Publications

Daniels M and others, ‘Quantitative Model of Price Diffusion and Market Friction Based on Trading As a Mechanistic Random Process.’ (2003) 90 Physical review letters 108102

Lillo F, Farmer J and Mantegna R, ‘Econophysics: Master Curve for Price-Impact Function.’ (2003) 421 Nature 129

Tol R and others, ‘1. Recent Economic Insights into the Impacts of Climate Change’, CLIMATE CHANGE IN THE MEDITERRANEAN (2003)

Tol R and others, ‘Recent Economic Insights into the Impacts of Climate Change’, Climate Change in the Mediterranean: Socio-economic Perspectives of Impacts, Vulnerability and Adaptation (2003)

Tobias J and Seddon N, ‘Estimating Population Size in the Subdesert Mesite (Monias benschi): New Methods and Implications for Conservation’ (2002) 108 Biological Conservation 199

Smith E and others, ‘Statistical Theory of the Continuous Double Auction’

Zovko I and Farmer J, ‘The Power of Patience: A Behavioural Regularity in Limit-Order Placement’ (2002) 2 Quantitative Finance 387

Farmer J and Joshi S, ‘The Price Dynamics of Common Trading Strategies’ (2002) 49 Journal of Economic Behavior & Organization 149

Tobias J and Seddon N, ‘Female Begging in European Robins: Do Neighbors Eavesdrop for Extrapair Copulations?’ (2002) 13 Behavioral Ecology 637

Lillo F, Farmer J and Mantegna R, ‘Single Curve Collapse of the Price Impact Function for the New York Stock Exchange’

Newman M, Girvan M and Farmer J, ‘Optimal Design, Robustness, and Risk Aversion.’ (2002) 89 Physical review letters 028301

Zovko I and Farmer J, ‘The Power of Patience: A Behavioral Regularity in Limit Order Placement’

Zovko I and Farmer J, ‘The Power of Patience: A Behavioral Regularity in Limit Order Placement’

Seddon N, Butchart S and Odling-Smee L, ‘Duetting in the Subdesert Mesite Monias Benschi: Evidence for Acoustic Mate Defence?’ (2002) 52 Behavioral Ecology and Sociobiology 7

Sato Y, Akiyama E and Farmer J, ‘Chaos in Learning a Simple Two-Person Game.’ (2002) 4748

Reece S, ‘Correction to "Nonlinear Kalman Filtering With Semi-Parametric Biscay Distributions"’ (2002) 50 IEEE Transactions on Signal Processing 990

Reece S and others, ‘Mutagenesis of Conserved Tryptophan Residues Within the Receptor-Binding Domain of Intimin: Influence on Binding Activity and Virulence’ (2002) 148 Microbiology 657

Tobias J and Seddon N, ‘Reading the Sand: Identifying Bird Tracks in Madagascar’s Spiny Forest’ (2002) 9 Bulletin of the African Bird Club 12

Newman M, Girvan M and Farmer J, ‘Optimal Design, Robustness, and Risk Aversion’

Reece S, ‘Erratum: Nonlinear Kalman Filtering With Semi-Parametric Biscay Distributions (IEEE Transactions on Signal Processing (Nov. 2001) 49 (2445-2453))’ (2002) 50 IEEE Transactions on Signal Processing 990

Seddon N, Tobias J and Alvarez A, ‘VOCAL COMMUNICATION IN THE PALE-WINGED TRUMPETER (PSOPHIA LEUCOPTERA): REPERTOIRE, CONTEXT AND FUNCTIONAL REFERENCE’ (2002) 139 Behaviour 1331

Seddon N, ‘The Structure, Context and Possible Functions of Solos, Duets and Choruses in the Subdesert Mesite (Monias Benschi)’ (2002) 139 Behaviour 645