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2. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
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3. Speculative attacks: A laboratory study in continuous time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
   In: Journal of International Money and Finance.
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4. Inference in a synchronization game with social interactions. (2009). de Paula, Aureo.
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5. Preempting versus Postponing: the Stealing Game. (2008). Gallice, Andrea.
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6. First versus Second-Mover Advantage with Information Asymmetry about the Size of New Markets. (2008). YOON, YOUNG-RO ; Rasmusen, Eric.
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7. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
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8. Equilibrium selection through incomplete information in coordination games: an experimental study. (2007). Nagel, Rosemarie ; Cabrales, Antonio ; Armenter, Roc.
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9. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
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10. Imperfect common knowledge in first generation models of currency crises. (2006). Minguez-Afonso, Gara.
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1. The boy who cried bubble: public warnings against riding bubbles. (2014). Ueda, Kozo ; Asako, Yasushi.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:167.

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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..
   In: Papers.
   RePEc:arx:papers:1109.4726.

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3. Understanding Asset Prices. (2013). Committee, Nobel Prize.
   In: Nobel Prize in Economics documents.
   RePEc:ris:nobelp:2013_001.

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4. Pre-play Research in a Model of Bank Runs. (2013). Aromi, J. Daniel.
   In: Económica.
   RePEc:lap:journl:585.

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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.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00587.

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11. De-synchornized Clocks in Preemption Games with Risky Prospects. (2012). Barbos, Andrei.
    In: MPRA Paper.
    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.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf285.

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14. The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles. (2012). Ueda, Kozo ; Asako, Yasushi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf282.

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15. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios. (2012). Sushko, Vladyslav ; Nirei, Makoto ; Stamatiou, Theodoros .
    In: BIS Working Papers.
    RePEc:bis:biswps:371.

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16. Možnosti identifikace bublin cen aktiv v české ekonomice. (2011). Kubicová, Ivana ; Komarek, Lubos ; LuboÅ¡ Komarek a Ivana Kubicova, .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2011:y:2011:i:2:id:779:p:164-183.

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17. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n14.

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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..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:491-506.

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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..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136.

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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.
    In: International Review of Financial Analysis.
    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.
    In: MPRA Paper.
    RePEc:pra:mprapa:23381.

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23. When index dissemination goes wrong: How fast can traders add and multiply?. (2010). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp2010-08-04.

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24. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:53-80.

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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.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:344-401.

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26. Clock games: Theory and experiments. (2010). Brunnermeier, Markus ; Morgan, John.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:68:y:2010:i:2:p:532-550.

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27. The skinny on the 2008 naked short-sale restrictions. (2010). Boulton, Thomas J. ; Braga-Alves, Marcus V..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:397-421.

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28. Cognitive abilities and behavioral biases. (2009). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:72:y:2009:i:1:p:147-152.

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29. Daily short interest, idiosyncratic risk, and stock returns. (2009). Doukas, John ; Onayev, Zhan ; Au, Andrea S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:290-316.

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30. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
    In: Staff Working Papers.
    RePEc:bca:bocawp:09-23.

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31. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:77-100.

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32. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

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33. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

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34. Cognitive Abilities and Behavioral Biases. (2008). Schmitz, Patrick ; Roider, Andreas ; Oechssler, Jörg.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3481.

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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, .
    In: Working Papers.
    RePEc:hkm:wpaper:082008.

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36. Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach. (2007). riva, fabrice ; DEVILLE, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00162221.

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37. Market liquidity and funding liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24478.

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38. Financially constrained arbitrage in illiquid markets. (2006). Attari, Mukarram ; Mello, Antonio S..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:12:p:2793-2822.

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39. A Note on Synchronization Risk and Delayed Arbitrage. (2006). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2006:i:7:p:1-12.

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40. A Note on Synchronization Risk and Delayed Arbitrage. (2006). Watanabel, Naoki ; Sakawa, Hideaki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06g10029.

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41. Clock Games: Theory and Experiments. (2006). Brunnermeier, Markus ; Morgan, John.
    In: Competition Policy Center, Working Paper Series.
    RePEc:cdl:compol:qt9c11m09n.

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42. Highwaymen or heroes: Should hedge funds be regulated?: A survey. (2005). Zigrand, Jean-Pierre ; Taylor, Ashley ; Danielsson, Jon.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:1:y:2005:i:4:p:522-543.

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43. Rational trader risk. (2004). Kondor, Péter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24646.

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44. Clock Games: Theory and Experiments. (2004). Brunnermeier, Markus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000401.

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45. Clock Games: Theory and Experiments. (2004). Morgan, John.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt81m0r0jj.

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46. Profitable technical trading rules as a source of price instability. (2003). Goldbaum, David.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:3:y:2003:i:3:p:220-229.

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47. The Characteristics and Trading Behaviour of Dual-listed Companies. (2003). Richards, Anthony ; Tennant, Paul ; Bedi, Jaideep .
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2003-06.

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48. Rational destabilising speculation and the riding of bubbles.. (2003). Andergassen, Rainer.
    In: Working Papers.
    RePEc:bol:bodewp:475.

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49. Anomalies and Market Efficiency. (2002). Schwert, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9277.

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50. The market for borrowing stock. (2002). Gene, D'Avolio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:271-306.

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