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