Year	Paper
1936	Keynes, The General Theory of Employment, Interest and Money (1936)
1942	Schumpeter, Capitalism, Socialism and Democracy (1942)
1945	Hayek, The Use of Knowledge in Society (1945)
1952	Markowitz, Portfolio Selection (1952)
	Markowitz, The Utility of Wealth (1952)
1953	Kendall, The Analysis of Economic Time Series-Part I - Prices (1953)
1954	Arrow,Debreu, Existence of an equilibrium for a competitive economy (1954)
1955	Simon, On a class of Skew Distribution Functions (1955)
1959	Osborne, Brownian Motion in the Stock Market (1959)
	Roberts, Stock Markets Patterns and Financial Analysis - Methodological suggestions (1959)
1960	Simon, Some further notes on a class of skew distribution functions (1960)
1961	Alexander, Price Movements in speculative Markets -Trends or Random Walks (1961)
	Mandelbrot, Post Scriptum to Final Note (1961)
	Muth, Rational expectations and the theory of price movements (1961)
	Simon, Reply to Dr Mandelbrot Post Scriptum (1961)
	Simon, Reply to Final Note by Benoit Mandelbrot (1961)
1962	Simon, The Architecture of Complexity (1962)
1963	Mandelbrot, The variation of certain speculative prices (1963)
1964	Cootner, A random character of stock market prices (1964)
1965	Fama, Random Walks in Stock Market Prices (1965)
	Fama, The behavior of stock-market prices (1965)
	Samuelson, Proof that properly anticipated prices fluctuate randomly (1965)
1967	Mandelbrot, On the Distribution of Stock Price Differences (1967)
	Mandelbrot, The variation of some other speculative prices (1967)
1968	Mandelbrot,Ness, Fractional Brownian motions, fractional noises and applications (1968)
1969	Fama,Fisher,Jensen,Roll, The adjustment of stock prices to new information (1969)
1970	Fama, Efficient Capital Markets - A Review of Theory and Empirical Work (1970)
1971	Bagehot, The Only Game in Town (1971)
	Ijiri,Simon, Effects of Mergers and Acquisitions on Business Firm Concentration (1971)
1972	Anderson, More is different (1972)
1973	Clark, A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)
	Kesten, Random difference equations and renewal theory for products of random matrices (1973)
	LeRoy, Risk Aversion and the Martingale Property of Stock Prices (1973)
	Mandelbrot, Comments on A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)
1974	Ijiri,Simon, Interpretations of Departures from the Pareto Curve Firm-Size Distributions (1974)
	Stephens, EDF Statistics for Goodness of Fit and Some Comparisons (1974)
1976	Grossman, On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information (1976)
1978	Simon, On How to Decide What to Do (1978)
1979	Epps, Comovements in Stock Prices in the Very Short Run (1979)
	Simon, Rational Decision Making in Business Organizations (1979)
1980	Beja,Goldman, On The Dynamic Behavior of Prices in Disequilibrium (1980)
	Grossman,Stiglitz, On the impossibility of informationally efficient markets (1980)
1981	Hutchinson, Fractals and Self Similarity (1981)
	LeRoy,Porter, The present-value relation - Tests based on implied variance bounds (1981)
	Schiller, Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends (1981)
1982	Mendelson, Market Behavior in a Clearing House (1982)
1986	Black, Noise (1986)
1987	Hull,White, The pricing of options on assets with stochastic volatilities (1987)
1988	Lo,MacKinlay, Stock Market Prices do not Follow Random Walks - Evidence from a Simple Specification Test (1988)
	Smith,Suchanek,Gerry,Williams, Bubbles_Crashes_and_Endogenous_Expectations_in_Experimental_Spot_Asset_Markets (1988)
1989	Cutler,Poterba,Summers, What Moves Stock Prices (1989)
1990	Sharpe, Nobel lecture (1990)
	Shiller, Speculative prices and popular models (1990)
	Shleifer, The Noise Trader Approach to Finance (1990)
1991	Fama, Efficient Capital Market II (1991)
	Mantegna, Levy Walks and enhanced diffusion in Milan stock exchange (1991)
1992	Bollerslev,Chou,Kroner, ARCH_modeling_in_finance (1992)
1993	Fama,French, Common risk factors in the returns on stocks and bonds (1993)
	Gode,Sunder, Allocative Efficiency of Markets with Zero-Intelligence Traders - Market as a Partial Substitute for Individual Rationality (1993)
