1900 "Théorie de la spéculation" Louis Bachelier       
1948 "An Experimental Imperfect Market" Edward H. Chamberlin       
1952 "Portfolio Selection" Harry Markowitz       
1956 "A New Interpretation of Information Rate" J. L. Kelly, jr       
1962 "An Experimental Study of Competitive Market Behavior" Vernon L. Smith       
1963 "Spectral Analysis of New York Sotck-Market Prices" Clive W.J. Granger, Oskar Morgenstern
1963 "The variation of certain speculative prices" Benoit Mandelbrot        
1965 "Random Walks in Stock Market Prices" Eugene F. Fama       
1965 "The Behavior of Stock-Market Prices" Eugene F. Fama   
1970 "Commodity Futures: Trends or Random Walks" Richard A. Stevenson, Robert M. Bear       
1973 "A Random Walk Down Wall Street - The Get Rich Slowly but Surely Book" Burton G. Malkiel   
1973 "The Pricing of Options and Corporate Liabilities" Fisher Black, Myron Scholes       
1986 "Noise" Fisher Black       
1989 "Noise Trader Risk in Financial Markets" J. Bradford De Long, A. Shleifer, . H. Summers, R J. Waldmann
1990 "The Noise Trader Approach to Finance" Andrei Shleifer and Lawrence H. Summers       
1991 "Chaos and Non Linear Dynamics: Application to Financial Markets" David Hsieh       
1991 "Designing Economic Agents that Act Like Human Agents. A Behavioral Approach to Bounded Rationality" W. Brian Arthur       
1992 "Behavior of Trading Automata in a Computerized Double Auction Market" J. Rust, R. G. Palmer, J. H. Miller       
1992 "Market Structures, Trading Strategies, & Feedback: Rethinking Neoclassical Price Discovery" K. O'Neill
1993 "Allocative Efficiency of Markets with Zero Intelligence Traders: Markets as a Partial Substitute for Individual Rationality" Dhananjay K. Gode, Shyam Sunder   
1994 "Why did NASDAQ Market Makers Stop Avoiding Odd Eight Quotes" W.G. Christie, J.H. Harris, P.H. Schultz   
1995 "Using genetic algorithms to find technical trading rules" Franklin Allen, Risto Karjalainen       
1996 "The 'Dartboard' Column: The Pros, the Darts, and the Market" Bing Liang       
1997 "Price Formation in Double Auctions" Steven Gjerstad, John Dickhaut       
1997 "Zero is Not Enough: On The Lower Limit of Agent Intelligence For Continuous Double Auction Markets" Dave Cliff, Janet Bruten       
1998 "The Endogenous Evolution of Market Institutions. An Experimental Investigation" G. Kirchsteiger, M. Niederle, J. Potters       
2000 "A Trading Agent Competition for the Research Community" Michael P. Wellman, Peter R. Wurman       
2000 "An Indexed Bibiography of Genetic Algorithms in Economics" Jarmo T. Alander       
2000 "Is Sound Just Noise ?" Joshua D. Coval, Tyler Shumway       
2001 "Auction Protocols for Decentralized Scheduling" M. P. Wellman, W.E. Walsh, P.R. Wurman, J.K. MacKie    Mason   
2001 "High Performance Bidding Agents for the Continuous Double Auction" Gerald Tesauro, Rajarshi Das   
2001 "Toward Agent-Based Models for Investment" J. Doyne Farmer   
2002 "A New Method to Estimate the Noise in Financial Correlation Matrices" T. Guhr, B. Kälber       
2002 "Information Aggregation in Double Auctions: Rational Expectations and the Winner’s Curse" Serena Guarnaschelli, Anthony M. Kwasnica, Charles R. Plott       
2002 "Market Timing and Return Prediction under Model Instability" M. Hashem Pesaran, Allan Timmermann    
2002 "Strategic Sequential Bidding in Auctions using Dynamic Programming" G. Tesauro, J. L. Bredin       
2003 "Efficient market hypothesis and forecasting" Allan Timmermann, Clive W.J. Granger       
2003 "Market-Based Resource Allocation for Utility Data Center" A. Byde, M. Sallé, C. Bartolini   
2003 "The Improper Use of Dartboard Portfolios as Performance Benchmarks" R.A. Heron, G.A. Larsen Jr., B.G. Resnick
2004 "Agent based Genetic Algorithm Employing Financial Technical Analysis for "Making Trading Decisions Using Historical Equity Market Data" Cyril Schoreels, Brian Logan, Jonathan M. Garibaldi       
2004 "Efficient market hypothesis and forecasting" Allan Timmermann, Clive W.J. Granger       
2004 "Tools of the Trade: The Socio-Technology of Arbitrage in a Wall Street Trading Room" D. Beunza, D. Stark   
2005 "How Noise Trading Affects Markets: An Experimental Analysis" R. Bloomfield, M. O’Hara, G. Saar       
2005 "The Predictive Power of Online Chatter" D. Gruhl, R. Guha, R. Kumar, J. Novak, A. Tomkins       
2005 "The predictive power of zero intelligence in financial markets" J. Doyne Farmer, P. Patelli, L. Zovko       
2006 "Investment strategies and hidden variables" F. Petroni, M. Serva       
2006 "Noise Trading and The Management of Operational Risk; Firms, Traders and Irrationality in Financial Markets" Paul Willman, Mark Fenton    O’Creevy, Nigel Nicholson, Emma Soane   
2006 "RoxyBot-06: An (SAA) TAC Travel Agent" Seong Jae Lee, Amy Greenwald, Victor Naroditskiy   
