J. Doyne Farmer : Citation Profile

Are you J. Doyne Farmer?

Oxford University

32

H index

55

i10 index

3839

Citations

RESEARCH PRODUCTION:

67

Articles

126

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 147
   Journals where J. Doyne Farmer has often published
   Relations with other researchers
   Recent citing documents: 356.    Total self citations: 84 (2.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa201
   Updated: 2024-12-03    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Lafond, François (15)

Pichler, Anton (10)

del Rio-Chanona, R. Maria (3)

Uluc, Arzu (3)

Pangallo, Marco (3)

Hinterschweiger, Marc (3)

Koutroumpis, Pantelis (3)

Winkler, Julian (3)

Carvalho, Vasco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Doyne Farmer.

Is cited by:

Roventini, Andrea (144)

Napoletano, Mauro (125)

Zhou, Wei-Xing (94)

Westerhoff, Frank (71)

Fagiolo, Giorgio (54)

Hommes, Cars (47)

Mandel, Antoine (43)

Challet, Damien (38)

He, Xuezhong (Tony) (33)

Dosi, Giovanni (32)

Iori, Giulia (27)

Cites to:

Shin, Hyun Song (30)

Thurner, Stefan (27)

Roventini, Andrea (26)

Hallegatte, Stephane (24)

Acharya, Viral (23)

Shleifer, Andrei (21)

Mandel, Antoine (21)

Lafond, François (20)

Kapadia, Sujit (19)

Stiglitz, Joseph (17)

Potters, Marc (17)

Main data

Where J. Doyne Farmer has published?

Journals with more than one article published# docs
Quantitative Finance13
Journal of Economic Dynamics and Control11
Nature6
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance3
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Financial Stability2
Industrial and Corporate Change2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org64
INET Oxford Working Papers / Institute for New Economic Thinking at the Oxford Martin School, University of Oxford27
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University7
MPRA Paper / University Library of Munich, Germany4

Recent works citing J. Doyne Farmer (2024 and 2023)

YearTitle of citing document
2024Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Goldin, Ian ; Winkler, Julian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268.

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2023How can technology significantly contribute to climate change mitigation?. (2023). Cette, Gilbert ; Lecat, Remy ; Chouard, Valerie ; Alestra, Claire. In: AMSE Working Papers. RePEc:aim:wpaimx:2301.

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2023.

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2023.

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2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2023Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2024Inversion-free Leontief inverse: statistical regularities in input-output analysis from partial information. (2020). Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:2009.06350.

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2023Technical Note: Parameterised-Response Zero-Intelligence (PRZI) Traders. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2103.11341.

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2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2023Deep Reinforcement Trading with Predictable Returns. (2021). Brini, Alessio ; Tantari, Daniele. In: Papers. RePEc:arx:papers:2104.14683.

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2023Trading with the Crowd. (2021). Voss, Moritz ; Neuman, Eyal. In: Papers. RePEc:arx:papers:2106.09267.

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2023Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2023Transient impact from the Nash equilibrium of a permanent market impact game. (2022). Lillo, Fabrizio ; Cordoni, Francesco. In: Papers. RePEc:arx:papers:2205.00494.

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2023Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2023A cross-border market model with limited transmission capacities. (2022). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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2024Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2023Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687.

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2023Quantifying the Technological Foundations of Economic Complexity. (2023). Guerrero, Omar A ; Rajpal, Hardik. In: Papers. RePEc:arx:papers:2301.04579.

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2023Price impact in equity auctions: zero, then linear. (2023). Challet, Damien ; Toke, Ioane Muni ; Salek, Mohammed. In: Papers. RePEc:arx:papers:2301.05677.

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2023Estimating the loss of economic predictability from aggregating firm-level production networks. (2023). Thurner, Stefan ; Kert, J'Anos ; Reisch, Tobias ; Borsos, Andr'As ; Diem, Christian. In: Papers. RePEc:arx:papers:2302.11451.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2024Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393.

