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Farmer, J. Doyne


 SSRN Author Rank: 3,697 by Downloads
 McKinsey Research Professor
 

Santa Fe Institute


 1399 Hyde Park Road
 Santa Fe, NM 87501
 United States
 505-984-8800 (Phone)
 505-982-0565 (Fax)
 HOME PAGE: http://www.santafe.edu/~jdf/
 email address
 Professor
 

LUISS Guido Carli University


 viale Pola 12
 Roma, Roma 00198
 Italy

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. Farmer, J. Doyne's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,717
Total
Citations
118
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
15 Sep 08
977
(12,627)
39

2.  
Getting at Systemic Risk Via an Agent-Based Model of the Housing Market | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1852
Number of Pages in PDF File: 14
Geanakoplos, John
Yale University - Cowles Foundation
Axtell, Robert
George Mason University
Farmer, J. Doyne
Santa Fe Institute
Howitt, Peter
Brown University - Department of Economics
Conlee, Benjamin
affiliation not provided to SSRN
Goldstein, Jonathan
affiliation not provided to SSRN
Hendrey, Matthew
George Mason University - Department of Computational Social Science
Palmer, Nathan M.
George Mason University - Department of Computational Social Science
Yang, Chun-Yi
affiliation not provided to SSRN
Posted:
11 Mar 12
759
(18,447)
 

3.  
The Virtues and Vices of Equilibrium and the Future of Financial Economics | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1647
Number of Pages in PDF File: 69
Farmer, J. Doyne
Santa Fe Institute
Geanakoplos, John
Yale University - Cowles Foundation
Posted:
24 Mar 08
710
(20,318)
10

4.  
Farmer, J. Doyne
Santa Fe Institute
Patelli, Paolo
Santa Fe Institute
Zovko, Ilija I.
affiliation not provided to SSRN
Posted:
11 Jan 04
580
(27,078)
17

5.   Incl. Electronic Paper
Thurner, Stefan
Institute for Science of Complex Systems, Medical University of Vienna
Farmer, J. Doyne
Santa Fe Institute
Geanakoplos, John
Yale University - Cowles Foundation
Posted:
11 Jan 10
Last Revised:
23 Nov 11
419
(41,236)
10

6.  
An Empirical Behavioral Model of Liquidity and Volatility | Show Abstract | Download This Paper |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 35
Mike, Szabolcs
Santa Fe Institute - Economics
Farmer, J. Doyne
Santa Fe Institute
Posted:
01 Oct 05
348
(51,768)
7

7.  
Zovko, Ilija I.
affiliation not provided to SSRN
Farmer, J. Doyne
Santa Fe Institute
Posted:
16 Aug 02
280
(66,541)
9

8.  
La Spada, Gabriele
Princeton University - Department of Economics
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
29 Nov 07
Last Revised:
16 Jun 08
262
(71,400)
 

9.  
Schwarzkopf, Yonathan
Lime Brokerage LLC
Farmer, J. Doyne
Santa Fe Institute
Posted:
24 Jul 08
Last Revised:
03 May 10
258
(72,590)
1

10.  
Farmer, J. Doyne
Santa Fe Institute
Geanakoplos, John
Yale University - Cowles Foundation
Posted:
15 Aug 09
257
(72,880)
1

11.  
Gillemot, Laszlo
Santa Fe Institute
Farmer, J. Doyne
Santa Fe Institute
Lillo, Fabrizio
Scuola Normale Superiore
Posted:
18 Oct 05
257
(72,880)
5

12.  
Schwarzkopf, Yonathan
Lime Brokerage LLC
Axtell, Robert
George Mason University
Farmer, J. Doyne
Santa Fe Institute
Posted:
29 Apr 10
Last Revised:
13 Feb 11
256
(73,184)
2

13.  
Toth, Bence
Santa Fe Institute
Eisler, Zoltan
Capital Fund Management
Lillo, Fabrizio
Scuola Normale Superiore
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Kockelkoren, Julien
Capital Fund Management
Farmer, J. Doyne
Santa Fe Institute
Posted:
06 Apr 11
226
(83,614)
1

14.  
Farmer, J. Doyne
Santa Fe Institute
Gerig, Austin
U.S. Securities and Exchange Commission
Lillo, Fabrizio
Scuola Normale Superiore
Waelbroeck, Henri
Portware LLC
Posted:
20 Mar 13
Last Revised:
27 Sep 13
158
(117,544)
2

