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Asset Price Volatility and Inv...
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CAPM
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85
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40
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29
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25
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24
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English
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Anufriev, Mikhail
14
Bottazzi, Giulio
9
Tuinstra, Jan
9
Sonnemans, Joep
7
Hommes, Cars H.
6
Velden, Henk van de
6
Pancotto, Francesca
3
Chernulich, Aleksei
1
Dindo, Pietro
1
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1
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1
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1
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1
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1
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
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Journal of economic dynamics & control
5
LEM Working Paper Series
4
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4
Journal of economic behavior & organization : JEBO
3
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2
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ECONIS (ZBW)
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1
Asset price volatility and investment horizons : an experimental investigation
Anufriev, Mikhail
;
Chernulich, Aleksei
;
Tuinstra, Jan
- In:
Journal of economic behavior & organization : JEBO
193
(
2022
),
pp. 19-48
Persistent link: https://www.econbiz.de/10013189883
Saved in:
2
Wealth-driven selection in a financial market with heterogeneous agents
Anufriev, Mikhail
;
Dindo, Pietro
- In:
Journal of economic behavior & organization : JEBO
73
(
2010
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10003974029
Saved in:
3
Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail
;
Bottazzi, Giulio
;
Marsili, Matteo
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
Saved in:
4
Asset pricing with heterogeneous investment horizons
Anufriev, Mikhail
;
Bottazzi, Giulio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009659215
Saved in:
5
Asset prices, traders' behavior and market design
Anufriev, Mikhail
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
Saved in:
6
Coordination of expectations in asset pricing experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
-
2003
Persistent link: https://www.econbiz.de/10001791800
Saved in:
7
Coordination of expectations in asset pricing experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 955-980
Persistent link: https://www.econbiz.de/10003133569
Saved in:
8
A strategy experiment in dynamic asset pricing
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
- In:
Journal of economic dynamics & control
29
(
2005
)
4
,
pp. 823-843
Persistent link: https://www.econbiz.de/10002705198
Saved in:
9
Expectations and bubbles in asset pricing experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
1
,
pp. 116-133
Persistent link: https://www.econbiz.de/10003762707
Saved in:
10
Coordination of expectation in asset pricing experiments : 6th Annual Research Conference, Information and communication in central banking, 12 - 14 November 2003, De Nederlandsche Bank, Amsterdam
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
-
2004
Persistent link: https://www.econbiz.de/10002253564
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