J. D. Farmer
Economics and Econometrics · 2000–2016
A researcher in the Science corpus: 13 papers; trusts 39 researchers and is trusted by 50 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 156 citations into it; #1,454 of 23,481 by trust here, #1,472 by citations
- Finance — 89 citations into it; #974 of 10,518 by trust here, #995 by citations
- Management Science and Operations Research — 36 citations into it; #2,162 of 11,946 by trust here, #2,728 by citations
- Statistical and Nonlinear Physics — 27 citations into it
- Renewable Energy, Sustainability and the Environment — 23 citations into it
- Global and Planetary Change — 22 citations into it
- Condensed Matter Physics — 13 citations into it; #1,893 of 1,948 by trust here, #1,196 by citations
- Computer Networks and Communications — 12 citations into it
Whom J. D. Farmer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jan Beran
- William Nordhaus
- Chris Hope
- P. Pardalos
- P. Grauwe
- Warrren B Powell
- Jean-Philippe Bouchaud
- N. Gilbert
- Martin Weitzman
- Gregory F. Nemet
Who trusts J. D. Farmer overall
- Frank H. Westerhoff
- Carl Chiarella
- Cars H. Hommes
- Jean-Philippe Bouchaud
- Xue-zhong He
- Fabio Tramontana
- M. Gould
- Emmanuel Bacry
- Jim Gatheral
- Fabrizio Lillo
Papers from J. D. Farmer's perspective
Ordered by how strongly the researchers J. D. Farmer trusts endorse each paper. Same corpus, a different order for every researcher.
- On Modeling and Interpreting the Economics of Catastrophic Climate Change (Review of Economics and Statistics)
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The power of patience: a behavioural regularity in limit-order placement
- More Statistical Properties of Order Books and Price Impact
- The Long Memory of the Efficient Market
- Multi-Agent Systems for the Simulation of Land-Use and Land-Cover Change: A Review
- Emergence of scaling in random networks
- The Behavior of Stock-Market Prices
- Tipping elements in the Earth's climate system (Proceedings of the National Academy of Sciences of the United States of America)
- A simulation analysis of the microstructure of double auction markets
Their papers
- The Long Memory of the Efficient Market (2003) — 387 citations
- Complexity theory and financial regulation (2016) — 474 citations
- The price dynamics of common trading strategies (2000) — 467 citations
- How Markets Slowly Digest Changes in Supply and Demand (2008) — 512 citations
- Leverage causes fat tails and clustered volatility (2009) — 262 citations
- On the origin of power-law tails in price fluctuations (2003) — 162 citations
- An empirical behavioral model of liquidity and volatility (2007) — 247 citations
- A Third Wave in the Economics of Climate Change (2015) — 258 citations
- How predictable is technological progress (2015) — 251 citations
- Overlapping portfolios, contagion, and financial stability (2015) — 174 citations
- Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate (2014) — 89 citations
- Macroprudential Policy in an Agent-Based Model of the UK Housing Market (2016) — 130 citations
- Heterogeneity, Correlations and Financial Contagion (2011) — 134 citations