Publications

Smith E and others, ‘Statistical Theory of the Continuous Double Auction’ (2003) 3 Quantitative Finance 481

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)

Lillo F and Farmer J, ‘The Long Memory of the Efficient Market’

Tol R and others, ‘Chapter 1: Recent Economic Insights into the Impacts of Climate Change’, Climate Change in the Mediterranean (Edward Elgar Publishing 2003)

Farmer J and Lillo F, ‘On the Origin of Power Law Tails in Price Fluctuations’

Farmer J, Patelli P and Zovko I, ‘The Predictive Power of Zero Intelligence in Financial Markets’

TOBIAS J and SEDDON N, ‘BREEDING, FORAGING, AND VOCAL BEHAVIOR OF THE WHITE-THROATED JACAMAR (BRACHYGALBA ALBOGULARIS)’ (2003) 115 The Wilson Journal of Ornithology 237

Tobias J and Seddon N, ‘Vocalizations and Display in the Long-Tailed Ground-Roller (Uratelornis Chimaera)’ (2003) 115 The Wilson Journal of Ornithology 193

Iori G and others, ‘An Analysis of Price Impact Function in Order-Driven Markets’, Physica A Statistical Mechanics and its Applications (Elsevier 2003)

Farmer J, ‘Looking Forward to the Future’ (2003) 3 Quantitative Finance c30

Rolls E and others, ‘An Information Theoretic Approach to the Contributions of the Firing Rates and the Correlations Between the Firing of Neurons.’ (2003) 89 Journal of neurophysiology 2810

Seddon N, Tobias J and Butchart S, ‘Group Living, Breeding Behaviour and Territoriality in the Subdesert Mesite Monias Benschi’ (2003) 145 Ibis 277

Seddon N and Tobias J, ‘Communal Singing in the Cooperatively Breeding Subdesert Mesite Monias Benschi: Evidence of Numerical Assessment?’ (2003) 34 Journal of Avian Biology 72

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’