Social Science Research Network Working Paper Series (29 February 2008)
Social Science Research Network Working Paper Series
(2001)
Social Science Research Network Working Paper Series (1 October 2007)
Social Science Research Network Working Paper Series (November 2007)
Social Science Research Network Working Paper Series (January 2008)
National Bureau of Economic Research Working Paper Series (September 1987), 2393.
Physical Review E, Vol. 64, No. 1. (22 June 2001), 016121.
(11 Aug 2002)
(14 Jun 1999)
(February 1997)
(14 Jun 2007)
The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465.
The Journal of Finance, Vol. 7, No. 1. (1952), pp. 77-91.
(27 April 2005)
Journal of Risk (December 2004)
The Journal of Political Economy, Vol. 101, No. 4. (1993), pp. 644-665.
(4 Jan 2004)
(11 Sep 2006)
(08 June 1994)
Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Vol. 68, No. 1. (2003)
SIGPLAN Not., Vol. 35, No. 9. (September 2000), pp. 280-292.
Journal of Money, Credit and Banking, Vol. 30, No. 4. (1998), pp. 745-770.
The Journal of Finance, Vol. 45, No. 2. (1990), pp. 643-654.
The Journal of Finance, Vol. 55, No. 6. (2000), pp. 2431-2465.
(01 April 1999)
(01 May 2005)