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An agent-based stochastic volatility model
Simone Alfarano, (2006)
Theories of stock prices and the Greenspan---Bernanke doctrine on stock market bubbles
Raines, J. Patrick, (2007)
Market Volatility
Shiller, Robert J.,
Privately Optimal Securitization and Publicly Suboptimal Risk Sharing
Chemla, Gilles, (2011)
Security Design: Signaling Versus Speculative Markets
Skin in the Game and Moral Hazard
Chemla, Gilles, (2014)