15.  
The Reality Game | Show Abstract | Download This Paper |
Number of Pages in PDF File: 22
Cherkashin, Dmitriy
Goldman Sachs Group, Inc. - Equity Derivatives Research
Farmer, J. Doyne
Santa Fe Institute
Lloyd, Seth
affiliation not provided to SSRN
Posted:
03 Feb 09
Last Revised:
09 Feb 09
157
(118,221)
 

16.  
A Theory for Long-Memory in Supply and Demand | Show Abstract | Download This Paper |
Santa Fe Institute Working Paper No. 04-12-041
Number of Pages in PDF File: 12
Lillo, Fabrizio
Scuola Normale Superiore
Mike, Szabolcs
Santa Fe Institute - Economics
Farmer, J. Doyne
Santa Fe Institute
Posted:
30 Apr 05
135
(134,427)
8

17.  
Discounting the Distant Future | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1951
Number of Pages in PDF File: 32
Farmer, J. Doyne
Santa Fe Institute
Geanakoplos, John
Yale University - Cowles Foundation
Masoliver, Jaume
University of Barcelona - Department of Physics
Montero, Miquel
University of Barcelona - Department de Física Fonamental
Perelló, Josep
University of Barcelona - Department of Physics
Posted:
16 Jul 14
124
(143,876)
 

18.  
Caccioli, Fabio
University College London - Financial Computing and Analytics Group, Department of Computer Science
Shrestha, Munik
University of New Mexico
Moore, Cristopher
Santa Fe Institute
Farmer, J. Doyne
Santa Fe Institute
Posted:
16 Nov 12
106
(161,687)
 

19.  
Schwarzkopf, Yonathan
Lime Brokerage LLC
Axtell, Robert
George Mason University
Farmer, J. Doyne
Santa Fe Institute
Posted:
29 Apr 10
Last Revised:
10 Feb 11
94
(175,632)
 

20.  
Schwarzkopf, Yonathan
Lime Brokerage LLC
Farmer, J. Doyne
Santa Fe Institute
Posted:
27 May 10
87
(184,750)
1

21.  
Caccioli, Fabio
University College London - Financial Computing and Analytics Group, Department of Computer Science
Catanach, Thomas A.
University of Notre Dame
Farmer, J. Doyne
Santa Fe Institute
Posted:
07 Sep 11
80
(194,453)
4

22.  
McNerney, James
Massachusetts Institute of Technology (MIT)
Trancik, Jessika E.
Massachusetts Institute of Technology
Farmer, J. Doyne
Santa Fe Institute
Posted:
19 Dec 09
73
(205,329)
 

23.  
McNerney, James
Massachusetts Institute of Technology (MIT)
Farmer, J. Doyne
Santa Fe Institute
Redner, Sid
Santa Fe Institute
Trancik, Jessika E.
Massachusetts Institute of Technology
Posted:
02 Aug 10
59
(230,201)
1

24.  
Uncertain Growth and the Value of the Future | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1930
Number of Pages in PDF File: 9
Masoliver, Jaume
University of Barcelona - Department of Physics
Montero, Miquel
University of Barcelona - Department de Física Fonamental
Perelló, Josep
University of Barcelona - Department of Physics
Geanakoplos, John
Yale University - Cowles Foundation
Farmer, J. Doyne
Santa Fe Institute
Posted:
18 Nov 13
Last Revised:
18 Dec 13
55
(238,195)
 

25.  
Moro, Esteban
Universidad Carlos III de Madrid
Vicente, Javier
Santa Fe Institute
Moyano, Luis G.
Universidad Carlos III de Madrid
Gerig, Austin
U.S. Securities and Exchange Commission
Farmer, J. Doyne
Santa Fe Institute
Vaglica, Gabriella
University of Palermo
Lillo, Fabrizio
Scuola Normale Superiore
Mantegna, Rosario N.
Central European University
Posted:
03 Aug 09
 

26.  
Farmer, J. Doyne
Santa Fe Institute
Zovko, Ilija I.
affiliation not provided to SSRN
Posted:
24 Jun 08
 

27.  
Iori, Giulia
City University London - Department of Economics
Farmer, J. Doyne
Santa Fe Institute
Smith, Eric
Santa Fe Institute - Economics
Gillemot, Laszlo
Santa Fe Institute
Posted:
08 Nov 05
 


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