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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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3. Understanding Asset Prices. (2013). Committee, Nobel Prize.
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4. Pre-play Research in a Model of Bank Runs. (2013). Aromi, J. Daniel.
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5. De-synchronized clocks in preemption games with risky prospects. (2013). Barbos, Andrei.
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6. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
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8. ETF arbitrage: Intraday evidence. (2013). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H..
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11. De-synchornized Clocks in Preemption Games with Risky Prospects. (2012). Barbos, Andrei.
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12. Arbitrage and the Law of One Price in the market for American depository receipts. (2012). Alsayed, Hamad ; McGroarty, Frank.
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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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30. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis.
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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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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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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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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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