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Information about:
J. Doyne Farmer

Personal Details | Affiliation | Works
This is information that was supplied by J. Farmer in registering through RePEc. If you are J. Doyne Farmer , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: J.
Middle Name: Doyne
Last Name: Farmer
Suffix:

RePEc Short-ID: pfa201

Email:
Homepage: http://www.santafe.edu/~jdf
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

  2. J. Doyne Farmer & Martin Shubik & Eric Smith, 2005. "Economics: the next physical science?," Cowles Foundation Discussion Papers 1520, Cowles Foundation, Yale University. [Downloadable!]

  3. M. E. J. Newman & Michelle Girvan & J. Doyne Farmer, 2002. "Optimal Design, Robustness, and Risk Aversion," Working Papers 02-02-009, Santa Fe Institute.

  4. Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith, 2002. "Demand Storage, Market Liquidity, and Price Volatility," Working Papers 02-01-001, Santa Fe Institute.

  5. Doyne Farmer, John Geanakoplos, and Paul Melby, 2001. "Market making, price formation, and technical trading," Computing in Economics and Finance 2001 111, Society for Computational Economics.

  6. Yuzuru Sato & Eizo Akiyama & J. Doyne Farmer, 2001. "Chaos in Learning a Simple Two Person Game," Working Papers 01-09-049, Santa Fe Institute.

  7. J. Doyne Farmer & Shareen Joshi, 2000. "The Price Dynamics of Common Trading Strategies," Working Papers 00-12-069, Santa Fe Institute.
    Published as:

  8. J. Doyne Farmer, 1999. "Physicists Attempt to Scale the Ivory Towers of Finance," Working Papers 99-10-073, Santa Fe Institute.

  9. J. Doyne Farmer & Andrew W. Lo, 1999. "Frontiers of Finance: Evolution and Efficient Markets," Working Papers 99-06-039, Santa Fe Institute.

  10. J. Doyne Farmer, 1998. "Market Force, Ecology, and Evolution," Research in Economics 98-12-117e, Santa Fe Institute. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Farmer, J. Doyne & Lux, Thomas, 2008. "Introduction to special issue on `Applications of Statistical Physics in Economics and Finance'," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 1-6, January. [Downloadable!] (restricted)

  2. Mike, Szabolcs & Farmer, J. Doyne, 2008. "An empirical behavioral model of liquidity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 200-234, January. [Downloadable!] (restricted)

  3. J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike, 2006. "Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?," Quantitative Finance, Taylor and Francis Journals, vol. 6(2), pages 107-112, April. [Downloadable!] (restricted)

  4. Fabrizio Lillo & J. Farmer, 2004. "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(3), pages 1226-1226. [Downloadable!] (restricted)

  5. Farmer, J. Doyne & Joshi, Shareen, 2002. "The price dynamics of common trading strategies," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 149-171, October. [Downloadable!] (restricted)
    Other versions:

  6. J. Doyne Farmer, 2002. "Market force, ecology and evolution," Industrial and Corporate Change, Oxford University Press, vol. 11(5), pages 895-953, November.
    Other versions:

  7. Sun J. & Kim Y.J. & Hewett J. & Johnson J. C & Farmer J. & Gibler M., 2001. "Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 469-475, June. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-04-04
  2. NEP-CBA: Central Banking (1) 2008-04-04
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2005-06-27
  4. NEP-CMP: Computational Economics (3) 1999-10-04 2000-02-03 2008-04-04 Author is listed
  5. NEP-EVO: Evolutionary Economics (1) 2001-10-16
  6. NEP-FIN: Finance (2) 1999-09-21 1999-12-01 Author is listed
  7. NEP-FMK: Financial Markets (3) 2001-07-17 2002-03-14 2008-04-12 Author is listed
  8. NEP-HPE: History & Philosophy of Economics (2) 2005-06-27 2008-04-12 Author is listed
  9. NEP-IFN: International Finance (1) 1999-09-21
  10. NEP-MIC: Microeconomics (3) 1999-09-21 2001-10-16 2002-03-14 Author is listed
  11. NEP-PKE: Post Keynesian Economics (1) 1999-09-21
  12. NEP-SOG: Sociology of Economics (1) 2008-04-12
  13. NEP-TID: Technology & Industrial Dynamics (1) 2005-06-27
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-10-30.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.