| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Interpretation of the Economic Complexity Index |
0 |
2 |
4 |
30 |
0 |
3 |
30 |
120 |
| A proposal for impact-adjusted valuation: Critical leverage and execution risk |
0 |
0 |
0 |
35 |
1 |
2 |
8 |
115 |
| A quantitative model of trading and price formation in financial markets |
0 |
0 |
0 |
70 |
1 |
3 |
18 |
222 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
8 |
3 |
4 |
17 |
58 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
16 |
2 |
2 |
14 |
59 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
13 |
1 |
2 |
19 |
49 |
| A taxonomy of learning dynamics in 2 × 2 games |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
21 |
| A theory for long-memory in supply and demand |
0 |
0 |
0 |
23 |
1 |
1 |
12 |
82 |
| Agent-Based Modeling in Economics and Finance: Past, Present, and Future |
5 |
15 |
107 |
540 |
7 |
30 |
216 |
1,200 |
| An empirical behavioral model of liquidity and volatility |
0 |
0 |
0 |
82 |
1 |
3 |
13 |
282 |
| An empirical behavioral model of price formation |
0 |
0 |
0 |
42 |
2 |
2 |
17 |
138 |
| An empirical study of the tails of mutual fund size |
0 |
0 |
0 |
43 |
1 |
2 |
8 |
117 |
| Automation and occupational mobility: A data-driven network model |
0 |
0 |
0 |
25 |
1 |
1 |
10 |
59 |
| Best reply structure and equilibrium convergence in generic games |
0 |
0 |
2 |
6 |
0 |
0 |
17 |
25 |
| Best reply structure and equilibrium convergence in generic games |
0 |
0 |
0 |
30 |
0 |
2 |
12 |
63 |
| Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate |
0 |
1 |
4 |
26 |
3 |
12 |
49 |
109 |
| Black-box Bayesian inference for economic agent-based models |
0 |
0 |
0 |
55 |
4 |
4 |
22 |
114 |
| Black-box Bayesian inference for economic agent-based models |
0 |
1 |
2 |
21 |
1 |
2 |
14 |
43 |
| Calibrating Agent-based Models to Microdata with Graph Neural Networks |
0 |
0 |
3 |
37 |
3 |
5 |
22 |
73 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
0 |
11 |
0 |
0 |
15 |
37 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
0 |
14 |
0 |
1 |
15 |
44 |
| Chaos in Learning a Simple Two Person Game |
0 |
0 |
0 |
196 |
0 |
0 |
8 |
606 |
| Correlations and clustering in the trading of members of the London Stock Exchange |
0 |
0 |
2 |
38 |
1 |
1 |
10 |
102 |
| Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
0 |
8 |
584 |
| Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 |
0 |
0 |
0 |
38 |
0 |
1 |
11 |
83 |
| Discounting the Distant Future |
0 |
0 |
0 |
51 |
0 |
0 |
8 |
141 |
| Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
0 |
40 |
0 |
0 |
9 |
165 |
| Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
0 |
19 |
3 |
6 |
23 |
39 |
| Economics: the next physical science? |
0 |
0 |
0 |
471 |
0 |
0 |
18 |
1,289 |
| Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
| Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model |
0 |
0 |
0 |
24 |
0 |
0 |
7 |
29 |
| Empirically grounded technology forecasts and the energy transition |
1 |
2 |
2 |
57 |
1 |
10 |
46 |
222 |
| Employment dynamics in a rapid decarbonization of the power sector |
0 |
0 |
1 |
50 |
0 |
1 |
17 |
129 |
| Estimating initial conditions for dynamical systems with incomplete information |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
92 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
0 |
0 |
10 |
0 |
3 |
20 |
50 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
0 |
1 |
37 |
2 |
3 |
25 |
88 |
| Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
2 |
2 |
17 |
1,688 |
| Getting at Systemic Risk via an Agent-Based Model of the Housing Market |
0 |
0 |
3 |
297 |
0 |
2 |
22 |
749 |
| Heterogeneity, correlations and financial contagion |
