J. Doyne Farmer : Citation Profile

Are you J. Doyne Farmer?

Oxford University

31

H index

51

i10 index

3614

Citations

RESEARCH PRODUCTION:

54

Articles

110

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 150
   Journals where J. Doyne Farmer has often published
   Relations with other researchers
   Recent citing documents: 342.    Total self citations: 70 (1.9 %)

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   Permalink: http://citec.repec.org/pfa201
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Lafond, François (13)

Pichler, Anton (6)

Pangallo, Marco (4)

del Rio-Chanona, R. Maria (3)

Winkler, Julian (3)

Panchenko, Valentyn (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 (136)

Napoletano, Mauro (124)

Zhou, Wei-Xing (94)

Westerhoff, Frank (70)

Fagiolo, Giorgio (50)

Hommes, Cars (43)

Mandel, Antoine (43)

Challet, Damien (36)

He, Xuezhong (Tony) (33)

Dosi, Giovanni (32)

Potters, Marc (26)

Cites to:

Shin, Hyun Song (30)

Thurner, Stefan (25)

Shleifer, Andrei (20)

Kapadia, Sujit (18)

Lebaron, Blake (17)

Acharya, Viral (17)

Potters, Marc (17)

Hallegatte, Stephane (16)

Gerig, Austin (16)

Adrian, Tobias (15)

Engle, Robert (15)

Main data

Where J. Doyne Farmer has published?

Journals with more than one article published# docs
Quantitative Finance13
Journal of Economic Dynamics and Control8
Nature6
The European Physical Journal B: Condensed Matter and Complex Systems4
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Banking & Finance2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org60
INET Oxford Working Papers / Institute for New Economic Thinking at the Oxford Martin School, University of Oxford19
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 (2023 and 2022)

YearTitle of citing document
2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877.

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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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2022.

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2022.

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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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2022Market Impact: A Systematic Study of Limit Orders. (2019). Paribas, Bnp ; Markets, Global ; Fr'ed'eric Abergel, ; Ayed, Hadj ; Bel, Ahmed ; Husson, Alexandre ; Hadj, Ahmed Bel ; Said, Emilio . In: Papers. RePEc:arx:papers:1802.08502.

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2022Market Impact: A Systematic Study of the High Frequency Options Market. (2019). Fr'ed'eric Abergel, ; Rabeyrin, Jean-Jacques ; Thillou, Damien ; Ayed, Hadj ; Bel, Ahmed ; Said, Emilio ; Hadj, Ahmed Bel. In: Papers. RePEc:arx:papers:1902.05418.

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2022Evidence of Crowding on Russell 3000 Reconstitution Events. (2020). Neuman, Eyal ; Micheli, Alessandro. In: Papers. RePEc:arx:papers:2006.07456.

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2022Best-response dynamics, playing sequences, and convergence to equilibrium in random games. (2021). Tarbush, Bassel ; Scott, Alex ; Pangallo, Marco ; Mungo, Luca ; Jang, Yoojin ; Heinrich, Torsten ; Wiese, Samuel. In: Papers. RePEc:arx:papers:2101.04222.

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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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2023Nonparametric 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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2022Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2022The Inelastic Market Hypothesis: A Microstructural Interpretation. (2021). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2108.00242.

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2022Knowledge for a warmer world: a patent analysis of climate change adaptation technologies. (2021). Srivastav, Sugandha ; Jee, Su Jung ; Hotte, Kerstin. In: Papers. RePEc:arx:papers:2108.03722.

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2022Non-equilibrium time-dependent solution to discrete choice with social interactions. (2021). Pollitt, Hector ; Holehouse, James. In: Papers. RePEc:arx:papers:2109.09633.

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2022Deep Learning Algorithms for Hedging with Frictions. (2021). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Papers. RePEc:arx:papers:2111.01931.

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2022Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation. (2021). Amazonas, Estevan Augusto ; Brigatti, Edgardo. In: Papers. RePEc:arx:papers:2111.02067.

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2022FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance. (2021). Wang, Zhaoran ; Yang, Hongyang ; Qingyang, Liu ; Gao, Jiechao ; Rui, Jingyang ; Liu, Xiao-Yang ; Guo, Jian. In: Papers. RePEc:arx:papers:2112.06753.

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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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2022New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213.

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2022Unpredictable dynamics in congestion games: memory loss can prevent chaos. (2022). Falniowski, Fryderyk ; Chotibut, Thiparat ; Bielawski, Jakub ; Piliouras, Georgios ; Misiurewicz, Michal. In: Papers. RePEc:arx:papers:2201.10992.

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2022Do new investment strategies take existing strategies returns -- An investigation into agent-based models. (2022). Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2202.01423.

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2022HCMD-zero: Learning Value Aligned Mechanisms from Data. (2022). Balaguer, Jan ; Tacchetti, Andrea ; Botvinick, Matthew ; Summerfield, Christopher ; Campbell-Gillingham, Lucy ; Weinstein, Ari ; Koster, Raphael. In: Papers. RePEc:arx:papers:2202.10122.

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2022Price formation in financial markets: a game-theoretic perspective. (2022). Evangelista, David ; Thamsten, Yuri ; Saporito, Yuri. In: Papers. RePEc:arx:papers:2202.11416.

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2022Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets. (2022). Izumi, Kiyoshi ; Sakaji, Hiroki ; Hirano, Masanori. In: Papers. RePEc:arx:papers:2204.13338.

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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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2022(Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment. (2022). Zhang, Tianyu ; de Witt, Christian Schroeder ; Williams, Andrew ; Scholl, Maarten ; Radovic, Dylan ; Gupta, Prateek ; Bengio, Yoshua. In: Papers. RePEc:arx:papers:2205.00666.

