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QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS. (2008). Horst, Ulrich ; ROTHE, CHRISTIAN.
In: Macroeconomic Dynamics.
RePEc:cup:macdyn:v:12:y:2008:i:02:p:211-233_07.

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  1. A Stochastic Analysis of Queues with Customer Choice and Delayed Information. (2020). Wesson, Elizabeth ; Rand, Richard ; Pender, Jamol.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:45:y:2020:i:3:p:1104-1126.

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  2. A Law of Large Numbers for Limit Order Books. (2017). Paulsen, Michael ; Horst, Ulrich.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:42:y:2017:i:4:p:1280-1312.

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  3. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2017). Henkel, Christof .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:469:y:2017:i:c:p:447-458.

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  4. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:3-18.

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  5. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2016). Henkel, Christof .
    In: Papers.
    RePEc:arx:papers:1609.05286.

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  6. An agent behavior based model for diffusion price processes with application to phase transition and oscillations. (2016). Henkel, Christof .
    In: Papers.
    RePEc:arx:papers:1606.08269.

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  7. A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics. (2016). Horst, Ulrich ; Bayer, Christian ; Qiu, Jinniao .
    In: Papers.
    RePEc:arx:papers:1405.5230.

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  8. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

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  9. A law of large numbers for limit order books. (2015). Horst, Ulrich ; Paulsen, Michael .
    In: Papers.
    RePEc:arx:papers:1501.00843.

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  10. Estimation of an agent-based model of investor sentiment formation in financial markets. (2012). Lux, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1284-1302.

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  11. Social interaction and conformism in a random utility model. (2012). tolotti, marco ; Barucci, Emilio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1855-1866.

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  12. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162.

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  13. Mass psychology in action: identification of social interaction effects in the German stock market. (2009). Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1514.

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  14. Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey. (2009). Lux, Thomas.
    In: Post-Print.
    RePEc:hal:journl:hal-00720175.

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  15. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). de Almeida Prado, Fernando Pigeard, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:19:p:4126-4144.

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  16. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2009). Lux, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:72:y:2009:i:2:p:638-655.

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  17. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents. (2009). Fernando Pigeard de Almeida Prado, ; Belitsky, Vladimir ; Harris, Rosemary J. ; Schutz, Gunter M..
    In: Papers.
    RePEc:arx:papers:0801.0003.

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