0 |
0 |
0 |
84 |
1 |
1 |
12 |
181 |
| Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market |
0 |
0 |
0 |
16 |
1 |
3 |
37 |
84 |
| Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
0 |
10 |
2 |
2 |
27 |
63 |
| Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
1 |
20 |
0 |
3 |
21 |
51 |
| How Market Ecology Explains Market Malfunction |
0 |
0 |
1 |
10 |
1 |
1 |
14 |
69 |
| How does the market react to your order flow? |
0 |
0 |
1 |
104 |
1 |
2 |
12 |
279 |
| How efficiency shapes market impact |
0 |
0 |
1 |
126 |
3 |
4 |
17 |
290 |
| How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network |
0 |
0 |
1 |
46 |
0 |
1 |
13 |
125 |
| How markets slowly digest changes in supply and demand |
0 |
3 |
5 |
153 |
2 |
13 |
49 |
565 |
| How predictable is technological progress? |
0 |
0 |
2 |
30 |
2 |
3 |
22 |
138 |
| How production networks amplify economic growth |
0 |
0 |
1 |
27 |
1 |
1 |
17 |
60 |
| How production networks amplify economic growth |
0 |
0 |
0 |
57 |
1 |
1 |
8 |
108 |
| How well do experience curves predict technological progress? A method for making distributional forecasts |
0 |
0 |
2 |
56 |
2 |
3 |
14 |
152 |
| Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates |
0 |
0 |
1 |
666 |
1 |
4 |
25 |
2,253 |
| Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates |
0 |
0 |
2 |
111 |
0 |
1 |
19 |
223 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
1 |
1 |
33 |
0 |
1 |
25 |
110 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
0 |
0 |
8 |
1 |
1 |
15 |
49 |
| Interpreting Economic Complexity |
0 |
0 |
0 |
61 |
2 |
4 |
21 |
239 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
0 |
161 |
4 |
6 |
25 |
339 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
1 |
50 |
0 |
0 |
23 |
200 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
2 |
124 |
1 |
3 |
35 |
367 |
| Leverage-induced systemic risk under Basle II and other credit risk policies |
0 |
0 |
0 |
139 |
0 |
1 |
14 |
238 |
| Liquidity Spirals |
0 |
0 |
2 |
37 |
1 |
3 |
68 |
156 |
| Macroprudential policy in an agent-based model of the UK housing market |
0 |
1 |
4 |
156 |
1 |
7 |
40 |
442 |
| Market Force, Ecology, and Evolution |
0 |
0 |
0 |
539 |
2 |
6 |
25 |
1,961 |
| Market Force, Ecology, and Evolution |
0 |
0 |
0 |
0 |
0 |
2 |
22 |
914 |
| Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? |
0 |
0 |
0 |
54 |
2 |
2 |
15 |
181 |
| Market impact and trading profile of large trading orders in stock markets |
0 |
0 |
0 |
122 |
1 |
2 |
7 |
367 |
| Market making, price formation, and technical trading |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
674 |
| Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution |
0 |
0 |
0 |
13 |
1 |
1 |
12 |
49 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
28 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
0 |
20 |
1 |
1 |
9 |
48 |
| Mechanical vs. informational components of price impact |
0 |
0 |
0 |
35 |
0 |
0 |
7 |
113 |
| Modeling simultaneous supply and demand shocks in input-output networks |
0 |
0 |
3 |
25 |
1 |
1 |
18 |
64 |
| Modelling labour market transitions: the case of productivity shifts in Brazil |
1 |
2 |
4 |
73 |
2 |
3 |
16 |
168 |
| Models of Financial Stability and Their Application in Stress Tests |
0 |
0 |
1 |
7 |
1 |
2 |
15 |
35 |
| Models of Financial Stability and their Application in Stress Tests |
0 |
1 |
2 |
78 |
2 |
3 |
25 |
173 |
| On the origin of power law tails in price fluctuations |
0 |
0 |
0 |
44 |
1 |
1 |
11 |
177 |
| Optimal Design, Robustness, and Risk Aversion |
0 |
0 |
0 |
131 |
0 |
0 |
8 |
685 |
| Physicists Attempt to Scale the Ivory Towers of Finance |
0 |
0 |
0 |
