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Tick size, the compass rose and market nanostructure

. Journal of Banking & Finance, 22 (12): 1559--1569 (December 1998)

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Relative risk aversion around the world : Further results, and . Journal of Banking & Finance, 6 (Supplement 1): 127--128 (1988)Insurance, risk aversion and demand for insurance. Journal of Banking & Finance, 6 (Supplement 1): 1--125 (1988)A note on self-similarity in the universal sequence. Chaos, Solitons & Fractals, 9 (6): 965--973 (June 1998)Noise in unspecified, non-linear time series. Journal of Econometrics, 78 (2): 229--255 (June 1997)The number of permutations with a given signature, and the expectations of their elements.. Discret. Math., 226 (1-3): 423-430 (2001)The emergence of risk aversion.. Complex., 2 (4): 31-39 (1997)Relative risk aversion around the world. Economics Letters, 20 (1): 19--21 (1986)Noise in autoregressive time-series. Economics Letters, 37 (1): 45--50 (September 1991)The gaps between the gaps: some patterns in the prime number sequence. Physica A: Statistical Mechanics and its Applications, (Oct 1, 2004)Can Computers Have Sentiments? The Case of Risk Aversion and Utility for Wealth.. ECAL, volume 1674 of Lecture Notes in Computer Science, page 365-374. Springer, (1999)