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Self-referential behaviour, overreaction and conventions in financial markets. (2007). Bouchaud, Jean-Philippe ; Wyart, Matthieu .
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:63:y:2007:i:1:p:1-24.

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  1. Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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  2. Radical Complexity. (2021). Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:2103.09692.

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  3. Confidence collapse in a multihousehold, self-reflexive DSGE model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico Guglielmo.
    In: Proceedings of the National Academy of Sciences.
    RePEc:nas:journl:v:117:y:2020:p:9244-9249.

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  4. CONDITIONAL CORRELATIONS AND PRINCIPAL REGRESSION ANALYSIS FOR FUTURES. (2020). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02567501.

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  5. CONDITIONAL CORRELATIONS AND PRINCIPAL REGRESSION ANALYSIS FOR FUTURES. (2020). Benichou, Raphael ; Karami, Armine ; Bouchaud, Jean-Philippe ; Benzaquen, Michael.
    In: Post-Print.
    RePEc:hal:journl:hal-02567501.

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  6. Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico.
    In: Post-Print.
    RePEc:hal:journl:hal-02323098.

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  7. Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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  8. A simple mechanism for financial bubbles: time-varying momentum horizon. (2019). Schatz, M ; Lin, L ; Sornette, D.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:19:y:2019:i:6:p:937-959.

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  9. Conditional Correlations and Principal Regression Analysis for Futures. (2019). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Benichou, Raphael ; Karami, Armine.
    In: Papers.
    RePEc:arx:papers:1912.12354.

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  10. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano.
    In: Papers.
    RePEc:arx:papers:1807.11751.

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  11. Why have asset price properties changed so little in 200 years. (2017). Challet, Damien ; Bouchaud, Jean-Philippe.
    In: Post-Print.
    RePEc:hal:journl:hal-01311113.

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  12. Herd Behavior and Financial Crashes: An Interacting Particle System Approach. (2016). di Persio, Luca ; Crescimanna, Vincenzo.
    In: Journal of Mathematics.
    RePEc:hin:jjmath:7510567.

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  13. A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon. (2016). Sornette, Didier ; Lin, LI.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1661.

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  14. Why have asset price properties changed so little in 200 years. (2016). Challet, Damien ; Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:1605.00634.

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  15. Fundamentalists, chartists and asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Quantitative Finance.
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  16. Fundamentalists, Chartists and Asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Post-Print.
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  17. A bifurcation model of market returns. (2014). Nawrocki, David ; Vaga, Tonis .
    In: Quantitative Finance.
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  18. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
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  19. Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
    In: Papers.
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  20. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
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  21. A Combination of Dopamine Genes Predicts Success by Professional Wall Street Traders. (2012). Zak, Paul J ; Beavin, Laura E ; Sapra, Steve.
    In: PLOS ONE.
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  22. Formation of share market prices under heterogeneous beliefs and common knowledge. (2012). Giannoccolo, Pierpaolo ; Biondi, Yuri ; Galam, Serge.
    In: Physica A: Statistical Mechanics and its Applications.
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  23. Spontaneous symmetry breaking of arbitrage. (2012). Choi, Jaehyung .
    In: Physica A: Statistical Mechanics and its Applications.
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  24. Crises and collective socio-economic phenomena: simple models and challenges. (2012). Bouchaud, Jean-Philippe.
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  25. Spontaneous symmetry breaking of arbitrage. (2012). Choi, Jaehyung .
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  26. Econophysics review: I. Empirical facts. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
    In: Quantitative Finance.
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  27. Econophysics review: II. Agent-based models. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
    In: Quantitative Finance.
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  28. Econophysics review: I. Empirical facts. (2011). Chakraborti, Anirban ; Patriarca, Marco ; Toke, Ioane Muni ; Abergel, Frederic.
    In: Post-Print.
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  29. How to grow a bubble: A model of myopic adapting agents. (2011). Harras, Georges ; Sornette, Didier.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:80:y:2011:i:1:p:137-152.

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  30. How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
    In: Papers.
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  31. Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates. (2007). Sornette, Didier ; Zhou, Wei-Xing.
    In: Physica A: Statistical Mechanics and its Applications.
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  32. Random walks, liquidity molasses and critical response in financial markets. (2004). Potters, Marc ; Bouchaud, Jean-Philippe ; Kockelkoren, Julien .
    In: Science & Finance (CFM) working paper archive.
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  33. Experts earning forecasts: bias, herding and gossamer information. (2004). Bouchaud, Jean-Philippe ; GUEDJ, OLIVIER.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500062.

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    In: International Finance.
    RePEc:wpa:wuwpif:0511005.

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  25. Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0506009.

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  26. Asymmetric Risk and International Portfolio Choice. (2005). Thorp, Susan ; Milunovich, George.
    In: Research Paper Series.
    RePEc:uts:rpaper:160.

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  27. Dynamic bond portfolio choice in a model with Gaussian diffusion regimes. (2005). João Liborio, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:3:p:259-270.

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  28. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:329.

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  29. Learning Under Ambiguity. (2005). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:497.

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  30. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

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  31. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-006.

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  32. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-003.

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  33. Density selection and combination under model ambiguity: an application to stock returns. (2005). D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-09.

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  34. Measuring comovements by regression quantiles. (2005). Manganelli, Simone ; Gerard, Bruno ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005501.

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  35. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4913.

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  36. Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices. (2005). Sancetta, Alessio ; Nikanrova, Arina.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0516.

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  37. Density Estimation and Combination under Model Ambiguity. (2004). D'Amico, Stefania.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:273.

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  38. International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. (2004). cotter, john.
    In: MPRA Paper.
    RePEc:pra:mprapa:3538.

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  39. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1411004.

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  40. A Two-State Capital Asset Pricing Model with Unobservable States. (2004). Nilsson, Birger ; Hansson, Björn.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_028.

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  41. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:77.

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  42. Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias. (2004). Carvalho, Carlos ; Amonlirdviman, Kevin .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:61.

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  43. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:148.

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  44. ARE VECTOR AUTOREGRESSIONS AND ACCURATE MODEL FOR DYNAMIC ASSET ALLOCATION?. (2004). Pearanda, Francisco .
    In: Working Papers.
    RePEc:cmf:wpaper:wp2004_0419.

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  45. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:03/189.

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  46. How do Regimes Affect Asset Allocation?. (2003). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10080.

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  47. Explaining movements in UK stock prices:. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:crt:wpaper:0302.

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  48. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_875.

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  49. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0306.

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  50. International diversification strategies. (2002). Del Negro, Marco ; Brooks, Robin.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-23.

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