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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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  4. The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh.
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  6. Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas.
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  10. Time-varying persistence of inflation: evidence from a wavelet-based approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Rangan, Gupta ; Stephen, Miller ; Giorgio, Canarella ; Heni, Boubaker.
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  11. TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Franke, Reiner ; Zamparelli, Luca ; Veneziani, Roberto.
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  19. Confidence and the Stock Market: An Agent-Based Approach. (2014). Stanley, Harry Eugene ; Feng, Ling ; Pires, Felipe R ; Bertella, Mario A.
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  22. Chaos in German stock returns — New evidence from the 0–1 test. (2012). Webel, Karsten .
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  25. Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas.
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  27. A Note on institutional hierarchy and volatility in financial markets. (2011). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone.
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  28. Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach. (2011). Lux, Thomas ; Ghonghadze, Jaba .
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  31. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2010). Westerhoff, Frank ; Witte, Bjorn-Christopher ; Hermsen, Oliver .
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  32. Does Basel II destabilize financial markets? An agent-based financial market perspective. (2010). Hermsen, O..
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  33. Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach. (2009). Ghonghadze, Jaba ; Lux, Thomas.
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  34. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2009). Westerhoff, Frank ; Witte, Bjorn-Christopher ; Hermsen, Oliver .
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  37. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2009). Lux, Thomas.
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  38. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
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  39. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
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  40. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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  41. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
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  42. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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  43. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
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  44. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
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  45. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
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  46. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Schroder, Michael ; Rebitzky, Rafael R..
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  47. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model. (2008). Cristelli, Matthieu ; Zaccaria, A. ; Alfi, V. ; Pietronero, L..
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  48. Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching. (2007). Lux, Thomas ; Kaizoji, Taisei.
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  49. Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching. (2006). Lux, Thomas ; Kaizoji, Taisei.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5160.

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  50. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
    In: Economics Working Papers.
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