References and further reading

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Arrow, K.J. (1953), ‘Le role des valeurs boursieres pour la repartition la meilleure des risques’, in Econometrie, Colloques Internationaux du Centre National de la Recherche Scientifique, vol.

Arrow, K.J. (1978), ‘The future and the present in economic life’, Economic Inquiry, 16 (2), 157-69.

Arrow, K.J. (1981), ‘Futures markets: some theoretical perspectives’, Journal of Futures Markets, 1 (2), 107-15.

Arrow, K.J. and G. Debreu (1954), ‘Existence of an equilibrium for a competitive economy’, Econometrica, 22 (3), 265-90.

Bachelier, L. (1900), Theorie de la speculation, reprinted in M. Davis and E. Etheridge (2006), Louis Bachelier’s Theory of Speculation, Princeton, NJ: Princeton University Press, pp. 15-79.

Black, F. and M. Scholes (1973), ‘The pricing of options and corporate liabilities’, Journal of Political Economy, 81 (May-June), 637-54.

Breeden, D.T. (1979), ‘An intertemporal asset pricing model with stochastic consumption and investment opportunities’, Journal of Financial Economics, 7 (3), 265-96.

Cherrier, B. (2010), ‘Rationalizing human organization in an uncertain world: Jacob Marschak’, History of Political Economy, 42 (3), 443-67.

Cont, R. (ed.) (2010), Encyclopedia of Quantitative Finance, Chichester: John Wiley & Sons.

Cootner, P.H. (ed.) (1964), The Random Character of Stock Prices, Cambridge, MA: MIT Press.

Cox, J.C., J.E. Ingersoll Jr and S.A. Ross (1981), ‘A re-examination of traditional hypotheses about the term structure of interest rates’, Journal of Finance, 36 (4), 769-99.

Cox, J.C., J.E. Ingersoll Jr and S.A. Ross (1985a), ‘An intertemporal general equilibrium model of asset prices’, Econometrica, 53 (2), 363-84.

Cox, J.C., J.E.

Davis, M. and A. Etheridge (2006), Louis Bachelier’s Theory of Speculation, Princeton, NJ: Princeton University Press.

Dimand, R.W. (1997), ‘Irving Fisher and modern macroeconomics’, American Economic Review, Papers and Proceedings, 87 (2), 442-44.

Fama, E. (1965), ‘The behavior of stock-market prices’, Journal of Business, 38 (1), 34 105.

Fama, E. (1970), ‘Efficient capital markets: a review of theory and empirical work’, Journal of Finance, 25 (2), 383-417.

Fama, E. (1991), ‘Efficient capital markets: II’, Journal of Finance, 46 (5), 1575-617.

Fama, E. and M. Miller (1972), The Theory of Finance, Hinsdale, IL: Dryden Press.

Fisher, I. (1930), The Theory of Interest as Determined by Impatience to Spend Income and Opportunity to Invest It, New York: Macmillan.

Goetzmann, W.N. and K. Geert Rouwenhorst (2005), The Origins of Value; the Financial Innovations that Created Modern Capital Markets, New York: Oxford University Press.

Gurley, J.G. and E.S. Shaw (1960), Money in a Theory of Finance, Washington, DC: Brookings Institution.

Hagemann, H. (2006), ‘Marschak, Jacob (1898-1977)’, in R.B. Emmett (ed.), The Biographical Dictionary of American Economists, vol. 2: J-Z, New York: Thoemes, pp. 596-603.

Hahn, F.H. (1965), ‘On some problems of proving the existence of an equilibrium in a monetary economy’, in F.H. Hahn and F.P.R. Brechling (eds), Theory of Interest Rates, Houndmills: Macmillan, pp. 126-35.

Harrison, J.M. and D.M. Kreps (1979), ‘Martingales and arbitrage in multiperiod securities markets’, Journal of Economic Theory, 20 (3), 381-408.

Kydland, F.E. and E.C. Prescott (1982), ‘Time to build and aggregate fluctuations’, Econometrica, 50 (6), 1345-70.

LeRoy, S.F. (1973), ‘Risk aversion and the martingale property of stock returns’, International Economic Review, 14 (2), 436 46.

Lintner, J. (1965), ‘The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets’, Review of Economics and Statistics, 47 (1), 13-37.

Lucas, R.E. Jr (1978), ‘Asset prices in an exchange economy’, Econometrica, 46 (6), 1429-45.

Mandelbrot, B.B. (1966), ‘Forecasts of future prices, unbiased markets, and “martingale” models’, Journal of Business, 39 (1), 242-55.

Mandelbrot, B.B. (1971), ‘When can price be arbitraged efficiently? A limit to the validity of the random walk and martingale model’, Review of Economics and Statistics, 53 (3), 225-36.

Markowitz, H. (1952), ‘Portfolio selection’, Journal of Finance, 7 (1), 77-91.

Marschak, J. (1938), ‘Money and the theory of assets.’ Econometrica, 6 (4), 311-25.

Mehrling, P. (2005), Fischer Black and the Revolutionary Idea of Modern Finance, New York: John Wiley & Sons.

Mehrling, P. (2010), ‘A tale of two cities’, History of Political Economy, 42 (2), 201-19.

Mehrling, P. (2011), The New Lombard Street; How the Fed became the Dealer of Last Resort, Princeton, NJ: Princeton University Press.

Merton, R.C. (1973), ‘Theory of rational option pricing’, Bell Journal of Economics and Management Science, 4 (Spring), 141-83.

Merton, R.C. (1990), Continuous Time Finance, revised 1992, Cambridge, MA: Basil Blackwell.

Modigliani, F. and M.H. Miller (1958), ‘The cost of capital, corporation finance, and the theory of investment’, American Economic Review, 48 (3), 261-97.

Mossin, J. (1966), ‘Equilibrium in a capital asset market’, Econometrica, 34 (4), 768-83.

Musgrave, R. (1959), The Theory of Public Finance: A Study in Public Economy, New York: McGraw-Hill.

Poitras, G. (2000), The Early History of Financial Economics, Cheltenham, UK and Northampton, MA, USA: Edward Elgar.

Roberts, H.V. (1959), ‘Stock market “patterns” and financial analysis: methodological suggestions’, Journal of Finance, 14 (1), 1-10.

Roll, R. (1977), ‘A critique of the asset pricing theory’s tests’, Journal of Financial Economics, 4 (2), 129-76.

Ross, S.A. (1976a), ‘Options and efficiency’, Quarterly Journal of Economics, 90 (1), 75-89.

Ross, S.A.

Samuelson, P.A. (1965), ‘Proof that properly anticipated prices fluctuate randomly’, Industrial Management Review, 6 (2), 41-9.

Sharpe, W. (1964), ‘Capital asset prices: a theory of market equilibrium under conditions of risk’, Journal of Finance, 19 (3), 425-42.

Shiller, R. (2000), Irrational Exuberance, Princeton, NJ: Princeton University Press.

Tobin, J. (1969), ‘A general equilibrium approach to monetary theory’, Journal of Money, Credit, and Banking, 1 (1), 15-29.

Tobin, J. (1985), ‘Neoclassical theory in America: J.B. Clark and Fisher’, American Economics Review, 75 (6), 28-38.

Treynor, J.L. (1962), ‘Toward a theory of market value of risky assets’, in R.A. Korajczyk (ed.) (1999), Asset Pricing and Portfolio Performance, London: Risk Books, pp. 15-22.

Woodford, M. (2003), Interest and Prices: Foundations of a Theory of Monetary Policy, Princeton, NJ: Princeton University Press.