235 |
0 |
1 |
16 |
790 |
| Production networks and epidemic spreading: How to restart the UK economy? |
0 |
0 |
0 |
17 |
2 |
4 |
36 |
100 |
| Production networks and epidemic spreading: How to restart the UK economy? |
0 |
0 |
0 |
17 |
0 |
1 |
20 |
86 |
| Reconstructing production networks using machine learning |
0 |
0 |
3 |
123 |
2 |
5 |
39 |
241 |
| Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels |
0 |
0 |
2 |
12 |
1 |
2 |
23 |
53 |
| Segmentation algorithm for non-stationary compound Poisson processes |
0 |
0 |
0 |
50 |
1 |
2 |
10 |
190 |
| Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain |
0 |
0 |
2 |
18 |
0 |
1 |
25 |
68 |
| Single Curve Collapse of the Price Impact Function for the New York Stock Exchange |
0 |
0 |
0 |
48 |
3 |
3 |
11 |
148 |
| Stability analysis of financial contagion due to overlapping portfolios |
0 |
0 |
1 |
64 |
2 |
4 |
10 |
180 |
| Statistical Basis for Predicting Technological Progress |
0 |
0 |
0 |
88 |
1 |
1 |
21 |
204 |
| Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation |
1 |
1 |
3 |
39 |
2 |
2 |
13 |
79 |
| Statistical theory of the continuous double auction |
0 |
0 |
2 |
79 |
2 |
2 |
19 |
228 |
| Studies of the limit order book around large price changes |
0 |
0 |
2 |
102 |
0 |
1 |
12 |
229 |
| Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective |
0 |
0 |
1 |
82 |
0 |
1 |
27 |
358 |
| Systemic implications of the bail-in design |
0 |
0 |
1 |
12 |
0 |
3 |
13 |
23 |
| Systemic implications of the bail-in design |
0 |
0 |
0 |
5 |
0 |
1 |
10 |
24 |
| Taming the Basel Leverage Cycle |
0 |
0 |
0 |
19 |
3 |
3 |
16 |
52 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
9 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
24 |
2 |
2 |
15 |
55 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
41 |
0 |
0 |
14 |
53 |
| Technological interdependencies predict innovation dynamics |
0 |
0 |
0 |
17 |
0 |
0 |
15 |
58 |
| Technological interdependencies predict innovation dynamics |
0 |
1 |
2 |
10 |
1 |
3 |
20 |
55 |
| The Intrafirm Complexity of Systemically Important Financial Institutions |
0 |
0 |
0 |
26 |
1 |
3 |
10 |
62 |
| The Predictive Power of Zero Intelligence in Financial Markets |
0 |
0 |
2 |
51 |
3 |
4 |
27 |
199 |
| The Price Dynamics of Common Trading Strategies |
0 |
0 |
0 |
321 |
2 |
5 |
24 |
1,166 |
| The Reality Game |
0 |
0 |
1 |
51 |
1 |
1 |
12 |
219 |
| The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy |
0 |
0 |
0 |
5 |
2 |
2 |
11 |
26 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
0 |
1 |
13 |
0 |
0 |
15 |
99 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
0 |
2 |
345 |
0 |
1 |
14 |
1,046 |
| The dynamics of the leverage cycle |
0 |
0 |
0 |
42 |
1 |
1 |
13 |
163 |
| The long memory of the efficient market |
0 |
0 |
0 |
59 |
1 |
2 |
13 |
215 |
| The non-random walk of stock prices: The long-term correlation between signs and sizes |
0 |
0 |
0 |
64 |
1 |
2 |
4 |
174 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
0 |
38 |
0 |
0 |
9 |
45 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
22 |
| The price dynamics of common trading strategies |
1 |
1 |
4 |
91 |
3 |
3 |
16 |
355 |
| The unequal effects of the health-economy tradeoff during the COVID-19 pandemic |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
31 |
| The virtues and vices of equilibrium and the future of financial economics |
0 |
0 |
1 |
17 |
1 |
1 |
13 |
123 |
| There's more to volatility than volume |
0 |
0 |
0 |
28 |
2 |
2 |
14 |
105 |
| Tick size and price diffusion |
0 |
0 |
0 |
64 |
0 |
0 |
8 |
151 |
| To bail-out or to bail-in? Answers from an agent-based model |
0 |
0 |
0 |
34 |
2 |
2 |
30 |
82 |
| Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II |
0 |
0 |
1 |
14 |
1 |
2 |
17 |
32 |
| Towards a taxonomy of learning dynamics in 2 x 2 games |
0 |
0 |
0 |
30 |
1 |
2 |
11 |
68 |
| Uncertain growth and the value of the future |
0 |
0 |
0 |
8 |
0 |
0 |
13 |
40 |
| What drives mutual fund asset concentration? |
0 |
0 |
0 |
29 |
1 |
2 |
10 |
134 |
| What really causes large price changes? |
0 |
0 |
1 |
78 |
1 |
2 |
24 |
333 |
| Why is order flow so persistent? |
0 |
0 |
3 |
119 |
5 |
6 |
39 |
341 |
| Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
0 |
0 |
29 |
1 |
3 |
13 |
81 |
| Total Working Papers |
9 |
32 |
204 |
9,233 |
137 |
295 |
2,383 |
30,106 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET |
0 |
1 |
1 |
28 |
0 |
1 |
13 |
73 |
| A Third Wave in the Economics of Climate Change |
0 |
1 |
5 |
257 |
1 |
2 |
36 |
748 |
| A US nuclear future? |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
5 |
| A simulation of the insurance industry: the problem of risk model homogeneity |
0 |
0 |
0 |
4 |
0 |
0 |
18 |
31 |
| Acceleration of electrons in the plasma wakefield of a proton bunch |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
12 |
| An analysis of price impact function in order-driven markets |
0 |
0 |
0 |
8 |
0 |
0 |
5 |
41 |
| An ecological perspective on the future of computer trading |
1 |
1 |
1 |
69 |
1 |
1 |
13 |
199 |
| An empirical behavioral model of liquidity and volatility |
0 |
0 |
2 |
126 |
1 |
4 |
26 |
351 |
| An open mind: memories of Ken Arrow |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
81 |
| Black-box Bayesian inference for agent-based models |
0 |
0 |
1 |
2 |
0 |
2 |
21 |
28 |
| Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment |
0 |
0 |
1 |
4 |
1 |
1 |
22 |
34 |
| Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow |
0 |
0 |
0 |
8 |
0 |
0 |
6 |
40 |
| Cool is not enough |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
12 |
| Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
15 |
| Economic modelling fit for the demands of energy decision makers |
0 |
0 |
1 |
11 |
0 |
1 |
13 |
38 |
| Emergent inequality and business cycles in a simple behavioral macroeconomic model |
0 |
1 |
1 |
4 |
0 |
2 |
10 |
18 |
| Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches |
0 |
0 |
0 |
9 |
1 |
1 |
12 |
62 |
| Forecasting the propagation of pandemic shocks with a dynamic input-output model |
0 |
0 |
3 |
9 |
0 |
2 |
25 |
59 |
| Getting at Systemic Risk via an Agent-Based Model of the Housing Market |
0 |
0 |
0 |
123 |
2 |
3 |
21 |
447 |
| HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION |
0 |
0 |
0 |
6 |
0 |
0 |
10 |
50 |
| Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market |
0 |
0 |
1 |
5 |
1 |
4 |
21 |
38 |
| Historical costs of coal-fired electricity and implications for the future |
0 |
0 |
2 |
35 |
1 |
1 |
11 |
150 |
| How does the market react to your order flow? |
0 |
0 |
2 |
17 |
0 |
1 |
8 |
76 |
| How efficiency shapes market impact |
1 |
1 |
3 |
11 |
2 |
4 |
14 |
52 |
| How market ecology explains market malfunction |
0 |
0 |
3 |
5 |
1 |
3 |
23 |
37 |
| How predictable is technological progress? |
0 |
0 |
1 |
86 |
3 |
5 |
22 |
437 |
| How production networks amplify economic growth |
1 |
1 |
1 |
15 |
1 |
1 |
19 |
66 |
| How well do experience curves predict technological progress? A method for making distributional forecasts |
0 |
0 |
2 |
12 |
2 |
5 |
26 |
119 |
| Hypotheses non fingo: Problems with the scientific method in economics |
1 |
1 |
4 |
32 |
1 |
3 |
16 |
120 |
| Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' |
0 |
0 |
0 |
106 |
0 |
1 |
14 |
234 |
