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// Economics  @book{walras2013elements,  title={Elements of Pure Economics, or the Theory of Social Wealth},  author={Walras, Leon},  year={1954},  note={Translated by William Jaff \'{e} from the original (1874). Published for American Economic Association and the Royal Economic Society.}  }  @book{mas1995microeconomic,  title={Microeconomic theory},  author={Mas-Colell, Andreu and Whinston, Michael Dennis and Green, Jerry R and others},  volume={1},  year={1995},  publisher={Oxford university press New York}  }  @book{hicks1946value,  title={Value and capital},  author={Hicks, John R},  volume={2},  year={1946},  publisher={Clarendon press Oxford}  }  @article{shleifer2015expectations,  title={Expectations and Investment},  author={Gennaioli, Nicola and Ma, Yueran and Shleifer, Andrei},  year={2015}  }  @book{samuelson1983foundations,  title={Foundations of Economic Analysis, enlarged edition},  author={Samuelson, Paul A},  year={1983},  publisher={Harvard University Press Harvard}  }  @book{fisher1989disequilibrium,  title={Disequilibrium foundations of equilibrium economics},  author={Fisher, Franklin M},  number={6},  year={1989},  publisher={Cambridge University Press}  }  @article{gjerstad1998price,  title={Price formation in double auctions},  author={Gjerstad, Steven and Dickhaut, John},  journal={Games and economic behavior},  volume={22},  number={1},  pages={1--29},  year={1998},  publisher={Elsevier}  }  @article{biais1993price,  title={Price formation and equilibrium liquidity in fragmented and centralized markets},  author={Biais, Bruno},  journal={The Journal of Finance},  volume={48},  number={1},  pages={157--185},  year={1993},  publisher={Wiley Online Library}  }  @techreport{rosu2006multi,  title={Multi-Stage Game Theory in Continuous Time},  author={Ro\c{s}u, Ioanid},  year={2006},  institution={Technical report, Working Paper, University of Chicago}  }  @article{bouchaud2008markets,  title={How markets slowly digest changes in supply and demand},  author={Bouchaud, Jean-Philippe and Farmer, J Doyne and Lillo, Fabrizio},  journal={Fabrizio, How Markets Slowly Digest Changes in Supply and Demand (September 11, 2008)},  year={2008}  }  @article{cason1996price,  title={Price formation in double auction markets},  author={Cason, Timothy N and Friedman, Daniel},  journal={Journal of Economic Dynamics and Control},  volume={20},  number={8},  pages={1307--1337},  year={1996},  publisher={Elsevier}  }  @article{easley1993theories,  title={Theories of price formation and exchange in double oral auctions},  author={Easley, David and Ledyard, John},  journal={The double auction market: Institutions, theories, and evidence},  pages={63--97},  year={1993},  publisher={Addison-Wesley}  }  @book{mankiw2014principles,  title={Principles of macroeconomics},  author={Mankiw, N.Gregory},  year={2014},  publisher={Cengage Learning}  }  @article{de1990security,  title={Do security analysts overreact?},  author={De Bondt, Werner FM and Thaler, Richard H},  journal={The American Economic Review},  pages={52--57},  year={1990},  publisher={JSTOR}  }  @book{foucault2013market,  title={Market liquidity: theory, evidence, and policy},  author={Foucault, Thierry and Pagano, Marco and R{\"o}ell, Ailsa},  year={2013},  publisher={Oxford University Press}  }  @article{black1986noise,  title={Noise},  author={Black, Fischer},  journal={The journal of finance},  volume={41},  number={3},  pages={529--543},  year={1986},  publisher={Wiley Online Library}  }  // Order book  @incollection{lehalle2011high,  title={High-frequency simulations of an order book: a two-scale approach},  author={Lehalle, Charles-Albert and Gu{\'e}ant, Olivier and Razafinimanana, Julien},  booktitle={Econophysics of Order-driven Markets},  pages={73--92},  year={2011},  publisher={Springer}  }  @article{biais1995empirical,  title={An empirical analysis of the limit order book and the order flow in the Paris Bourse},  author={Biais, Bruno and Hillion, Pierre and Spatt, Chester},  journal={the Journal of Finance},  volume={50},  number={5},  pages={1655--1689},  year={1995},  publisher={Wiley Online Library}  }  @article{gareche2013fokker,  title={Fokker-planck description for the queue dynamics of large tick stocks},  author={Gareche, A and Disdier, G and Kockelkoren, J and Bouchaud, J-P},  journal={Physical Review E},  volume={88},  number={3},  pages={032809},  year={2013},  publisher={APS}  }  @article{smith2003statistical,  title={Statistical theory of the continuous double auction},  author={Smith, Eric and Farmer, J Doyne and Gillemot, L\'aszl\'o and Krishnamurthy, Supriya},  