Publications

2009

Cherkashin D, Farmer J and Lloyd S, ‘The Reality Game’

Toth B, Kertesz J and Farmer J, ‘Studies of the Limit Order Book Around Large Price Changes’

Vallentin S and Morsing M, ‘Developing Social Responsibility’ in L Zsolnai and A Tencati (eds.), The Future International Manager. A Vision of the Roles and Duties of Management (Palgrave Macmillan 2009)

Bouchaud J-P, Farmer J and Lillo F, ‘How Markets Slowly Digest Changes in Supply and Demand’, HANDBOOK OF FINANCIAL MARKETS: DYNAMICS AND EVOLUTION (2009)

Van Trees H and Bell K, ‘Tighter Alternatives to the CramerRao Lower Bound for DiscreteTime Filtering’, Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking (Institute of Electrical and Electronics Engineers (IEEE) 2009)

Bouchaud J-P, Farmer J and Lillo F, ‘CHAPTER 2 How Markets Slowly Digest Changes in Supply and Demand’, Handbook of Financial Markets: Dynamics and Evolution (Elsevier 2009)

Bouchaud J-P, Farmer J and Lillo F, ‘How Markets Slowly Digest Changes in Supply and Demand’ 57

Samaras N, Sifelaras A and Triantafyllidis C, ‘A Primal-Dual Exterior Point Algorithm for Linear Programming Problems’ (2009) 19 Yugoslav Journal of Operations Research 123

Morsing M and Perrini F, ‘CSR in SMEs: Do SMEs Matter for the CSR Agenda?’ (2009) 18 Business Ethics. A European Review 1

Farmer J and Geanakoplos J, ‘The Virtues and Vices of Equilibrium and the Future of Financial Economics’ (2009) 14 Complexity 11

Haney A, Grubb M and Wilde J, ‘Plugging the Gap in Energy Efficiency Policies: The Emergence of the UK ’Carbon Reduction Commitment’ (2009) 3 European Review of Energy Markets 33

Toth B, Kertesz J and Farmer J, ‘Studies of the Limit Order Book Around Large Price Changes’ (Springer-Verlag 2009) 499

FANKHAUSER S, KENNEDY D and SKEA J, ‘Building a Low-Carbon Economy: The Inaugural Report of the UK Committee on Climate Change’ (2009) 8 Environmental Hazards 201

Ives M and others, ‘Modelling the Possible Effects of Climate Change on an Australian Multi-Fleet Prawn Fishery’ (2009) 60 Marine and Freshwater Research 1211

McNerney J, Trancik J and Farmer J, ‘Historical Costs of Coal-Fired Electricity and Implications for the Future’

2008

Fankhauser S, Rodionova Y and Falcetti E, ‘Utility Payments in Ukraine: Affordability, Subsidies and Arrears’ (2008) 36 Energy Policy 4168

Doyne Farmer J, ‘The Two Cultures of Wall Street’ (2008) 456 Nature 173

Rezek I and others, ‘On Similarities Between Inference in Game Theory and Machine Learning’ (2008) 33 Journal of Artificial Intelligence Research 259

Bouchaud J-P, Farmer J and Lillo F, ‘How Markets Slowly Digest Changes in Supply and Demand’

Shrimali G, ‘Surplus Extraction by Network Providers: Implications for Net Neutrality and Innovation’ (2008) 32 Telecommunications Policy 545

Hope R, Borgoyary M and Agarwal C, ‘Smallholder Preferences for Agri‐environmental Change at the Bhoj Wetland, India’ (2008) 26 Development Policy Review 585

Hope R, Nicholson B and Baguley D, ‘Establishing a Workforce of Globally Aware Health Professionals Alma Ata and Alma Mata Global Health Network’ (2008) 8 Global Social Policy 161

La Spada G, Farmer J and Lillo F, ‘The Non-Random Walk of Stock Prices: The Long-Term Correlation Between Signs and Sizes’ (2008) 64 The European Physical Journal B 607

Schwarzkopf Y and Farmer J, ‘What Drives Mutual Fund Asset Concentration?’

Agrawala S and others, ‘Economic and Policy Instruments to Promote Adaptation’, Economic Aspects of Adaptation to Climate Change (Organisation for Economic Co-Operation and Development (OECD) 2008)