| Leverage causes fat tails and clustered volatility |
0 |
0 |
1 |
74 |
0 |
3 |
23 |
414 |
| Leverage-induced systemic risk under Basle II and other credit risk policies |
0 |
0 |
0 |
39 |
0 |
6 |
19 |
194 |
| Looking forward to the future |
0 |
0 |
0 |
15 |
3 |
4 |
12 |
62 |
| Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? |
1 |
2 |
3 |
46 |
3 |
6 |
27 |
186 |
| Market force, ecology and evolution |
0 |
0 |
0 |
2 |
3 |
5 |
21 |
678 |
| Master curve for price-impact function |
0 |
4 |
5 |
18 |
3 |
13 |
31 |
65 |
| Mechanical vs. informational components of price impact |
0 |
0 |
0 |
8 |
0 |
0 |
9 |
47 |
| Overlapping portfolios, contagion, and financial stability |
1 |
1 |
6 |
149 |
2 |
6 |
29 |
358 |
| PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE |
0 |
0 |
0 |
4 |
0 |
0 |
7 |
29 |
| Reconstructing production networks using machine learning |
0 |
0 |
2 |
9 |
1 |
2 |
26 |
69 |
| Resilient and Inclusive Prosperity within Planetary Boundaries |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
54 |
| Scenario-free analysis of financial stability with interacting contagion channels |
0 |
0 |
0 |
5 |
1 |
2 |
22 |
37 |
| Segmentation algorithm for non-stationary compound Poisson processes |
0 |
0 |
0 |
2 |
0 |
0 |
10 |
31 |
| Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain |
0 |
0 |
4 |
7 |
0 |
3 |
18 |
34 |
| Stability analysis of financial contagion due to overlapping portfolios |
1 |
1 |
3 |
99 |
4 |
13 |
54 |
420 |
| Statistical Basis for Predicting Technological Progress |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
16 |
| Statistical theory of the continuous double auction |
0 |
2 |
6 |
40 |
4 |
12 |
52 |
154 |
| Studies of the limit order book around large price changes |
0 |
0 |
0 |
29 |
2 |
2 |
11 |
112 |
| Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective |
0 |
0 |
8 |
80 |
2 |
7 |
53 |
387 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
8 |
1 |
2 |
15 |
181 |
| The Long Memory of the Efficient Market |
0 |
2 |
2 |
108 |
1 |
9 |
26 |
462 |
| The dynamics of the leverage cycle |
0 |
0 |
1 |
47 |
1 |
5 |
16 |
179 |
| The economy needs agent-based modelling |
1 |
3 |
6 |
21 |
3 |
7 |
31 |
74 |
| The intrafirm complexity of systemically important financial institutions |
0 |
1 |
1 |
9 |
0 |
3 |
14 |
48 |
| The non-random walk of stock prices: the long-term correlation between signs and sizes |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
40 |
| The power of patience: a behavioural regularity in limit-order placement |
0 |
0 |
0 |
19 |
0 |
2 |
10 |
109 |
| The price dynamics of common trading strategies |
0 |
1 |
4 |
313 |
3 |
7 |
22 |
848 |
| The reality game |
0 |
0 |
0 |
22 |
0 |
0 |
8 |
119 |
| The two cultures of Wall Street |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
12 |
| The unequal effects of the health–economy trade-off during the COVID-19 pandemic |
0 |
0 |
0 |
1 |
0 |
1 |
16 |
23 |
| The unsmooth trajectory of Benoit Mandelbrot |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
76 |
| There's more to volatility than volume |
0 |
0 |
1 |
14 |
0 |
3 |
17 |
72 |
| To bail-out or to bail-in? Answers from an agent-based model |
0 |
0 |
0 |
98 |
0 |
0 |
15 |
278 |
| Towards a taxonomy of learning dynamics in 2 × 2 games |
0 |
0 |
1 |
4 |
0 |
1 |
12 |
29 |
| What really causes large price changes? |
0 |
0 |
0 |
36 |
1 |
4 |
24 |
161 |
| Why is equity order flow so persistent? |
1 |
1 |
7 |
37 |
3 |
6 |
28 |
173 |
| Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
1 |
2 |
12 |
0 |
4 |
19 |
105 |
| Total Journal Articles |
9 |
26 |
98 |
2,445 |
61 |
191 |
1,178 |
10,009 |
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