Working or Discussion Paper

Alfarano, Simone and Franke, Reiner (2007) A simple asymmetric herding model to distinguish between stock and foreign exchange markets. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Alfarano, Simone and Milaković, Mishael (2007) Should network structure matter in agent-based finance? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Anufriev, Mikhail and Dindo, Pietro (2007) Equilibrium return and agents' survival in a multiperiod asset market: analytic support of a simulation model. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Demary, Markus (2007) Who do currency transaction taxes harm more: short-term speculators or long-term investors? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Demary, Markus (2007) A heterogenous agents model usable for the analysis of currency transaction taxes. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Diks, Cees and Dindo, Pietro (2007) Informational differences and learning in an asset market with boundedly rational agents. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Franke, Reiner (2007) Estimation of a microfounded herding model on German survey expectations. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Franke, Reiner (2007) A prototype model of speculative dynamics with position-based trading. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Liu, Ruipeng, Di Matteo, T. and Lux, Thomas (2007) True and apparent scaling: the proximity of the markov- switching multifractal model to long-range dependence. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Lux, Thomas (2007) Application of statistical physics in finance and economics. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Lux, Thomas (2007) Collective opinion formation in a business climate survey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Lux, Thomas (2007) Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).

Yusupov, Timur and Lux, Thomas (2007) The efficient market hypothesis through the eyes of an artificial technical analyst: an application of a new chartist methodology to high-frequency stock market data. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.07-).