	Heston, A closed-form solution for options with stochastic volatility with applications to bond and currency options (1993)
	Kirman, Ants, rationality, and recruitment (1993)
1994	Arthur, Inductive Reasoning and Bounded Rationality (1994)
	LeBaron, Evaluating neural network predictors by bootstrapping (1994)
1995	Biais,Hillion,Spatt, An Enpirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)
	Black, Equilibrium_Exchanges (1995)
	Fama,French, Size and Book-to-Market Factors in Earnings and Returns (1995)
	Horgan, From_Complexity_to_Perplexity (1995)
	Mantegna,Stanley, Scaling behaviour in the dynamics of an economic index (1995)
	Mitchell, Complexity_and_the_Future_of_Science (1995)
	Orlean, Bayesian interactions and collective dynamics of opinion - Herd behavior and mimetic contagion (1995)
1996	Fiedman, Price Formation and Exchange in Thin Markets A Laboratory Comparison of Institutions (1996)
	Levy,Solomon, Power laws are logarithmic Boltzmann laws (1996)
	Mantegna,Stanley, Turbulences in financial markets (1996)
	Pagan, The econometrics of financial markets (1996)
1997	Arthur,Holland,LeBaron,Palmer,Tayler, Asset Pricing Under Endogenous Expectations in an Artificial Stock Market Model (1997)
	Brown,Zhang, Market_Orders_and_Market_Efficiency (1997)
	Challet,Zhang, Emergence of cooperation and organization in an evolutionary game (1997)
	Galler, Discrete-time and Continuous-time Approaches to Dynamic Microsimulation Reconsidered (1997)
	Goodhart,OHara, High frequency data in financial markets- Issues and applications (1997)
	Levy,Solomon, New evidence for the power-law distribution of wealth (1997)
	Liu,Cizeau,Meyer,Peng,Stanley, Correlations_in_Economic_Time_Series (1997)
	Mandelbrot, L application des fractales a la finance (1997)
	Shleifer,Vishny, The Limits of Arbitrage (1997)
	Sullivan,Timmermann,White, Data snooping, technical trading rule performance, and the bootstrap (1997)
	Zhang,Marsili, A prototype model of stock exchange (1997)
1998	Dimson,Mussavian, A brief history of market efficiency (1998)
	Hellstrom, Predictable patterns in stock returns (1998)
	Hellstrom, Predicting the stock market (1998)
	Lux, The socio-economic dynamics of speculative markets - interacting agents, chaos, and the fat tails of return distributions (1998)
	Orlean, Reflexions_sur_l_efficacite_informationnelle_et_ses_paradoxes (1998)
	Zhang, Modeling market mechanism with evolutionary games (1998)
1999	Arthur, Complexity and the Economy (1999)
	Axtell, Why agents - On the varied motivations for agent computing in the social sciences (1999)
	Barabasi,Albert, Emergence of Scaling in Random Networks (1999)
	Calamia, Market Microstructure- Theory and Empirics (1999)
	Cavagna, Giardina, Thermal Model for Adaptive Competition in a Market (1999)
	Cavagna, Irrelevance of memory in the minority game (1999)
	Domowitz,steil, Automation, Trading Costs, and the Structure of the Securities Trading Industry (1999)
	Farmer, Physicists attempt to scale the ivory towers of finance (1999)
	Furfine, FinancialMarkets (1999)
	Gabaix, Zipfs law for cities - an explanation (1999)
	Gopikrishnan,Plerou,Amaral,Meyer,Stanley, Scaling_of_the_distribution_of_fluctuations_of_financial_market_indices (1999)
	Jun, The Intel Random Number Generator (1999)
	Liu,Gopikrishnan,Cizeau,Meyer,Peng,Stanley, Statistical_Properties_of_the_Volatility_of_Price_Fluctuations (1999)
	Lux,Marchesi, Scaling and criticality in a stochastic multi-agent model of a financial market (1999)
	Mantegna,Palagyi,Stanley, Applications of statistical mechanics to finance (1999)
	Meurisse, Problematique de Conception Multi Agents (1999)
	OHara, Making Market Microstructure Matter (1999)
	Plerou,Gopikrishnan,Amaral,Meyer,Stanley, Scaling of the Distribution of Price Fluctuations of Individual Companies (1999)
	Poggio,Lo,LeBaron,Chan, Agent-based Models of Financial Markets - a comparison with experimental markets (1999)
	Solomon, Behaviorly realistic simulations of stock market traders with a soul (1999)
	Solomon, The Importance of Being Discrete - Life Always Wins on the Surface (1999)
	Stanley, Econophysics-Can_Physicists_contribute_to_the_Science_of_Economics (1999)