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2024A Bayesian derivation of the square root law of market impact. (2023). Marsili, Matteo ; Saddier, Louis. In: Papers. RePEc:arx:papers:2303.08867.

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2023Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant. (2023). Metzger, Philip. In: Papers. RePEc:arx:papers:2303.09011.

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2023Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies. (2023). Sanchez, Juli'An Fernando ; Ramirez, Hugo E. In: Papers. RePEc:arx:papers:2303.10043.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907.

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2023Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. (2023). Berritta, Marco ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2304.14098.

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2023Political Strategies to Overcome Climate Policy Obstructionism. (2023). Rafaty, Ryan ; Srivastav, Sugandha. In: Papers. RePEc:arx:papers:2304.14960.

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2023GPT Agents in Game Theory Experiments. (2023). Guo, Fulin. In: Papers. RePEc:arx:papers:2305.05516.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2024Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium. (2023). Schoors, Koen ; Baetens, Jan M ; Alleman, Tijs W. In: Papers. RePEc:arx:papers:2305.16377.

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2023Large Banks and Systemic Risk: Insights from a Mean-Field Game Model. (2023). Benatia, David ; Firoozi, Dena ; Chang, Yuanyuan. In: Papers. RePEc:arx:papers:2305.17830.

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2023Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093.

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2023Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies. (2023). Kanazawa, Kiyoshi ; Sato, Yuki. In: Papers. RePEc:arx:papers:2306.13378.

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2023Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2306.16165.

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2024Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2023). Mazzarisi, Piero ; Lillo, Fabrizio ; Tsaknaki, Ioanna-Yvonni. In: Papers. RePEc:arx:papers:2307.02375.

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2024Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement. (2023). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863.

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2023Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581.

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2023Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024.

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2024Economic complexity and the sustainability transition: A review of data, methods, and literature. (2023). Sbardella, Angelica ; Patelli, Aurelio ; Napolitano, Lorenzo ; Mazzilli, Dario ; Caldarola, Bernardo. In: Papers. RePEc:arx:papers:2308.07172.

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2023Recurrent Neural Networks with more flexible memory: better predictions than rough volatility. (2023). Ragel, Vincent ; Challet, Damien. In: Papers. RePEc:arx:papers:2308.08550.

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2023Detecting Financial Market Manipulation with Statistical Physics Tools. (2023). Ventre, Carmine ; Polukarova, Maria ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.08683.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2024Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context. (2023). An, BO ; Wang, Xinrun ; Sun, Shuo ; Xia, Haochong. In: Papers. RePEc:arx:papers:2309.07708.

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2023Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model. (2023). Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2309.10220.

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2024Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2024Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079.

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2023Unwinding Stochastic Order Flow: When to Warehouse Trades. (2023). Zhao, Long ; Webster, Kevin ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2310.14144.

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2023Agent-based Modelling of Credit Card Promotions. (2023). Khraishi, Raad ; Hamill, Conor B ; Cowan, Greig A ; Okhrati, Ramin ; Mercuri, Salvatore ; Lawrence, Jerrard ; Gherghel, Simona. In: Papers. RePEc:arx:papers:2311.01901.

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2023Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. (2023). Baggott, Rory ; Stillman, Namid R ; Vytelingum, Perukrishnen ; Chen, Tao ; Zhu, Dingqiu ; Zhang, Jianfei ; Lyon, Justin. In: Papers. RePEc:arx:papers:2311.11913.

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2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

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2023Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. (2023). Dwarakanath, Kshama ; Dong, Jialin ; Vyetrenko, Svitlana. In: Papers. RePEc:arx:papers:2311.17252.

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2023The two square root laws of market impact and the role of sophisticated market participants. (2023). Rosenbaum, Mathieu ; Durin, Bruno ; Szymanski, Gr'Egoire. In: Papers. RePEc:arx:papers:2311.18283.

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2024Limit Order Book Simulations: A Review. (2024). Treleaven, Philip ; Kochems, Jonathan ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2402.17359.

