Attack of the Clones
with Jasmina Hasanhodzic, Alpha Magazine
Survival of the Richest
Harvard Business Review
Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective
Handbook of Systemic Risk, edited by J.P. Fouque and J. Langsam
Fat Tails, Long Memory, and the Stock Market Since the 1960’s
Economic Notes 26 (1997), 219–252.
A Non-Random Walk Down Wall Street
The Proceedings of the 1994 Wiener Centennial Symposium, edited by D. Jerison, I. Singer, and D. Stroock. Providence, RI: American Mathematical Society.
Securities Transaction Taxes: What Would Be Their Effects on Financial Markets and Institutions?
with John Heaton, False Hopes and Unintended Consequences, edited by Suzanne Hammond, 1995. Chicago, IL: Catalyst Institute
Data-Snooping Biases in Financial Analysis
Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research
Neural Networks and Other Nonparametric Techniques in Economics and Finance
Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research.
with Craig MacKinlay, New Palgrave Dictionary of Money and Finance, 1992, London: Stockton Press
Empirical Issues in the Pricing of Options and Other Derivative Securities
Cuadernos Economicos de ICE 50 (1992), 129–155.