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Frontiers of finance: Evolution and efficient markets
8 references·16 citing·43 second hop
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this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1991Evolutionary Games in Economics1,956 cited
  • 1995Advances in Behavioral Finance.775 cited
  • 1999A non-random walk down Wall Street647 cited
  • 2018The Economy as an Evolving Complex System353 cited
  • 2011A Non-Random Walk Down Wall Street227 cited
  • 1999The Three P's of Total Risk Management153 cited

Cited by

  • 2012A Network Analysis of Countries’ Export Flows: Firm Grounds for the Building Blocks of the Economy190 cited
  • 2008What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data165 cited
  • 2010Warning: Physics Envy May be Hazardous to Your Wealth!158 cited
  • 2008The virtues and vices of equilibrium and the future of financial economics157 cited
  • 1999Physicists attempt to scale the ivory towers of finance138 cited
  • 2004Evolutionary stability of portfolio rules in incomplete markets131 cited
  • 2012History of the Efficient Market Hypothesis128 cited
  • 2008

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Efficient Markets Hypothesis
126 cited
  • 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins114 cited
  • 2010Consumption, (dis)aggregate wealth, and asset returns113 cited
  • 2007Systemic Risk and Hedge Funds110 cited
  • 2005Development97 cited
  • 2017Bubble Formation and (In)Efficient Markets in Learning‐to‐Forecast and optimise Experiments83 cited
  • 2009The Peter principle revisited: A computational study81 cited
  • 2010Measuring Systemic Risk in the Finance and Insurance Sectors79 cited
  • 2001Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates76 cited