	Zhang, Toward_a_Theory_of_Marginally_Efficient_Markets (1999)
2000	Blok, PhDthesis (2000)
	Cont,Bouchaud, Herd behaviour and aggregate fluctuations in financial markets (2000)
	Dimson,Mussavian, Market efficiency (2000)
	Johnson, From market games to real-world markets (2000)
	Lux,Marchesi, VOLATILITY CLUSTERING IN FINANCIAL MARKETS - A MICROSIMULATION OF INTERACTING AGENTS (2000)
	Madhavan, Market Microstructure - a surveypdf (2000)
	Muchnik, Simulating Emergence of Complex Collective Dynamics in the Stock Markets (2000)
	Shatner,Muchnik,Leshno,Solomon, A Continuous Time Asynchronous Model of the Stock Market; Beyond the LLS Model (2000)
	Stiglitz, The Insider (2000)
	White, A reality check for data snooping (2000)
2001	Bamberg, Fat tails and traditional Capital Market theory (2001)
	Bouchaud, On a universal mechanism for long-range volatility correlations (2001)
	Consob, Insider trading, abnormal return and preferential information (2001)
	Cont, Empirical properties of asset returns - stylized facts and statistical issues (2001)
	Hirshleifer, Investor Psychology and Asset Pricing (2001)
	Johnson,Lamper, Predictability of large future changes in a competitive evolving population (2001)
	Johnson, Application of multi-agent games to the prediction of financial time-series (2001)
	Maslov,Mills, Price fluctuations from the order book perspective - empirical facts and a simple model (2001)
	NYSE, factbook1 (2001)
	NYSE, factbook2 (2001)
	Noussair,Rubin,Ruffieux, Price bubbles in laboratory asset markets with constant fundamental values (2001)
	Pauljohson, What I learned from the Artificial Stock Market (2001)
	Raberto,Cincotti,Focardi,Marchesi, Agent-based simulation of a financial market (2001)
	Railsback, Getting results - the pattern-oriented approach to analyzing natural systems with individual-based models (2001)
	Solomon,Richmond, Power laws of wealth, market order volumes and market returns (2001)
	Weron, Levy-stable distributions revisited - tail index 2 does not exclude the Levy-stable regime (2001)
2002	Blok, Statistical Properties of Financial Timeseries (2002)
	Bouchaud,Giardina, Bibbles, crashes and intermittency in agent based market models (2002)
	Bouchaud,Mezard,Potters, Statistical properties of stock order books - empirical results and models (2002)
	Bourghelle,Declerck, Why_Markets_should_not_Necessarily_Reduce_the_Tick_Size (2002)
	Bridel,Huck, Yet_another_look_at_Leon_Walras_theory_of_tatonnement (2002)
	Chakraborti,Chakrabarti, Statistical mechanics of money - how saving propensity affects its distribution (2002)
	Collier, RePast-An_Extensible_Framework_for_Agent_Simulation (2002)
	Daniel, Stochastic_Volatility_in_a_Quantitative_Model_of_Stock_Market_Returns (2002)
	Delahaut, Long range dependence in a real trading time agent-based model (2002)
	Dragulescu,Yakovenko, Statistical mechanics of money (2002)
	EVALife, Research on Complex Systems (2002)
	Ferreira, Time series analysis for minority game simulations of financial markets (2002)
	Hnilica, Classical doctrines and alternatives under risk with respect to asset price dynamcis (2002)
	Hommes,Sonnemans,Tuinstra,Velden, Expectations_and_Bubbles_in_Asset_Pricing_Experiments (2002)
	Iori, A microsimulation of traders activity in the stock market - the role of heterogeneity, agents interactions and trade frictions (2002)
	Johnson, Designing agent-based market models (2002)
	LeBaron, Building the Santa Fe Artificial Stock Market (2002)
	Lo,MacKinlay,Zhang, Econometric models of limit order executions (2002)
	Mateos,Olmedeo,Sancho,Valderas, From_linearity_to_complexity-Towards_new_economics (2002)
	Mattalia, Existence of Solutions and Asset Pricing Bubbles in General Equilibrium Models (2002)
	Orlean, Le_tournant_cognitif_en_economie (2002)
	Raberto,Scalas,Mainardi, Waiting-times_and_returns_in_high-frequency_financial_data-an_empirical_study (2002)
	Silver,Slud,Takamoto, Statistical Equilibrium Wealth Distributions in an Exchange Economy with Stochastic Preferences (2002)
	Sornette,Andersen, The S-Game (2002)
	Yakovenko,Dragulescu, Probability distribution of returns in the Heston model with stochastic volatility (2002)
