References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 21

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Grossman, S., and Stiglitz, J. (1980). On the Impossibility of Informationally Efficient Markets. American Economic Review, 70(3):393-408.

Haq, M., and Grunberg, I. (1996). The Tobin Tax: Coping with Financial Volatility. Oxford University Press, Oxford.

Hart, O. (1975). On the Optimality of Equilibrium When the Market Structure is Incomplete. Journal of Economic Theory, 11(3):418-443.

Hellwig, M. (1980). On the Aggregation of Information in Competitive Markets. Journal of Economic Theory, 22(3):477-498.

Hommes, C. (2006). Heterogeneous Agent Models in Economics and Finance. In: Handbook of Computational Economics 2: Agent–Based Computational Economics, Elsevier, Amsterdam.

Lux, T., and Marchesi, M. (1999). Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market. Nature, 387:498-500.

Malkiel, B. (1992). Efficient Market Hypothesis. In: New Palgrave Dictionary of Money and Finance, MacMillan, London.

Marsili, M. (2009). Complexity and Financial Stability in a Large Random Economy. International Centre Theoretical Physics, Italy, Working Paper, Italy.

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Turnbull, S., and Jarrow, R. (2008). The Subprime Credit Crisis of 07. Samuel Curtis Johnson Graduate School of Management, Working Paper, Samuel Curtis Johnson Graduate School of Management, Cornell University.