J. Doyne Farmer

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 31,036

in Total Papers Citations

16

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

The Intrafirm Complexity of Systemically Important Financial Institutions

Number of pages: 65 Posted: 12 May 2015 Last Revised: 22 Sep 2016
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 577 (49,990)
Citation 6

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2.

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 - Financial Computing and Analytics Group, Department of Computer Science, 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 St. Gallen, Independent and University of the West of England (UWE)
Downloads 458 (66,671)

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

3.

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 301 (108,123)
Citation 4

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

4.

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, Monash University, Università di Bologna and University of Oxford
Downloads 139 (222,757)
Citation 4

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

5.

Taming the Basel Leverage Cycle

Number of pages: 40 Posted: 16 Jul 2015
London School of Economics & Political Science (LSE) - London School of Economics, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of Oxford and University of Oxford
Downloads 117 (253,985)
Citation 1

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6.

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 & Political Science (LSE) - London School of Economics and University of Oxford
Downloads 104 (276,008)
Citation 9

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

7.

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

Number of pages: 61 Posted: 23 Feb 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 22 (544,239)
Citation 1

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

8.

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
University of Oxford, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students , Bank of England and University of Oxford, Faculty of Law
Downloads 13 (601,483)

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

9.

Resilient and Inclusive Prosperity within Planetary Boundaries

China & World Economy, Vol. 22, Issue 5, pp. 76-92, 2014
Number of pages: 17 Posted: 16 Sep 2014
London School of Economics, Grantham Research Institute, University of Oxford - Blavatnik School of Government, University of Oxford and University of Oxford - Oxford Martin School
Downloads 0 (710,629)
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green growth, limits to growth, planetary boundaries, resilience, sustainable prosperity