2006 "The Structure and Behaviour of the Continuous Double Auction" Perukrishnen Vytelingum       
2007 "Genetic ALgorithms for Robust Optimization in Financial Applications" Li Lin, Longbing Cao, Chengqi Zhang       
2007 "Performance, competition and the dynamics of rules: the case of a financial market" Valerie Revest       
2007 "Sports Sentiment and Stock Returns" Alex Edmans, Diego Garçia, Øyvind Norli       
2008 "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing" Andreas Park, Daniel Sgroi       
2008 "Optimization of the Trading Rule in Foreign Exchange using Genetic Algorithm" Akinori Hirabayashi, Claus Aranha, Hitoshi Iba       
2008 "The Internet Democracy: A Predictive Model Based on Web Text Mining" Scott Pion, Lutz Hamel       
2009 "Continuous Time Markowitz’s Model with Transaction Costs" Min Dai, Zuo Quan Xu, Xun Yu Zhou   
2009 "High Frequency MAret Microstructure Noise Estimates and Liquidity Measures" Yacine Aït    Sahalia, Jialin Yu   
2009 "Model for Non Gaussian Intraday Stock Returns" Austin Gerig, Javier Vicente, Miguel A. Fuentes   
2009 "Optimal Leverage From Non Ergodicity" Ole Peters   
2009 "RoxyBot 06: Stochastic Prediction and Optimization in TAC Travel" Amy Greenwald, Seong Jae Lee, Victor Naroditskiy   
2009 "Spiraling toward market completeness and financial instability" Matteo Marsili       
2010 "Multi Agent Model for the Limit Order Book Dynamics" M. Bartolozzi       
2010 "On the Correlation Structure of Microstructure noise: A Financial Economic Approach" F.X. Diebold, G. Strasser       
2010 "On the Fractional Black Sholes Market with Transaction Costs" Ehsan Azmoodeh   
2010 "Predicting break-points in trading strategies with Twitter" Arnaud Vincent, Margaret Armstrong   
2010 "Robust and Adaptive Algorithms for Online Portfolio Selection" Theodoros Tsagaris, Ajay Jasra, Niall Adams       
2010 "The Rise Of Computerized High-Frequency Trading: Use and Controversy" MICHAEL J. MC GOWAN       
2010 "Twitter mood predicts the stock market" Johan Bollen, Huina Mao, Xiao-Jun Zeng   
2011 "An ecological perspective on the future of computer trading" J. Doyne Farmer, Spyros Skouras       
2011 "Evaluation of the “Adaptive Aggressive” Trading Agent Strategy Against Human Traders in CDA: AA Wins" Marco De Lua, Dave Cliff
2011 "High Frequency Trading and Volatility" J. A. Brogaard       
2011 "Modeling Public Mood and Emotion: Twitter Sentiment and Socio-Economic Phenomena" Johan Bollen, Huina Mao, Alberto Pepe   
2011 "History of the Efficient Market Hypothesis" Martin Sewell       
2012 "A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization" Zhi Zheng, Richard B. Sowers       
2012 "Broken Markets" Joseph C. Saluzzi, Sal L. Arnuk       
2012 "Computer-based trading and market abuse" Sylvain Friederich, Richard Payne   
2012 "Computer trading and systemic risk: a nuclear perspective" Robin Bloomfield, Anne Wetherilt       
2012 "Exploring the “robot phase transition” in experimental human-algorithmic markets" John Cartlidge, Dave Cliff   
2012 "Financial black swans driven by ultrafast machine ecology" N. Johnson, G. Zhao, E. Hunsader, J. Meng, A. Ravindar, S. Carran, B. Tivnan       
2012 "Harmonized circuit breakers" Avanidhar Subrahmanyam       
2012 "High Frequency Trading and End-Of-Day Manipulation" D. Cumming, F. Zhan, M. Aitken
2012 "Insurgent capitalism: Island, bricolage and the remaking of finance" Donald MacKenzie, Juan Pablo Pardo    Guerra
2012 "Quantifying reflexivity in financial markets: towards a prediction of flash crashes" Vladimir Filimonov, Didier Sornette       
2012 "The Future of Computer Trading in Financial Markets : An International Perspective" various authors       
2012 "The shortcomings of Foresight" Stuart Baden Powell       
2012 "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data" David Bicchetti, Nicolas Maystre   
2012 "The Volume Clock: Insighs into the High Frequency Paradigm" David Easley, Marcos M. López de Prado, Maureen O’Hara       
2013 "Are random trading strategies more successful than technical ones?" A. E. Biondo, A. Pluchino, A. Rapisarda, D. Helbing       
2013 "New Technologies and Market Abuses: Outdated Legal Frameworks, Short Falling Reforms and New Proposals" Stéphane Daniel   
2013 "The Fed Robbery Revisited" Riadh Zaatour, Stéphane Tyč       
2013 "The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response" Eric Budish, Peter Cramton, John Shim   
2013 "The Random Character Of Stock-Market Prices: A Study Of Indian Stock Exchange" S.V. Kushwah, P. Negi, A. Sharma       
2014 "How Slow Is the NBBO? A Comparison with Direct Exchange Feeds" S. Ding, J. Hanna, T. Hendershott   
2014 "Information Transmission Between Financial Markets in Chicago and New York" G. Laughlin, A. Aguirre, J. Grundfest