| Year |
Citation |
Score |
| 2019 |
LeBaron B. Microconsistency in Simple Empirical Agent-Based Financial Models Computational Economics. 1-19. DOI: 10.1007/S10614-019-09917-8 |
0.387 |
|
| 2016 |
LeBaron B. Financial price dynamics and agent-based models as inspired by Benoit Mandelbrot The European Physical Journal Special Topics. 225: 3243-3254. DOI: 10.1140/Epjst/E2016-60123-4 |
0.459 |
|
| 2012 |
LeBaron B. Heterogeneous gain learning and the dynamics of asset prices Journal of Economic Behavior and Organization. DOI: 10.2139/Ssrn.1865990 |
0.486 |
|
| 2012 |
LeBaron B. Wealth dynamics and a bias toward momentum trading Finance Research Letters. 9: 21-28. DOI: 10.2139/Ssrn.1864784 |
0.49 |
|
| 2011 |
LeBaron B. Active and passive learning in agent-based financial markets Eastern Economic Journal. 37: 35-43. DOI: 10.1057/Eej.2010.53 |
0.423 |
|
| 2010 |
Yamamoto R, Lebaron B. Order-splitting and long-memory in an order-driven market European Physical Journal B. 73: 51-57. DOI: 10.1140/Epjb/E2009-00392-Y |
0.579 |
|
| 2008 |
LeBaron B, Tesfatsion L. Modeling macroeconomies as open-ended dynamic systems of interacting agents American Economic Review. 98: 246-250. DOI: 10.1257/Aer.98.2.246 |
0.337 |
|
| 2008 |
LeBaron B, Yamamoto R. The impact of imitation on long memory in an order-driven market Eastern Economic Journal. 34: 504-517. DOI: 10.1057/Eej.2008.32 |
0.629 |
|
| 2008 |
Barr JM, Tassier T, Ussher LJ, LeBaron B, Chen SH, Sunder S. The future of agent-based research in economics: A panel discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 2008 Eastern Economic Journal. 34: 550-565. DOI: 10.1057/Eej.2008.31 |
0.322 |
|
| 2007 |
LeBaron B, Yamamoto R. Long-memory in an order-driven market Physica a: Statistical Mechanics and Its Applications. 383: 85-89. DOI: 10.1016/J.Physa.2007.04.090 |
0.634 |
|
| 2006 |
Lebaron B. Agent-based financial markets: Matching stylized facts with style Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. 221-236. DOI: 10.1017/CBO9780511617751.013 |
0.435 |
|
| 2006 |
LeBaron B. Chapter 24 Agent-based Computational Finance Handbook of Computational Economics. 2: 1187-1233. DOI: 10.1016/S1574-0021(05)02024-1 |
0.344 |
|
| 2005 |
LeBaron B, Samanta R. Extreme Value Theory and Fat Tails in Equity Markets Computing in Economics and Finance. DOI: 10.2139/Ssrn.873656 |
0.481 |
|
| 2003 |
LeBaron B. Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03 International Journal of Forecasting. 19: 751-752. DOI: 10.1016/S0169-2070(03)00054-2 |
0.331 |
|
| 2002 |
LeBaron B. Short-memory traders and their impact on group learning in financial markets. Proceedings of the National Academy of Sciences of the United States of America. 99: 7201-6. PMID 11997443 DOI: 10.1073/Pnas.072079699 |
0.489 |
|
| 2001 |
LeBaron B. Stochastic Volatility as a Simple Generator of Apparent Financial Power Laws and Long Memory Quantitative Finance. 1: 621-631. DOI: 10.2139/Ssrn.278427 |
0.384 |
|
| 2001 |
LeBaron B. Evolution and time horizons in an agent-based stock market Macroeconomic Dynamics. 5: 225-254. DOI: 10.2139/Ssrn.218309 |
0.498 |
|
| 2001 |
Chaboud A, LeBaron B. Foreign Exchange Market Trading Volume and Federal Reserve Intervention Journal of Futures Markets. 21: 851-860. DOI: 10.2139/Ssrn.177148 |
0.402 |
|
| 2001 |
