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A third wave in the economics...
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205
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187
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38
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24
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21
A random order placement model of price formation in the continuous double auction
Farmer, J. Doyne
;
Gillemot, László
;
Iori, Giulia
; …
-
2006
Persistent link: https://www.econbiz.de/10009674147
Saved in:
22
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
23
Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio
;
Farmer, J. Doyne
;
Foti, Nick
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 50-63
Persistent link: https://www.econbiz.de/10011474265
Saved in:
24
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
25
The virtues and vices of equilibrium and the future of financial economics
Farmer, J. Doyne
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724252
Saved in:
26
Economics: the next physical science?
Farmer, J. Doyne
;
Shubik, Martin
;
Smith, Eric
-
2005
Persistent link: https://www.econbiz.de/10003000756
Saved in:
27
Price impact function of a single transaction
Lillo, Fabrizio
;
Farmer, J. Doyne
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 153-160)
.
2004
Persistent link: https://www.econbiz.de/10002415112
Saved in:
28
The long memory of the efficient market
Lillo, Fabrizio
(
contributor
);
Farmer, J. Doyne
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10002652199
Saved in:
29
The price dynamics of common trading strategies
Farmer, J. Doyne
;
Joshi, Shareen
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001702978
Saved in:
30
Frontiers of finance : evolution and efficient markets
Farmer, J. Doyne
;
Lo, Andrew W.
- In:
Wirtschaftspolitische Blätter
47
(
2000
)
4
,
pp. 403-406
Persistent link: https://www.econbiz.de/10001572357
Saved in:
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