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2024A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis. (2024). Ganesh, Sumitra ; Henry-Nickie, Makada ; Madhushani, Udari ; Vann, Jared ; Narayanan, Annapoorani Lakshmi ; Ardon, Leo ; Evans, Benjamin Patrick ; Garg, Deepeka. In: Papers. RePEc:arx:papers:2402.17932.

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2024Deep Limit Order Book Forecasting. (2024). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

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2024On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2403.19502.

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2024Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior. (2024). Florescu, Ionut ; Thomas, Matthew ; Li, Zheng ; Yao, Zhiyuan. In: Papers. RePEc:arx:papers:2403.19781.

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2024Simulating the economic impact of rationality through reinforcement learning and agent-based modelling. (2024). Delli Gatti, Domenico ; Glielmo, Aldo ; Coletta, Andrea ; Padoan, Tommaso ; Brusatin, Simone. In: Papers. RePEc:arx:papers:2405.02161.

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2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

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2024Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849.

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2024Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow. (2024). Bouchaud, Jean-Philippe ; Bonart, Julius ; Maitrier, Guillaume ; Elomari-Kessab, Salma. In: Papers. RePEc:arx:papers:2405.10654.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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More than 100 citations found, this list is not complete...

J. Doyne Farmer has edited the books:

YearTitleTypeCited

Works by J. Doyne Farmer:

