J. Doyne Farmer

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

SCHOLARLY PAPERS

9

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2,101

SSRN CITATIONS
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SSRN RANKINGS

Top 27,121

in Total Papers Citations

23

CROSSREF CITATIONS

11

Scholarly Papers (9)

1.

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 619 (55,529)
Citation 8

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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, 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 507 (71,294)

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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 308 (126,288)
Citation 4

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

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, Stanford Institute for Economic Policy Research, Stanford University, Bank of England and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 171 (222,057)
Citation 6

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

5.

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, RMIT University - Blockchain Innovation Hub, Università di Bologna and University of Oxford
Downloads 158 (237,426)
Citation 5

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

6.

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, University of Oxford and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 122 (290,683)
Citation 2

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7.

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 112 (308,831)
Citation 9

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

8.

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 104 (324,943)
Citation 1

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

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 (818,233)
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green growth, limits to growth, planetary boundaries, resilience, sustainable prosperity