LeBaron B. Empirical regularities from interacting long- and short-memory investors in an agent-based stock market Ieee Transactions On Evolutionary Computation. 5: 442-455. DOI: 10.1109/4235.956709 |
0.525 |
|
| 2001 |
LeBaron B. A builder's guide to agent-based financial markets Quantitative Finance. 1: 254-261. DOI: 10.1088/1469-7688/1/2/307 |
0.471 |
|
| 2000 |
LeBaron B, McCulloch R. Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options American Economic Review. 90: 32-37. DOI: 10.1257/Aer.90.2.32 |
0.319 |
|
| 2000 |
LeBaron B. Physics of the money markets Nature. 408: 290-291. DOI: 10.1038/35042633 |
0.43 |
|
| 2000 |
LeBaron B. Agent-based computational finance: Suggested readings and early research Journal of Economic Dynamics and Control. 24: 679-702. DOI: 10.1016/S0165-1889(99)00022-6 |
0.352 |
|
| 1999 |
LeBaron B, Arthur WB, Palmer R. Time series properties of an artificial stock market Journal of Economic Dynamics and Control. 23: 1487-1516. DOI: 10.1016/S0165-1889(98)00081-5 |
0.526 |
|
| 1999 |
LeBaron B. Technical trading rule profitability and foreign exchange intervention Journal of International Economics. 49: 125-143. DOI: 10.1016/S0022-1996(98)00061-0 |
0.408 |
|
| 1999 |
Palmer RG, Arthur WB, Holland JH, LeBaron B. An artificial stock market Artificial Life and Robotics. 3: 27-31. DOI: 10.1007/Bf02481484 |
0.506 |
|
| 1998 |
LeBaron B, Weigend AS. A bootstrap evaluation of the effect of data splitting on financial time series Ieee Transactions On Neural Networks. 9: 213-220. DOI: 10.1109/72.655043 |
0.315 |
|
| 1996 |
Broock WA, Scheinkman JA, Dechert WD, LeBaron B. A test for independence based on the correlation dimension Econometric Reviews. 15: 197-235. DOI: 10.1080/07474939608800353 |
0.554 |
|
| 1995 |
LeBaron B. Exchange rate theory: Chaotic models of foreign exchange markets Journal of International Economics. 39: 185-187. DOI: 10.1016/0022-1996(95)90028-4 |
0.427 |
|
| 1995 |
Lebaron B. Confusion and misinformation on financial chaos Complexity. 1: 35-37. DOI: 10.1002/Cplx.6130010309 |
0.383 |
|
| 1994 |
LeBaron B. Chaos and nonlinear forecastability in economics and finance Philosophical Transactions of the Royal Society A. 348: 397-404. DOI: 10.1098/Rsta.1994.0099 |
0.517 |
|
| 1994 |
Palmer RG, Brian Arthur W, Holland JH, LeBaron B, Tayler P. Artificial economic life: a simple model of a stockmarket Physica D: Nonlinear Phenomena. 75: 264-274. DOI: 10.1016/0167-2789(94)90287-9 |
0.51 |
|
| 1992 |
BROCK W, LAKONISHOK J, LeBARON B. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns The Journal of Finance. 47: 1731-1764. DOI: 10.1111/J.1540-6261.1992.Tb04681.X |
0.352 |
|
| 1992 |
LeBaron B. Some Relations Between Volatility and Serial Correlations in Stock Market Returns The Journal of Business. 65: 199. DOI: 10.1086/296565 |
0.431 |
|
| 1992 |
Lebaron B. Forecast improvements using a volatility index Journal of Applied Econometrics. 7: S137-S149. DOI: 10.1002/Jae.3950070510 |
0.44 |
|
| 1989 |
Brock WA, LeBaron B. Liquidity Constraints in Production Based Asset Pricing Models National Bureau of Economic Research. 231-256. DOI: 10.3386/W3107 |
0.482 |
|
| 1989 |
Scheinkman JA, LeBaron B. Nonlinear Dynamics and Stock Returns The Journal of Business. 62: 311. DOI: 10.1086/296465 |
0.599 |
|
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