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2022On learning agent-based models from data. (2022). Bonchi, Francesco ; de Francisci, Gianmarco ; Pangallo, Marco ; Monti, Corrado. In: Papers. RePEc:arx:papers:2205.05052.

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2022Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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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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2022DDPG based on multi-scale strokes for financial time series trading strategy. (2022). Cai, Zhi ; Duan, Li-Juan ; Chen, Cong-Xiao. In: Papers. RePEc:arx:papers:2207.10071.

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2022Mental health concerns prelude the Great Resignation: Evidence from Social Media. (2022). Nedelkoska, Ljubica ; Topinkova, Renata ; Sun, Luning ; Sepahpour-Fard, Melody ; Hermida-Carrillo, Alejandro ; del Rio-Chanona, Maria R. In: Papers. RePEc:arx:papers:2208.07926.

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2022Data needs for integrated economic-epidemiological models of pandemic mitigation policies. (2022). Smith, Peter C ; Doohan, Patrick ; Johnson, Robert ; Forchini, Giovanni ; Morgenstern, Christian ; Haw, David J ; Hauck, Katharina D. In: Papers. RePEc:arx:papers:2209.01487.

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2022SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis. (2022). Cucuringu, Mihai ; Miori, Deborah. In: Papers. RePEc:arx:papers:2209.08825.

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2022Learning to simulate realistic limit order book markets from data as a World Agent. (2022). Balch, Tucker ; Vyetrenko, Svitlana ; Moulin, Aymeric ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2210.09897.

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2022Formation 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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2022The unequal effects of the health-economy tradeoff during the COVID-19 pandemic. (2022). Chinazzi, Matteo ; Mart, David ; Pichler, Anton ; del Rio, Maria R ; Aleta, Alberto ; Farmer, Doyne J ; Pangallo, Marco ; Vespignani, Alessandro ; Moreno, Yamir ; Moro, Esteban ; Ajelli, Marco ; Lafond, Franccois. In: Papers. RePEc:arx:papers:2212.03567.

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2022Measuring 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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2022Innovation in times of Covid-19. (2022). Yang, Jangho ; Heinrich, Torsten. In: Papers. RePEc:arx:papers:2212.14159.

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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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2023Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, Doyne J ; Vie, Aymeric. In: Papers. RePEc:arx:papers:2302.01216.

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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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2023Many 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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2023A 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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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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2023Validating 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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2023Online 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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2023Tackling 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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2023Economic 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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2023An 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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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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2022CANVAS: A Canadian Behavioral Agent-Based Model. (2022). Hommes, Cars ; Zhang, Yang ; Siqueira, Melissa ; Poledna, Sebastian ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-51.

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2022.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2217.

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2022Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle. (2022). Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2230.

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2022The Leading Role of Bank Supply Shocks. (2022). Villamizar-Villegas, mauricio ; bonilla mejia, leonardo ; Ruiz-Sanchez, Maria Alejandra ; Bonilla-Mejia, Leonardo. In: Borradores de Economia. RePEc:bdr:borrec:1205.

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2022Covid-19 and market power in local credit markets: the role of digitalization. (2022). Guerra, Solange Maria ; Stancato, Sergio Rubens ; Silva, Thiago Christiano. In: BIS Working Papers. RePEc:bis:biswps:1017.

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2023Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228.

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2022COVID?19 disparities by gender and income: Evidence from the Philippines. (2022). Zveglich, Joseph E ; van der Meulen, Yana ; Raitzer, David A ; Nowacka, Keiko ; Lavado, Rouselle F. In: International Labour Review. RePEc:bla:intlab:v:161:y:2022:i:1:p:107-123.

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2022Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2022Competitive survival in a devastated industry: Evidence from hotels during COVID?19. (2022). Noel, Michael D. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:1:p:3-24.

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2022Power law in COVID?19 cases in China. (2022). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:699-719.

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2022A simple microstructural explanation of the concavity of price impact. (2022). Nadtochiy, Sergey. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:78-113.

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2023Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256.

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2023Trading with the crowd. (2023). Voss, Moritz ; Neuman, Eyal. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:548-617.

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2023.

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2022The Hubei lockdown and its global impacts via supply chains. (2022). Zhang, Qianxue. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1087-1109.

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2022.

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2022Identifying supply and demand shocks in the South African Economy, 1960–2020. (2022). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:349-389.

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2023Technological learning: Lessons learned on energy technologies. (2023). Auer, Hans ; Ajanovic, Amela ; Sayer, Marlene ; Haas, Reinhard. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e463.

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2022Pandemic trade: COVID?19, remote work and global value chains. (2022). Mattoo, Aaditya ; Winkler, Deborah ; Ruta, Michele ; Rocha, Nadia ; Espitia, Alvaro. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:561-589.

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2022SECTORAL ANALYSIS OF CORONA VIRUS ATTACK IN NIGERIA: AN EMPIRICAL DIAGNOSIS AND SOME POLICY IMPLICATIONS. (2022). Emenike, Ogbuabor Jonathan ; Okwuchukwu, Ihezie Ezra ; Anthony, Orji. In: Management of Sustainable Development. RePEc:blg:msudev:v:14:y:2022:i:1:p:22-29:n:4.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976.

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2022Firming up price inflation. (2022). Yotzov, Ivan ; Thwaites, Gregory ; bloom, nicholas ; Bunn, Philip ; Mizen, Paul ; Anayi, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0993.

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

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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This paper has another version. Agregated cites: 1		paper
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In: .
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2011Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers.
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2016Taming the Basel leverage cycle.(2016) In: LSE Research Online Documents on Economics.
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2000The Price Dynamics of Common Trading Strategies.(2000) In: Working Papers.
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2004The Predictive Power of Zero Intelligence in Financial Markets In: 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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