Biography | Selected Publications
Measuring Systemic Risk in the Finance and Insurance Sectors (2010)
A Non-Random Walk Down Wall Street. Princeton, NJ: Princeton University Press, 1999.
Market Efficiency: Stock Market Behaviour in Theory and Practice (International Library of Critical Writings in Financial Economics, 3). Cheltenham, UK ; Lyme, NH: Edward Elgar, 1997.
The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press, 1997.
The Industrial Organization and Regulation of the Securities Industry (National Bureau of Economic Research Conference Report). Chicago, IL: University of Chicago Press, 1996.View complete list of publications (PDF) >>
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