Commercializing Biomedical Research through Securitization Techniques
with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.
An Evolutionary Model of Bounded Rationality and Intelligence
with Thomas J. Brennan, PLOS One, 7 (2012)
Adaptive Markets and the New World Order
Financial Analysts Journal, 68 (2012), 18-29
Moore’s Law vs. Murphy’s Law: Algorithmic Trading and Its Discontents
with Andrei A. Kirilenko, Journal of Economic Perspectives 27 (2013), 51-72.
Privacy-Preserving Methods for Sharing Financial Risk Exposures
with Emmanuel A. Abbe and Amir E. Khandani, American Economic Review: Papers & Proceedings 102 (2012), 65-70.
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Mila Getmansky, and Loriana Pelizzon, Journal of Financial Economics 104 (2012), 535-559.
Reading About the Financial Crisis: A Twenty-One-Book Review
Journal of Economic Literature 50 (2012), 151-178.
Data Snooping Biases in Tests of Financial Asset Pricing Models
with Craig MacKinlay, Review of Financial Studies 3 (1990), 431–468.
Systemic Risk and the Refinancing Ratchet Effect
with Amir E. Khandani and Robert C. Merton., Journal of Financial Economics 108 (2013), 29-45.
When Are Contrarian Profits Due To Stock Market Overreaction?
with Craig MacKinlay, Review of Financial Studies 3 (1990), 175–206.