Main Content

Estimating the probability of a lost decade

Heterogeneous gain learning and long swings in asset prices

Heterogeneous gain learning and the dynamics of asset prices

Wealth dynamics and a Bias Toward Momentum Trading

Active and passive learning in agent-based financial markets

Order-splitting and Long-Memory in an Order-Driven Market

Modeling macroeconomies as open-ended systems of interacting agents

Agent-based Models for Economic Policy Advice

The impact of imitation on long-memory in an order driven market

Long-memory in an order-driven market

Agent-based Computational Finance

Agent-based financial markets: Matching stylized facts with style

Time scales, Agents, and Empirical Finance

Short-memory traders and their impact on group learning in financial markets

Foreign exchange market trading volume and federal reserve intervention

A builder's guide to agent-based financial markets

Empirical regularities from interacting long and short memory investors in an agent-based financial market

Evolution and time horizons in an agent based stock market

Stochastic volatility as a simple generator of apparent financial power laws and long memory

Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options

Computational Finance 1999

Agent Based Computational Finance: Suggested Readings and Early Research

The Time Series Properties of an Artificial Stock Market

Technical Trading Rule Profitability and Foreign Exchange Intervention

A Dynamic Structural Model for Stock Return Volatility and Trading Volume

Chaos and Nonlinear Forecastability in Economics and Finance

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

Nonlinear Dynamics, Chaos and Instability

Blake LeBaron

Publication Details:
LeBaron, Blake. "Estimating the probability of a lost decade." Journal of Financial Perspectives 1. 2 (2013): 37-46.

Publication Details:
LeBaron, Blake. "Heterogeneous gain learning and long swings in asset prices." Rethinking Expectations: The Way Forward for Macroeconomics. Ed. Roman Frydman and Edmund S. Phelps. Princeton, NJ: Princeton University Press, 2013

Publication Details:
LeBaron, Blake. "Heterogeneous gain learning and the dynamics of asset prices." Journal of Economic Behavior and Organization 83. (2012): 424-445.

Publication Details:
LeBaron, Blake. "Wealth dynamics and a Bias Toward Momentum Trading." Finance Research Letters 9. (2012): 21-28.

Publication Details:
LeBaron, Blake. "Active and passive learning in agent-based financial markets." Eastern Economic Journal 37. (2011): 35-43.

Publication Details:
LeBaron, Blake/Ryuichi Yamamoto. "Order-splitting and Long-Memory in an Order-Driven Market." European Physical Journal B 73. 1 (2010): 51-57.

Publication Details:
LeBaron, Blake /Leigh Tesfatsion. "Modeling macroeconomies as open-ended systems of interacting agents." American Economic Review: Papers and Proceedings 98. 2 (2008): 246-50.

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LeBaron, Blake/Peter Winker, ed. Agent-based Models for Economic Policy Advice. 228 2008.

Publication Details:
LeBaron, Blake/Ryuichi Yamamoto. "The impact of imitation on long-memory in an order driven market." Eastern Economic Journal 34. (2008): 504-517.

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LeBaron, Blake/Ryuichi Yamamoto. "Long-memory in an order-driven market." Physica A 383. (2007): 85-89.

Publication Details:
LeBaron, Blake. "Agent-based Computational Finance." Handbook of Computational Economics. vol. 2 Ed. Tesfatsion and Judd. North-Holland, 2006. 1187-1232.

Publication Details:
LeBaron, Blake. "Agent-based financial markets: Matching stylized facts with style." Post Walrasian Macroeconomics. Ed. Colander. Cambridge University Press, 2006. 221-238.

Publication Details:
LeBaron, Blake. "Time scales, Agents, and Empirical Finance." Medium Econometrishce 14. 3 (2006): 20-25.

Publication Details:
LeBaron,Blake. Short-memory traders and their impact on group learning in financial markets. Proc. of Proceedings of the National Academy of Science. 2002.

Publication Details:
LeBaron,Blake with A. Chaboud. "Foreign exchange market trading volume and federal reserve intervention." Journal of Futures Markets 21. (2001): 851-860.

Publication Details:
LeBaron,Blake. "A builder's guide to agent-based financial markets." Quantitative Finance 1. (2001): 254-261.

Publication Details:
LeBaron,Blake. "Empirical regularities from interacting long and short memory investors in an agent-based financial market." IEEE Transactions on Evolutionary Computation 5. (2001): 442-455.

Publication Details:
LeBaron,Blake. "Evolution and time horizons in an agent based stock market." Macroeconomic Dynamics 5. (2001): 225-254.

Publication Details:
LeBaron,Blake. "Stochastic volatility as a simple generator of apparent financial power laws and long memory." Quantitative Finance 1. (2001): 621-631.

Publication Details:
LeBaron,Blake with R. McCulloch. "Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options." American Economic Review, Papers and Proceedings 90. 2 (2000): 32-37.

Publication Details:
LeBaron,Blake, co-ed. Yaser S. Abu-Mostafa, Andrew W. Lo & Andre. Computational Finance 1999. MIT Press, 2000.

Publication Details:
LeBaron,Blake. "Agent Based Computational Finance: Suggested Readings and Early Research." Journal of Economic Dynamics and Control 24. (2000): 679-702.

Publication Details:
LeBaron,Blake with W. B. Arthur and R. Palmer. "The Time Series Properties of an Artificial Stock Market." Journal of Economic Dynamics and Control 23. (1999): 1487-1516.

Publication Details:
LeBaron,Blake. "Technical Trading Rule Profitability and Foreign Exchange Intervention." Journal of International Economics 49. (1999): 125-143.

Publication Details:
LeBaron,Blake with W. A. Brock. "A Dynamic Structural Model for Stock Return Volatility and Trading Volume." Review of Economics and Statistics 78. (1996): 94-110.

Publication Details:
LeBaron,Blake. "Chaos and Nonlinear Forecastability in Economics and Finance." Philosophical Transactions of the Royal Society of London (A) 348. (1994): 397-404..

Publication Details:
LeBaron,Blake with W. A. Brock, and J. Lakonishok. "Simple Technical Trading Rules and the Stochastic Properties of Stock Returns." Journal of Finance 47. (1992): 1731-1764.

Publication Details:
LeBaron,Blake, with William A. Brock and David Hsieh. Nonlinear Dynamics, Chaos and Instability. MIT Press, 1991.