	Yakovenko,Silva, Comparison between the probability distribution of returns in the Heston model and empirical data for stock indices (2002)
	Zovko,Farmer, The power of Patience - A Behavioral Regularity in Limit Order Placement (2002)
2003	Blok, Self-Affine Timeseries Analysis (2003)
	Boero, Some methodological issues of agent based models in Social Sciences (2003)
	Bottazzi,Devetag, Expectations structure in asset pricing experiments (2003)
	Corbae,Duffy, Experiments with Network Formation (2003)
	Daniel,Bree,Joseph, Goodness-of-fit_of_the_Heston_model (2003)
	Edwards,Gaon, Hedge Funds - What do we know (2003)
	Gabaix,Gopikrishnan,Plerou,Stanley, A Theory of Power Law Distributions in Financial Market Fluctuations (2003)
	Huber, Kirchler, The Value of Information in Markets with Heterogeneously Informed Traders - and Experimental and a Simulation Approach (2003)
	Lo, Emergent Properties of Price Processes in Artificial Markets (2003)
	Mitzenmacher, A Brief History of Generative Models for Power Law and Lognormal Distributions (2003)
	Muchnik,Slanina,Solomon, The Interacting Gaps Model - Reconciling Theoretical and Numerical Approaches to Limit-Order Models (2003)
	Muchnik,Solomon, Statistical Mechanics of Conventional Traders May Lead to Non-Conventional Market Behavior (2003)
	Muchnik, MasterThesis (2003)
	Neyer,Wiemers, Why do we have an Interbank Money Market (2003)
	Palombini, Volatility and liquidity in the Italian money market (2003)
	PhDthesis-Muniesa, Des marches comme algorithmes - sociologie de la cotation electronique a la Bourse de Paris (2003)
	Potters,Bouchaud, More statistical properties of order books and price impact (2003)
	Smith,Farmer,Gillemot,Krishnamurthy, Statistical Theory of the Continuous Double Auction (2003)
	Sornette, Critical market crashes (2003)
	Svenson, Determining possible avenues of approach using ants (2003)
	Wurtz, A comprehensive model on the euro overnight rate (2003)
	Wyart,Bouchaud, Self-referential behaviour, overreaction and conventions in financial markets (2003)
	Yakovenko, Research in econophysics (2003)
2004	Bouchaud,Gefen, Fluctuations and response in financial markets - the subtle nature of random price changes (2004)
	Carbone,Castelli,Stanley, Time-dependent_Hurst_exponent_in_financial_time_series (2004)
	Daniel, Random_time_in_Agent-Based_Market_Models (2004)
	Darley,Outkin, NasdaqBook (2004)
	Duboz, PhD-thesis (2004)
	Duffy, Agent-Based Models and Human Subject Experiments (2004)
	Google, AnnualReport (2004)
	Jacobs,Levy,Markowitz, Financial Market Simulations (2004)
	LeBaron, Agent-based Computational Finance (2004)
	Lillo,Farmer, The long memory of the Efficient Market (2004)
	Maslov, Simple model of a limit order-driven market (2004)
	NewSientist, ABMMs (2004)
	Orlean, Efficience,finance_comportementale_et_conventions-une_synthese_theorique (2004)
	Orlean, La_Bourse_est-elle_au_service_de_la_production (2004)
	Orlean, Les_marches_sont-ils_rationnels (2004)
	Orlean, What_is_a_Collective_Belief (2004)
	Raberto, Modeling an agent-based artificial stock market -- slides (2004)
	Richiardi, The Promises and Perils of Agent-Based Computational Economics (2004)
	Scalas,Gorenflo,Luckock,Mainardi,Mantelli,Raberto, Anomalous waiting times in high-frequency financial data (2004)
	Sornette, Why stock markets crash (2004)
2005	Axtell, The_complexity_of_exchange (2005)
	BIS, 75th_Annual_Report (2005)
	Barabasi, The origin of bursts and heavy tails in human dynamics (2005)
	Boer,DeBruin,Kaymak, On the design of artificial stock markets (2005)
	Boer,Kaymak,DeBruin, ABSTRACTE - A Flexible Agent-Based Trading Environment for Studying Market Dynamics (2005)
	Bottazzi,Dozi,Rebesco, Institutional architectures and behavioral ecologies in the dynamics of financial markets (2005)
	Bourghelle,Brandouy,Gillet,Orlean, Representation_collectives-et-croyances-sur_les_marches_financiers--Introduction (2005)
	Brousseau,Manzanares, A look at intraday frictions in the euro area overnight deposit market (2005)
	Cincotti,Focardi,Ponta,Raberto,Scalas, The waiting-time distribution of trading activity in a double auction artificial financial market (2005)
