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Mike, Szabolcs; Farmer, J. Doyne - In: Journal of economic dynamics & control 32 (2008) 1, pp. 200-234

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Caccioli, Fabio; Shrestha, Munik; Moore, Cristopher; … - In: Journal of banking & finance 46 (2014), pp. 233-245

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Farmer, J. Doyne; Gillemot, László; Iori, Giulia; … - 2006

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Cherkashin, Dmitriy; Farmer, J. Doyne; Lloyd, Seth - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1091-1105

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