J. Doyne Farmer

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 29,434

SSRN RANKINGS

Top 29,434

in Total Papers Downloads

3,601

TOTAL CITATIONS
Rank 20,208

SSRN RANKINGS

Top 20,208

in Total Papers Citations

81

Scholarly Papers (9)

1.

Why Is Equity Order Flow so Persistent?

Number of pages: 42 Posted: 01 Jul 2014
Bence Toth, Imon Palit, Fabrizio Lillo and J. Doyne Farmer
Capital Fund Management, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, Università di Bologna and University of Oxford
Downloads 721 (74,341)
Citation 16

Abstract:

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Market microstructure, Order flow, Herding, Order splitting, Price impact, Behavioral finance

2.

The Intrafirm Complexity of Systemically Important Financial Institutions

Journal of Financial Stability, 2020
Number of pages: 57 Posted: 12 May 2015 Last Revised: 17 Oct 2020
American University - Department of Finance and Real Estate, Dartmouth College - Department of Mathematics, University of Washington - Department of Statistics, Dartmouth College and University of Oxford
Downloads 692 (78,308)
Citation 9

Abstract:

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3.

How to Improve the Financial Architecture and Its Resilience

Number of pages: 22 Posted: 21 Jun 2014
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS), London School of Economics & Political Science (LSE), Capital Fund Management, University College London, University of Oxford, University of Western Sydney - School of Economics & Finance, Columbia University School of Law, University of Kiel - Institute for World Economics (IfW), Independent, University of Basel - Faculty of Business and Economics, Independent and University of the West of England (UWE)
Downloads 630 (88,192)

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financial architecture, resilience, financial crisis, banking crisis, economic crisis, new economic thinking

4.

Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions

Bank of England Working Paper No. 861
Number of pages: 83 Posted: 18 May 2020 Last Revised: 01 Jun 2020
University of Oxford, Imperial College London, Bank of England and University of Oxford, Faculty of Law
Downloads 424 (143,369)
Citation 17

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Systemic risk, stress testing, financial contagion, financial institutions, capital requirements, macroprudential policy

5.

How Predictable is Technological Progress?

Number of pages: 27 Posted: 20 Feb 2015 Last Revised: 26 Nov 2015
J. Doyne Farmer and Francois Lafond
University of Oxford and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 345 (180,612)
Citation 14

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forecasting, technological progress, Moore's law, solar energy

6.

Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment

Number of pages: 61 Posted: 23 Feb 2020 Last Revised: 01 Jun 2020
Francois Lafond, Diana Seave Greenwald and J. Doyne Farmer
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, National Gallery of Art and University of Oxford
Downloads 307 (204,612)
Citation 1

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innovation policy; learning curve; natural experiment; World War II

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market

Banco de Espana Working Paper No. 2217
Number of pages: 87 Posted: 19 May 2022
Banco de España, Bank of England, Bank of England and University of Oxford
Downloads 153 (396,563)
Citation 3

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agent-based modelling, housing market, rental market, macroprudential policy, borrower-based measures

8.

The Dynamics of the Leverage Cycle

Number of pages: 41 Posted: 21 Jul 2014 Last Revised: 18 Aug 2014
Christoph Aymanns and J. Doyne Farmer
London School of Economics and University of Oxford
Downloads 166 (369,787)
Citation 9

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Leverage cycles, pro-cyclical and countercyclical leverage, systemic risk, financial market simulation

9.

Taming the Basel Leverage Cycle

Number of pages: 40 Posted: 16 Jul 2015
London School of Economics, University College London, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 163 (375,661)
Citation 12

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