	Cincotti,Ponta,Raberto,Scalas, Poisson-process generalization for the trading waiting-time distribution in a double-auction mechanism (2005)
	Daniel,Joseph,Bree, Stochastic_volatility_and_the_goodness-of-fit_of_the_Heston_model (2005)
	Daniel,Muchnik,Solomon, Traders imprint themselves by adaptively updating their own avatar (2005)
	Daniel,Muchnik,Solomon, Traders_imprint_themselves_by_adaptively_updating_their_own_avatar--slides (2005)
	Eisler,Kertesz, Size matters - some stylized facts of the market revisited (2005)
	Farmer,Guillemot,Lori,Krishnamurthy,Smith,Daniels, A random order placement model of price formation in the continuous double auction (2005)
	Farmer,Patelli,Zovko, The predictive power of zero intelligence in financial markets (2005)
	Farmer,Shubik,Smith, Economics - the next physical science (2005)
	Follmer,Horst,Kirman, Equilibria_in_Financial_Markets_with_Heterogeneous_Agents-a_Probabilistic_Perspective (2005)
	Gabaix, The granular origins of aggregate fluctuations (2005)
	Gillemot,Farmer,Lillo, There is more to volatility than volume (2005)
	Hommes, Heterogeneous Agent Models in Economics and Finance (2005)
	LeBaron, Agent-based Computational Finance (2005)
	Lillo,Mike,Farmer, A theory for long-memory in supply and demand (2005)
	Lux, Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models - A Critical Review (2005)
	Mike,Farmer, An Empirical Behavioral Model of Price Formation (2005)
	Muchnik,Solomon, Markov Nets and the NatLab platform; Application to Continuous Double Auction (2005)
	Newman, Power_laws,Pareto_distributions_and_Zipf_law (2005)
	Orlean, Reflexions sur l hypothese d objectivite de la valeur fondamentale dans la theorie financiere moderne (2005)
	Orlean, The self-referential hypothesis in finance (2005)
	Precup,Iori,Gabbi, The Microstructure of the Italian Overnight Money (2005)
	Raberto,Cincotti,Dose,Focardi,Marchesi, Price formation in an artificial market - limit order book versus matching of supply and demand (2005)
	Raberto,Cincotti, Analysis and simulation of a double auction artificial financial market (2005)
	Raberto,Cincotti, Modeling and implementation of an artificial electricity market using agent-based technology (2005)
	Scalas,Cincotti,Dose,Raberto, Fraudulent agents in an artificial financial market (2005)
	Scalas, Waiting times between orders and trades in double-auctions markets -- slides (2005)
	Smant, Securities Markets and Trading Systems (2005)
2006	Axelrod, Agent-based modeling as a bridge between disciplines (2006)
	Bassler,Gunaratne,McCauley, Markov processes, Hurst exponents, and nonlinear diffusion equations - With application to finance (2006)
	Bertram-Thesis, Modelling asset dynamics via an empirical investigation of Australian Stock Exchange data (2006)
	Boer,Kaymak,Spiering, From_Discrete-Time_Models_to_Continuous-Time,Asynchronous_Models_of_Financial_Markets (2006)
	Daniel, Modelisation,implementation_et_exploration_d_un_systeme_multi-agents-un_exemple (2006)
	Gabaix, Why has CEO pay increased so much (2006)
	Gallegatti,Keen,Lux,Ormerod, Worrying_Trends_in_Econophysics (2006)
	Guedj,Bouchaud, Experts earning forecasts - bias, herding and gossamer information (2006)
	Liquidnet, The_Broken_Marketplace (2006)
	NatureEditorial, Culture_Crash (2006)
	NatureEditorial, Econophysicists matter (2006)
	Richmond,Hutzler,Coelho,Repetowicz, A review of empirical studies and models of income distributions in society (2006)
	Richmond, A roof over your head - house price peaks in the UK and Ireland (2006)
	Scalas, Statistical equilibrium in multi-agent models (2006)
	Scalas, Statistical equilibrium in simple exchange games (2006)
	Scalas, The_application_of_continuous-time_random_walks_in_finance_and_economics (2006)
	Schauer, Market_Architecture (2006)
	Schmidbauer, Market_Architecture (2006)
	Sornette, Mechanism for and Detection of Predictability in Complex Adaptive Systems (2006)
	Sterman,Henderson,Beinhocker,Newman, Getting Big Too Fast - Strategic Dynamics with Increasing Returns and Bounded Rationality (2006)
xxxx	Boer,Kaymak, Microsimulation of artificial stock markets based on traders role (xxxx)
	Gershenson,Heylighen, When can we call a system self-referential (xxxx)