BOOKS AND MONOGRAPHS





Quantifying Systemic Risk, with Joseph G. Haubrich, 2013.

Chicago, IL: The University of Chicago Press.

Rethinking the Financial Crisis, with Alan S. Blinder and Robert M. Solow, 2012.

New York, NY: Russell Sage Foundation and The Century Foundation.

What's the Use of Economics? Teaching the Dismal Science after the Crisis, 2012.  

London, UK: London Publishing Partnership

The Evolution of Technical Analysis, with J. Hasanhodzic, 2010.

Hoboken, NJ: John Wiley & Sons, Inc
 

 


 
 

The Heretics of Finance, with J. Hasanhodzic, 2009.

New York, NY: Bloomberg Press

Hedge Funds: An Analytic Perspective, 2008. 

Princeton, NJ: Princeton University Press.

International Library of Financial Econometrics, Volumes I - V, 2007. 

Cheltenham, UK: Edward Elgar Publishing Ltd.

A Non-Random Walk Down Wall Street, with A. Craig MacKinlay, 1999. 

Princeton, NJ: Princeton University Press.


 
 

 
 

The Econometrics of Financial Markets, with John Y. Campbell and A. Craig MacKinlay, 1997. 

Princeton, NJ: Princeton University Press.

Market Efficiency: Stock Market Behaviour In Theory and Practice, Volumes I & II  1997. 

Cheltenham, UK: Edward Elgar Publishing Ltd.

The Industrial Organization and Regulation of the Securities Industry, 1995. 

Chicago, IL: The University of Chicago Press.