YearTitleTypeCited
2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market In: American Economic Review.
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2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market.(2012) In: Cowles Foundation Discussion Papers.
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2016The prevalence of chaotic dynamics in games with many players.(2016) In: Papers.
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2018Best reply structure and equilibrium convergence in generic games.(2018) In: Papers.
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2017Models of Financial Stability and their Application in Stress Tests.(2017) In: Working Papers on Finance.
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2023Scenario-free analysis of financial stability with interacting contagion channels.(2023) In: Journal of Banking & Finance.
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2019Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model.(2019) In: Papers.
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2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: Papers.
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2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: MPRA Paper.
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2022A simulation of the insurance industry: the problem of risk model homogeneity.(2022) In: Journal of Economic Interaction and Coordination.
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2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution.(2019) In: MPRA Paper.
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2022Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment.(2022) In: The Journal of Economic History.
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2020Can stimulating demand drive costs down? World War II as a natural experiment.(2020) In: MPRA Paper.
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2020Technological interdependencies predict innovation dynamics.(2020) In: Papers.
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2020Production networks and epidemic spreading: How to restart the UK economy?.(2020) In: Papers.
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2020Foundations of system-wide financial stress testing with heterogeneous institutions.(2020) In: Bank of England working papers.
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2021In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model.(2021) In: Papers.
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2021Systemic implications of the bail-in design.(2021) In: LSE Research Online Documents on Economics.
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2023Reconstructing production networks using machine learning.(2023) In: Journal of Economic Dynamics and Control.
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2022Black-box Bayesian inference for economic agent-based models.(2022) In: Papers.
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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Working Papers.
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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Bank of England working papers.
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2023Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2023) In: Industrial and Corporate Change.
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2007An empirical behavioral model of liquidity and volatility In: Papers.
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2008An empirical behavioral model of liquidity and volatility.(2008) In: Journal of Economic Dynamics and Control.
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2007Correlations and clustering in the trading of members of the London Stock Exchange In: Papers.
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2008The non-random walk of stock prices: The long-term correlation between signs and sizes In: Papers.
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2008The non-random walk of stock prices: the long-term correlation between signs and sizes.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008The virtues and vices of equilibrium and the future of financial economics In: Papers.
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2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Levine's Working Paper Archive.
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2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Cowles Foundation Discussion Papers.
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2010What drives mutual fund asset concentration? In: Papers.
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2008How markets slowly digest changes in supply and demand In: Papers.
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2009Studies of the limit order book around large price changes In: Papers.
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2009Studies of the limit order book around large price changes.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009The Reality Game In: Papers.
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2009The reality game.(2009) In: Journal of Economic Dynamics and Control.
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2009Market impact and trading profile of large trading orders in stock markets In: Papers.
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2010Leverage Causes Fat Tails and Clustered Volatility In: Papers.
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2010Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers.
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2011Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers.
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2012Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance.
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2011Segmentation algorithm for non-stationary compound Poisson processes In: Papers.
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2010Segmentation algorithm for non-stationary compound Poisson processes.(2010) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2010An empirical study of the tails of mutual fund size In: Papers.
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2010Tick size and price diffusion In: Papers.
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2013How efficiency shapes market impact.(2013) In: Quantitative Finance.
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2012HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION.(2012) In: Advances in Complex Systems (ACS).
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2013Statistical Basis for Predicting Technological Progress.(2013) In: PLOS ONE.
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2014Stability analysis of financial contagion due to overlapping portfolios.(2014) In: Journal of Banking & Finance.
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2014Leverage-induced systemic risk under Basle II and other credit risk policies.(2014) In: Journal of Banking & Finance.
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2013How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network In: Papers.
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2015The dynamics of the leverage cycle.(2015) In: Journal of Economic Dynamics and Control.
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2015Taming the Basel leverage cycle.(2015) In: LSE Research Online Documents on Economics.
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2016Taming the Basel leverage cycle.(2016) In: LSE Research Online Documents on Economics.
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2018How well do experience curves predict technological progress? A method for making distributional forecasts.(2018) In: Technological Forecasting and Social Change.
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2021How production networks amplify economic growth.(2021) In: Proceedings of the National Academy of Sciences.
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2017Discounting the distant future: What do historical bond prices imply about the long term discount rate?.(2017) In: LABORatorio R. Revelli Working Papers Series.
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2002The price dynamics of common trading strategies.(2002) In: Journal of Economic Behavior & Organization.
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2000The Price Dynamics of Common Trading Strategies.(2000) In: Working Papers.
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2006Theres more to volatility than volume.(2006) In: Quantitative Finance.
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2006Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?.(2006) In: Quantitative Finance.
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2007Mechanical vs. informational components of price impact.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2014Resilient and Inclusive Prosperity within Planetary Boundaries In: China & World Economy.
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2016Macroprudential policy in an agent-based model of the UK housing market In: Bank of England working papers.
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2009Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates In: Levine's Working Paper Archive.
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2009Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates.(2009) In: Cowles Foundation Discussion Papers.
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2018Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 In: Working Paper Series.
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2015Why is equity order flow so persistent? In: Journal of Economic Dynamics and Control.
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2015Overlapping portfolios, contagion, and financial stability In: Journal of Economic Dynamics and Control.
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2011Historical costs of coal-fired electricity and implications for the future In: Energy Policy.
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2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
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2020Less precision, more truth: uncertainty in climate economics and macroprudential policy In: Chapters.
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2015A Third Wave in the Economics of Climate Change In: Environmental & Resource Economics.
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2003Master curve for price-impact function In: Nature.
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2005Cool is not enough In: Nature.
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2008The two cultures of Wall Street In: Nature.
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2009The economy needs agent-based modelling In: Nature.
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2010A US nuclear future? In: Nature.
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2018Acceleration of electrons in the plasma wakefield of a proton bunch In: Nature.
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2002Market force, ecology and evolution In: Industrial and Corporate Change.
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1999Market Force, Ecology, and Evolution.(1999) In: Computing in Economics and Finance 1999.
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1998Market Force, Ecology, and Evolution.(1998) In: Research in Economics.
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2001Market making, price formation, and technical trading In: Computing in Economics and Finance 2001.
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2006Comment on Large stock price changes: volume or liquidity?, by Weber and Rosenow In: Quantitative Finance.
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2001Chaos in Learning a Simple Two Person Game In: Working Papers.
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2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
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1999Physicists Attempt to Scale the Ivory Towers of Finance In: Working Papers.
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2000PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF).
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