Journals

Title Date
What Really Causes Large Price Changes?
The Wild@Ace Project. Introduction to the Special Issue
A Search Model of Unemployment and Firm Dynamics
Generalizing Gibrat. Reasonable Stochastic Multiplicative Models of Firm Dynamics.
The Long Memory of the Efficient Market
On the Origin of Power Law Tails in Price Fluctuations
Statistical Theory of the Continuous Double Auction
The Real Value of Strategic Planning
An Analysis of Price Impact Function in Order-Driven Markets
Forward to Brownian Agents and Active Particles
The Power of Patience: A Behavioral Regularity in Limit Order Placement
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
Optimal Design, Robustness, and Risk Aversion.
Chaos in Learning a Simple Two Person Game
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
How storing supply and demand affects price diffusion
Tired of Strategic Planning?
Market Force, Ecology and Evolution
The Price Dynamics of Common Trading Strategies
Toward Agent-Based Models for Investment
Le capacità linguistiche degli immigrati e le richieste del mercato del lavoro in Germania.
Physicists Attempt to Scale the Ivory Towers of Finance
Frontiers of Finance: Evolution and Efficient Markets
On the origin of strategies
Robust Adaptive Strategies
Strategy at the Edge of Chaos
Slippage 1996
An Analytic Approach to Practical State Space Reconstruction
Generalized Lyapunov Exponents Corresponding to Higher Order Derivatives
Deterministic Noise Amplifiers.
Detecting Nonlinear Structure in Time Series
Spontaneous Emergence of a Metabolism.
Evolution of a Metabolism.
Optimal Shadowing and Noise Reduction
State Space Reconstruction in the Presence of Noise