| 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 |
0 |
8 |
18 |
0 |
1 |
18 |
57 |
| A proposal for impact-adjusted valuation: Critical leverage and execution risk |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
102 |
| A quantitative model of trading and price formation in financial markets |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
195 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
36 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
2 |
2 |
3 |
4 |
2 |
2 |
12 |
23 |
| A simulation of the insurance industry: The problem of risk model homogeneity |
0 |
0 |
1 |
13 |
0 |
1 |
2 |
25 |
| A taxonomy of learning dynamics in 2 × 2 games |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
| A theory for long-memory in supply and demand |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
65 |
| An empirical behavioral model of liquidity and volatility |
1 |
1 |
1 |
82 |
1 |
1 |
2 |
263 |
| An empirical behavioral model of price formation |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
113 |
| An empirical study of the tails of mutual fund size |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
108 |
| Automation and occupational mobility: A data-driven network model |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
47 |
| Best reply structure and equilibrium convergence in generic games |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
| Best reply structure and equilibrium convergence in generic games |
0 |
0 |
0 |
30 |
1 |
2 |
2 |
49 |
| Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate |
0 |
1 |
2 |
21 |
0 |
3 |
4 |
46 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
3 |
14 |
0 |
0 |
6 |
28 |
| Can stimulating demand drive costs down? World War II as a natural experiment |
0 |
0 |
6 |
9 |
0 |
0 |
11 |
20 |
| Chaos in Learning a Simple Two Person Game |
0 |
0 |
0 |
196 |
0 |
0 |
0 |
593 |
| Correlations and clustering in the trading of members of the London Stock Exchange |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
90 |
| Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
1 |
1 |
573 |
| Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
70 |
| Discounting the Distant Future |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
130 |
| Discounting the distant future: What do historical bond prices imply about the long term discount rate? |
0 |
0 |
1 |
38 |
0 |
1 |
7 |
149 |
| Economics: the next physical science? |
0 |
0 |
1 |
471 |
0 |
0 |
3 |
1,269 |
| Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
21 |
| Empirically grounded technology forecasts and the energy transition |
0 |
3 |
12 |
41 |
7 |
15 |
56 |
132 |
| Estimating initial conditions for dynamical systems with incomplete information |
0 |
2 |
4 |
36 |
1 |
5 |
11 |
71 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
24 |
| Foundations of system-wide financial stress testing with heterogeneous institutions |
0 |
1 |
2 |
29 |
0 |
1 |
6 |
47 |
| Frontiers of Finance: Evolution and Efficient Markets |
0 |
0 |
0 |
521 |
5 |
8 |
16 |
1,651 |
| Getting at Systemic Risk via an Agent-Based Model of the Housing Market |
0 |
0 |
2 |
290 |
0 |
2 |
11 |
713 |
| Heterogeneity, correlations and financial contagion |
0 |
0 |
1 |
82 |
0 |
1 |
2 |
162 |
| How Market Ecology Explains Market Malfunction |
0 |
1 |
3 |
9 |
0 |
1 |
9 |
51 |
| How does the market react to your order flow? |
0 |
0 |
1 |
102 |
0 |
0 |
1 |
262 |
| How efficiency shapes market impact |
0 |
0 |
1 |
125 |
0 |
0 |
2 |
270 |
| How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network |
0 |
1 |
1 |
44 |
1 |
2 |
4 |
104 |
| How markets slowly digest changes in supply and demand |
1 |
1 |
1 |
140 |
3 |
3 |
8 |
488 |
| How predictable is technological progress? |
0 |
1 |
2 |
28 |
0 |
1 |
2 |
111 |
| How production networks amplify economic growth |
0 |
0 |
2 |
57 |
0 |
1 |
11 |
94 |
| How production networks amplify economic growth |
0 |
0 |
2 |
25 |
0 |
1 |
7 |
29 |
| How well do experience curves predict technological progress? A method for making distributional forecasts |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
130 |
| Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates |
0 |
0 |
2 |
662 |
1 |
2 |
15 |
2,200 |
| Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
201 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
1 |
2 |
9 |
23 |
3 |
4 |
20 |
60 |
| In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model |
0 |
0 |
1 |
8 |
0 |
0 |
5 |
30 |
| Interpreting Economic Complexity |
0 |
1 |
1 |
58 |
0 |
3 |
5 |
206 |
| Leverage Causes Fat Tails and Clustered Volatility |
1 |
1 |
2 |
46 |
1 |
1 |
2 |
167 |
| Leverage Causes Fat Tails and Clustered Volatility |
0 |
0 |
1 |
161 |
0 |
1 |
2 |
312 |
| Leverage Causes Fat Tails and Clustered Volatility |
1 |
1 |
1 |
121 |
2 |
2 |
3 |
323 |
| Leverage-induced systemic risk under Basle II and other credit risk policies |
0 |
0 |
0 |
139 |
0 |
0 |
0 |
220 |
| Macroprudential policy in an agent-based model of the UK housing market |
0 |
3 |
14 |
142 |
0 |
7 |
27 |
367 |
| Market Force, Ecology, and Evolution |
0 |
0 |
1 |
524 |
0 |
0 |
5 |
1,908 |
| Market Force, Ecology, and Evolution |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
879 |
| Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
163 |
| Market impact and trading profile of large trading orders in stock markets |
