| Scaling and criticality in a stochastic multi-agent model of a financial market T Lux, M Marchesi Nature 397 (6719), 498-500, 1999 | 2056 | 1999 |
| Herd behaviour, bubbles and crashes T Lux The economic journal 105 (431), 881-896, 1995 | 1608 | 1995 |
| Volatility clustering in financial markets: a microsimulation of interacting agents T Lux, M Marchesi International journal of theoretical and applied finance 3 (04), 675-702, 2000 | 1054 | 2000 |
| The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions T Lux Journal of Economic Behavior & Organization 33 (2), 143-165, 1998 | 902 | 1998 |
| The financial crisis and the systemic failure of academic economics DC Colander, H Föllmer, A Haas, M Goldberg, A Kirman, K Juselius, ... Kiel working paper, 2009 | 679 | 2009 |
| The financial crisis and the systemic failure of the economics profession D Colander, M Goldberg, A Haas, K Juselius, A Kirman, T Lux, B Sloth Critical Review 21 (2-3), 249-267, 2009 | 532 | 2009 |
| The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks T Lux Applied financial economics 6 (6), 463-475, 1996 | 529 | 1996 |
| Estimation of agent-based models: the case of an asymmetric herding model S Alfarano, T Lux, F Wagner Computational Economics 26, 19-49, 2005 | 440 | 2005 |
| Core–periphery structure in the overnight money market: evidence from the e-mid trading platform D Fricke, T Lux Computational Economics 45, 359-395, 2015 | 431 | 2015 |
| Agent-based models of financial markets E Samanidou, E Zschischang, D Stauffer, T Lux Reports on Progress in Physics 70 (3), 409, 2007 | 386 | 2007 |
| Worrying trends in econophysics M Gallegati, S Keen, T Lux, P Ormerod Physica A: Statistical Mechanics and its Applications 370 (1), 1-6, 2006 | 298 | 2006 |
| Stochastic behavioral asset-pricing models and the stylized facts T Lux Handbook of financial markets: Dynamics and evolution, 161-215, 2009 | 289 | 2009 |
| Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach S Alfarano, T Lux, F Wagner Journal of Economic Dynamics and Control 32 (1), 101-136, 2008 | 243 | 2008 |
| Time variation of second moments from a noise trader/infection model T Lux Journal of economic dynamics and control 22 (1), 1-38, 1997 | 217 | 1997 |
| On rational bubbles and fat tails T Lux, D Sornette Journal of Money, Credit, and Banking 34 (3), 589-610, 2002 | 183 | 2002 |
| The Markov-switching multifractal model of asset returns: GMM estimation and linear forecasting of volatility T Lux Journal of business & economic statistics 26 (2), 194-210, 2008 | 170 | 2008 |
| Market fluctuations I: Scaling, multiscaling, and their possible origins A Bunde, J Kropp, HJ Schellnhuber, T Lux, M Ausloos The science of disasters: Climate disruptions, heart attacks, and market …, 2002 | 165 | 2002 |
| Testing for non-linear structure in an artificial financial market SH Chen, T Lux, M Marchesi Journal of Economic Behavior & Organization 46 (3), 327-342, 2001 | 165 | 2001 |
| Economics crisis T Lux, F Westerhoff Nature Physics 5 (1), 2-3, 2009 | 160 | 2009 |
| Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching T Lux, T Kaizoji Journal of Economic Dynamics and Control 31 (6), 1808-1843, 2007 | 147 | 2007 |
