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1. The boy who cried bubble: public warnings against riding bubbles. (2014). Ueda, Kozo ; Asako, Yasushi.
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2. Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders. (2014). Kaizoji, Taisei ; Sornette, D. ; Saichev, A..
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   RePEc:arx:papers:1109.4726.

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3. Understanding Asset Prices. (2013). Committee, Nobel Prize.
   In: Nobel Prize in Economics documents.
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4. Pre-play Research in a Model of Bank Runs. (2013). Aromi, J. Daniel.
   In: Económica.
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5. De-synchronized clocks in preemption games with risky prospects. (2013). Barbos, Andrei.
   In: Mathematical Social Sciences.
   RePEc:eee:matsoc:v:65:y:2013:i:3:p:203-216.

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6. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:33:y:2013:i:c:p:41-59.

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7. Behavioral aspects of arbitrageurs in timing games of bubbles and crashes. (2013). Matsushima, Hitoshi.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:148:y:2013:i:2:p:858-870.

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8. ETF arbitrage: Intraday evidence. (2013). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:9:p:3486-3498.

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9. Government intervention and institutional trading strategy: Evidence from a transition country. (2013). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:24:y:2013:i:1:p:44-68.

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10. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
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11. De-synchornized Clocks in Preemption Games with Risky Prospects. (2012). Barbos, Andrei.
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    RePEc:pra:mprapa:40846.

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12. Arbitrage and the Law of One Price in the market for American depository receipts. (2012). Alsayed, Hamad ; McGroarty, Frank.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1258-1276.

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13. Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes. (2012). Matsushima, Hitoshi.
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14. The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles. (2012). Ueda, Kozo ; Asako, Yasushi.
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15. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios. (2012). Sushko, Vladyslav ; Nirei, Makoto ; Stamatiou, Theodoros .
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16. Možnosti identifikace bublin cen aktiv v české ekonomice. (2011). Kubicová, Ivana ; Komarek, Lubos ; LuboÅ¡ Komarek a Ivana Kubicova, .
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17. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
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18. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

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19. The fragile capital structure of hedge funds and the limits to arbitrage. (2011). Liu, Xuewen ; Mello, Antonio S..
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20. The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. (2011). Zhang, QI ; McGuinness, Paul B. ; Cai, Charlie X..
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21. Short-sales constraints and market quality: Evidence from the 2008 short-sales bans. (2011). Lepone, Andrew ; Lecce, Steven ; Frino, Alex.
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    RePEc:eee:finana:v:20:y:2011:i:4:p:225-236.

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22. The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market. (2010). Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris.
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23. When index dissemination goes wrong: How fast can traders add and multiply?. (2010). Varma, Jayanth.
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24. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis.
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25. Understanding earnings quality: A review of the proxies, their determinants and their consequences. (2010). Ge, Weili ; Dechow, Patricia ; Schrand, Catherine.
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26. Clock games: Theory and experiments. (2010). Brunnermeier, Markus ; Morgan, John.
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27. The skinny on the 2008 naked short-sale restrictions. (2010). Boulton, Thomas J. ; Braga-Alves, Marcus V..
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28. Cognitive abilities and behavioral biases. (2009). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
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29. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Onayev, Zhan ; Au, Andrea S..
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30. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
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31. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
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32. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
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33. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
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34. Cognitive Abilities and Behavioral Biases. (2008). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
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35. FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value. (2008). Valente, Giorgio ; Fong, Wai-Ming ; Joseph K. W. Fung, .
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36. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach. (2007). riva, fabrice ; DEVILLE, Laurent.
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37. Market liquidity and funding liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
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39. A Note on Synchronization Risk and Delayed Arbitrage. (2006). .
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40. A Note on Synchronization Risk and Delayed Arbitrage. (2006). Watanabel, Naoki ; Sakawa, Hideaki.
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41. Clock Games: Theory and Experiments. (2006). Brunnermeier, Markus ; Morgan, John.
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42. Highwaymen or heroes: Should hedge funds be regulated?: A survey. (2005). Zigrand, Jean-Pierre ; Taylor, Ashley ; Danielsson, Jon.
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43. Rational trader risk. (2004). Kondor, Péter.
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44. Clock Games: Theory and Experiments. (2004). Brunnermeier, Markus.
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45. Clock Games: Theory and Experiments. (2004). Morgan, John.
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46. Profitable technical trading rules as a source of price instability. (2003). Goldbaum, David.
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47. The Characteristics and Trading Behaviour of Dual-listed Companies. (2003). Richards, Anthony ; Tennant, Paul ; Bedi, Jaideep .
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48. Rational destabilising speculation and the riding of bubbles.. (2003). Andergassen, Rainer.
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49. Anomalies and Market Efficiency. (2002). Schwert, G..
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50. The market for borrowing stock. (2002). Gene, D'Avolio.
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