| A test for independence based on the correlation dimension WA Broock, JA Scheinkman, WD Dechert, B LeBaron Econometric reviews 15 (3), 197-235, 1996 | 4560 | 1996 |
| Complex adaptive systems: an introduction to computational models of social life: an introduction to computational models of social life JH Miller, SE Page Princeton university press, 2009 | 3941 | 2009 |
| Simple technical trading rules and the stochastic properties of stock returns W Brock, J Lakonishok, B LeBaron The Journal of finance 47 (5), 1731-1764, 1992 | 3594 | 1992 |
| Asset pricing under endogenous expectations in an artificial stock market WB Arthur, JH Holland, B LeBaron, R Palmer, P Tayler The economy as an evolving complex system II, 15-44, 2018 | 1703 | 2018 |
| Nonlinear dynamics and stock returns JA Scheinkman, B LeBaron Journal of business, 311-337, 1989 | 1253 | 1989 |
| Agent-based computational finance B LeBaron Handbook of computational economics 2, 1187-1233, 2006 | 1175 | 2006 |
| Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence WA Brock MIT Press, 1991 | 1058 | 1991 |
| Time series properties of an artificial stock market B LeBaron, WB Arthur, R Palmer Journal of Economic Dynamics and control 23 (9-10), 1487-1516, 1999 | 969 | 1999 |
| Agent-based computational finance: Suggested readings and early research B LeBaron Journal of Economic Dynamics and Control 24 (5-7), 679-702, 2000 | 791 | 2000 |
| Artificial economic life: a simple model of a stockmarket RG Palmer, WB Arthur, JH Holland, B LeBaron, P Tayler Physica D: Nonlinear Phenomena 75 (1-3), 264-274, 1994 | 733 | 1994 |
| Technical trading rule profitability and foreign exchange intervention B LeBaron Journal of international economics 49 (1), 125-143, 1999 | 634 | 1999 |
| tseries: Time series analysis and computational finance A Trapletti, K Hornik, B LeBaron R package version 0.10-11, 2007 | 500 | 2007 |
| Some relations between volatility and serial correlations in stock market returns B LeBaron Journal of Business, 199-219, 1992 | 465 | 1992 |
| Modeling macroeconomies as open-ended dynamic systems of interacting agents B LeBaron, L Tesfatsion American Economic Review 98 (2), 246-250, 2008 | 421 | 2008 |
| A builder's guide to agent-based financial markets B LeBaron Quantitative finance 1 (2), 254, 2001 | 351 | 2001 |
| A dynamic structural model for stock return volatility and trading volume W Brock, BD LeBaron National Bureau of Economic Research, 1995 | 348 | 1995 |
| Evolution and time horizons in an agent-based stock market B LeBaron Macroeconomic dynamics 5 (02), 225-254, 2001 | 297 | 2001 |
| Stochastic volatility as asimple generator of apparent financial power laws and longmemory B LeBaron Quantitative finance 1 (6), 621, 2001 | 266 | 2001 |
| Building the Santa Fe artificial stock market B LeBaron Physica A 1, 20, 2002 | 263 | 2002 |
| Chaos and nonlinear forecastability in economics and finance B LeBaron Philosophical Transactions of the Royal Society of London. Series A …, 1994 | 233 | 1994 |
