Social Science Research Network Working Paper Series (5 October 2007)
(2004)
Energy Policy, Vol. 35, No. 6. (June 2007), pp. 3395-3409.
(22 Jul 2000)
Mathl. Computer Modelling (1995)
Physica A: Statistical Mechanics and its Applications, Vol. 346, No. 3-4. (15 February 2005), pp. 518-528.
Physica A Statistical Mechanics and its Applications, Vol. 324 (June 2003), pp. 220-226.
(10 May 2002)
(2001), pp. 1169-1187.
The Journal of Financial and Quantitative Analysis, Vol. 35, No. 4. (2000), pp. 529-551.
IEEE Comput. Graph. Appl., Vol. 24, No. 5. (September 2004), pp. 45-55.
ArXiv Mathematics e-prints (February 2003)
(04 April 2006)
The Journal of Finance, Vol. 56, No. 2. (2001), pp. 699-720.
Algorithmica, Vol. 30 (2001), pp. 101-139.
(21 Apr 2006)
(2005)
(2006), pp. 477-486.
(2002), pp. 64-74.
The Journal of Finance, Vol. 61, No. 5. (October 2006), pp. 2187-2217.
European Physical Journal B, Vol. 27 (2002), pp. 177-187.
European Physical Journal B, Vol. 14 (2000), pp. 579-601.
(2004)
(2001)
(10 Dec 2002)
ArXiv Condensed Matter e-prints (December 2002)
(2006), pp. 1-6.
Physica A Statistical Mechanics and its Applications, Vol. 348 (March 2005), pp. 496-504.
(2000)
Journal of Artificial Intelligence Research, Vol. 21 (May 2004), pp. 579-594.
(2006), pp. 673-680.
Internet Computing, IEEE, Vol. 5, No. 2. (2001), pp. 43-51.
The Journal of Finance, Vol. 52, No. 1. (1997), pp. 35-55.
Quantitative Finance, Vol. 4, No. 4. (August 2004), pp. 37-45.
Journal of Banking & Finance, Vol. 30, No. 5. (May 2006), pp. 1535-1558.
The American Economic Review, Vol. 97, No. 5. (December 2007), pp. 1901-1920.
Finance Research Letters, Vol. In Press, Corrected Proof
Journal of Financial Economics, Vol. 82, No. 2. (November 2006), pp. 387-415.
Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 455-483.