Research


Attack of the Clones

with Jasmina Hasanhodzic, Alpha Magazine

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Survival of the Richest

Harvard Business Review

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Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

Handbook of Systemic Risk, edited by J.P. Fouque and J. Langsam

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Fat Tails, Long Memory, and the Stock Market Since the 1960’s

Economic Notes 26 (1997), 219–252.

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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.

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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

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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

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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.

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Nontrading Effect

with Craig MacKinlay, New Palgrave Dictionary of Money and Finance, 1992, London: Stockton Press

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Empirical Issues in the Pricing of Options and Other Derivative Securities

Cuadernos Economicos de ICE 50 (1992), 129–155.

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