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Research


Complexity, Concentration and Contagion: A Comment

2011

Stock Market Trading Volume

2010
Handbook of Financial Econometrics, Volume 2, 2010, North-Holland
Jiang Wang

The Financial Industry Needs its Own Crash Safety Board

2010

Is It Real, or Is It Randomized?: A Financial Turing Test

2010
Jasmina Hasanhodzic and Emanuele Viola

Lo: The Best Econ Book I’ve Read Recently

2010

WARNING!: Physics Envy May Be Hazardous To Your Wealth

2010
Journal of Investment Management 8 (2010), 13-63.
Mark Mueller

Consumer Credit Risk Models via Machine-Learning Algorithms

2010
Journal of Banking & Finance 34 (2010), 2767-2787.
Amir E. Khandani and Adlar J. Kim

Impossible Frontiers

2010
Management Science 56 (2010), 905-923.
Thomas J. Brennan

The Feasibility of Systemic Risk Measurement

2009

This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

2009

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