References for Journalarticle 2010-20

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

Number of references: 21

Berg, J., Marsili, M., Rustichini, A., and Zecchina, R. (2001). Statistical Mechanics of Asset Markets with Private Information. Quantitative Finance, 1(2):203-211.

Brock, W., and Wagener, F. (2009). More Hedging Instruments May Destabilize Markets. Journal of Economic Dynamics and Control, 33(1):1912-1928.

Caccioli, F., Marsili, M., and Vivo, P. (2009). Eroding Market Stability by Proliferation of Financial Instruments. European Physical Journal B, 71(4):467-479.

Cass, D., and Citanna, A. (1998). Pareto Improving Financial Innovation in Incomplete Markets. Economic Theory, 11(3):467-494.

Fama, E. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, 25(2):383-417.

Goldbaum, D. (2006). Self-Organization and the Persistence of Noise in Financial Markets. Journal of Economic Dynamics and Control, 30(9-10):1837-1855.

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.

Merton, R., and Bodie, Z. (2005). Design of Financial Systems: Towards a Synthesis of Function and Structure. Journal of Investment Management, 3(1):1-23.

Minsky, H. (1992). The Financial Instability Hypothesis. The Jerome Levy Economics Institute, Working Paper 74, Levy Economics Institute, New York.

Mishkin, F. (1996). Understanding Financial Crises: A Developing Country Perspective. National Bureau of Economic Research, Working Paper 5600, Cambridge, MA.

Mishkin, F.S., and Herbertsson, T.T. (2006). Financial Stability in Iceland. Iceland Chamber of Commerce, Iceland Chamber of Commerce report, Reykjavíc.

Pliska, S. (1997). Introduction to Mathematical Finance: Discrete Time Models. Blackwell, Oxford.

Shapley, L., and Shubik, M. (1977). Trade Using One Commodity as a Means of Payment. Journal of Political Economy, 85(5):937-968.

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.