Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments

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How researchers see this paper

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Just Starting Out: Learning and Equilibrium in a New Market (2018, unknown): “There is also a corresponding experimental literature on expectation formation (Fehr and Tyran 2008, Anufriev and Hommes 2012).”
Individual Expectations and Aggregate Macro Behavior (2011, unknown): “Anufriev and Hommes (2009) found a similar result analyzing individual forecasting time series from the asset pricing experiments of Hommes, Sonnemans, Tuinstra, and van de Velden (2005).”
An Extrapolative Model of House Price Dynamics (2017, background): “Electronic copy available at: http://ssrn.com/abstract=2614539 Metropolitan area housing prices display significant momentum (Case and Shiller, 1989), mean reversion (Cutler, Poterba and Summers, 1991), and excess variance relative to fundamentals (Glaeser et al., 2014).”
A review of agent‐based modeling of climate‐energy policy (2020, background): “Agents can switch between these or adapt them in response to their performance relative to others (Anufriev & Hommes, 2012).”