0 |
0 |
0 |
121 |
1 |
1 |
2 |
354 |
| Market making, price formation, and technical trading |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
656 |
| Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
34 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
8 |
| Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution |
0 |
0 |
3 |
20 |
0 |
0 |
4 |
34 |
| Mechanical vs. informational components of price impact |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
102 |
| Modeling simultaneous supply and demand shocks in input-output networks |
0 |
1 |
4 |
16 |
0 |
1 |
8 |
27 |
| Models of Financial Stability and Their Application in Stress Tests |
0 |
0 |
2 |
3 |
0 |
1 |
7 |
14 |
| Models of Financial Stability and their Application in Stress Tests |
0 |
1 |
3 |
72 |
2 |
5 |
13 |
131 |
| On the origin of power law tails in price fluctuations |
0 |
1 |
3 |
43 |
0 |
1 |
6 |
158 |
| Optimal Design, Robustness, and Risk Aversion |
0 |
0 |
0 |
131 |
0 |
0 |
1 |
677 |
| Physicists Attempt to Scale the Ivory Towers of Finance |
0 |
0 |
0 |
235 |
0 |
0 |
0 |
773 |
| Production networks and epidemic spreading: How to restart the UK economy? |
0 |
1 |
7 |
10 |
1 |
6 |
24 |
41 |
| Production networks and epidemic spreading: How to restart the UK economy? |
0 |
1 |
2 |
17 |
0 |
1 |
4 |
61 |
| Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels |
0 |
0 |
2 |
7 |
0 |
8 |
13 |
24 |
| Segmentation algorithm for non-stationary compound Poisson processes |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
177 |
| Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain |
0 |
0 |
2 |
15 |
0 |
0 |
3 |
36 |
| Single Curve Collapse of the Price Impact Function for the New York Stock Exchange |
0 |
1 |
2 |
47 |
0 |
1 |
2 |
132 |
| Stability analysis of financial contagion due to overlapping portfolios |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
164 |
| Statistical Basis for Predicting Technological Progress |
0 |
0 |
0 |
87 |
0 |
2 |
8 |
179 |
| Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation |
1 |
2 |
4 |
35 |
1 |
3 |
7 |
59 |
| Statistical theory of the continuous double auction |
0 |
0 |
0 |
73 |
2 |
3 |
3 |
198 |
| Studies of the limit order book around large price changes |
1 |
1 |
4 |
100 |
1 |
1 |
8 |
210 |
| Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective |
0 |
0 |
3 |
81 |
1 |
2 |
11 |
325 |
| Systemic implications of the bail-in design |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
9 |
| Systemic implications of the bail-in design |
1 |
1 |
1 |
4 |
1 |
1 |
2 |
9 |
| Taming the Basel Leverage Cycle |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
34 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
38 |
| Taming the Basel leverage cycle |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
40 |
| Technological interdependencies predict innovation dynamics |
0 |
0 |
1 |
7 |
1 |
2 |
6 |
29 |
| Technological interdependencies predict innovation dynamics |
0 |
1 |
2 |
17 |
0 |
2 |
4 |
39 |
| The Intrafirm Complexity of Systemically Important Financial Institutions |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
51 |
| The Predictive Power of Zero Intelligence in Financial Markets |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
166 |
| The Price Dynamics of Common Trading Strategies |
0 |
0 |
0 |
321 |
0 |
3 |
8 |
1,133 |
| The Reality Game |
0 |
0 |
0 |
50 |
1 |
2 |
2 |
204 |
| The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy |
0 |
1 |
3 |
4 |
0 |
1 |
5 |
9 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
2 |
2 |
3 |
339 |
3 |
5 |
9 |
1,020 |
| The Virtues and Vices of Equilibrium and the Future of Financial Economics |
0 |
0 |
0 |
10 |
3 |
3 |
5 |
74 |
| The dynamics of the leverage cycle |
0 |
0 |
2 |
41 |
0 |
0 |
6 |
143 |
| The long memory of the efficient market |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
193 |
| The non-random walk of stock prices: The long-term correlation between signs and sizes |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
163 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
6 |
| The prevalence of chaotic dynamics in games with many players |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
32 |
| The price dynamics of common trading strategies |
0 |
0 |
2 |
85 |
1 |
3 |
6 |
333 |
| The virtues and vices of equilibrium and the future of financial economics |
0 |
0 |
0 |
15 |
1 |
5 |
5 |
104 |
| There's more to volatility than volume |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
88 |
| Tick size and price diffusion |
0 |
0 |
0 |
64 |
1 |
1 |
1 |
141 |
| To bail-out or to bail-in? Answers from an agent-based model |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
48 |
| Towards a taxonomy of learning dynamics in 2 x 2 games |
0 |
0 |
1 |
29 |
0 |
0 |
4 |
55 |
| Uncertain growth and the value of the future |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
26 |
| What drives mutual fund asset concentration? |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
123 |
| What really causes large price changes? |
0 |
1 |
2 |
76 |
1 |
2 |
4 |
303 |
| Why is order flow so persistent? |
1 |
1 |
5 |
108 |
1 |
3 |
14 |
276 |
| Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
63 |
| Total Working Papers |
13 |
39 |
163 |
7,950 |
55 |
153 |
562 |
24,981 |
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