0 0 0 1 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 4 9 13
Total Chapters 0 0 0 0 3 8 23 37

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Statistics updated 2026-06-04