journal={Quantitative finance},  volume={3},  number={6},  pages={481--514},  year={2003},  publisher={Taylor \& Francis}  }  @article{bouchaud2002statistical,  title={Statistical properties of stock order books: empirical results and models},  author={Bouchaud, Jean-Philippe and M{\'e}zard, Marc and Potters, Marc and others},  journal={Quantitative finance},  volume={2},  number={4},  pages={251--256},  year={2002},  publisher={Taylor \& Francis}  }  @article{foucault1999order,  title={Order flow composition and trading costs in a dynamic limit order market},  author={Foucault, Thierry},  journal={Journal of Financial markets},  volume={2},  number={2},  pages={99--134},  year={1999},  publisher={Elsevier}  }  @article{rosu2014liquidity,  title={Liquidity and information in order driven markets},  author={Ro\c{s}u, Ioanid},  journal={Available at SSRN 1286193},  year={2014}  }  @article{rocsu2009dynamic,  title={A dynamic model of the limit order book},  author={Ro{\c{s}}u, Ioanid},  journal={Review of Financial Studies},  pages={hhp011},  year={2009},  publisher={Soc Financial Studies}  }  @article{bouchaud2006random,  title={Random walks, liquidity molasses and critical response in financial markets},  author={Bouchaud, Jean-Philippe and Kockelkoren, Julien and Potters, Marc},  journal={Quantitative finance},  volume={6},  number={02},  pages={115--123},  year={2006},  publisher={Taylor \& Francis}  }  @article{toth2012does,  title={How does the market react to your order flow?},  author={T\'oth, Bence and Eisler, Zoltan and Lillo, Fabrizio and Kockelkoren, Julien and Bouchaud, J-P and Farmer, J Doyne},  journal={Quantitative Finance},  volume={12},  number={7},  pages={1015--1024},  year={2012},  publisher={Taylor \& Francis}  }  @article{eisler2012price,  title={The price impact of order book events: market orders, limit orders and cancellations},  author={Eisler, Zolt{\'a}n and Bouchaud, Jean-Philippe and Kockelkoren, Julien},  journal={Quantitative Finance},  volume={12},  number={9},  pages={1395--1419},  year={2012},  publisher={Taylor \& Francis}  }  @article{dean1996langevin,  title={Langevin equation for the density of a system of interacting Langevin processes},  author={Dean, David S},  journal={Journal of Physics A: Mathematical and General},  volume={29},  number={24},  pages={L613},  year={1996},  publisher={IOP Publishing}  }  @article{bouchaud2004fluctuations,  title={Fluctuations and response in financial markets: the subtle nature of ‘random’price changes},  author={Bouchaud, Jean-Philippe and Gefen, Yuval and Potters, Marc and Wyart, Matthieu},  journal={Quantitative Finance},  volume={4},  number={2},  pages={176--190},  year={2004},  publisher={Taylor \& Francis}  }  @article{robert2011new,  title={A new approach for the dynamics of ultra-high-frequency data: The model with uncertainty zones},  author={Robert, Christian Y and Rosenbaum, Mathieu},  journal={Journal of Financial Econometrics},  volume={9},  number={2},  pages={344--366},  year={2011},  publisher={Oxford Univ Press}  }  @article{laruelle2011optimal,  title={Optimal split of orders across liquidity pools: a stochastic algorithm approach},  author={Laruelle, Sophie and Lehalle, Charles-Albert and Pages, Gilles},  journal={SIAM Journal on Financial Mathematics},  volume={2},  number={1},  pages={1042--1076},  year={2011},  publisher={SIAM}  }  @article{cartea2014optimal,  title={Optimal execution with limit and market orders},  author={Cartea, {\'A}lvaro and Jaimungal, Sebastian},  journal={Forthcoming: Quantitative Finance},  year={2014}  }  @article{bouchaud1998langevin,  title={A Langevin approach to stock market fluctuations and crashes},  author={Bouchaud, J-P and Cont, Rama},  journal={The European Physical Journal B-Condensed Matter and Complex Systems},  volume={6},  number={4},  pages={543--550},  year={1998},  publisher={Springer}  }  @article{cont2013price,  title={Price dynamics in a Markovian limit order market},  author={Cont, Rama and De Larrard, Adrien},  journal={SIAM Journal on Financial Mathematics},  volume={4},  number={1},  pages={1--25},  year={2013},  publisher={SIAM}  }  @article{cont2010stochastic,  title={A stochastic model for order book dynamics},  author={Cont, Rama and Stoikov, Sasha and Talreja, Rishi},  journal={Operations research},  volume={58},  number={3},  pages={549--563},  year={2010},  publisher={INFORMS}  }  @article{cont2013optimal,  title={Optimal order placement in limit order markets},  author={Cont, Rama and Kukanov, Arseniy},  journal={Available at SSRN 2155218},  year={2013}  }  @techreport{maglaras2011multiclass,  title={A multiclass model of limit order book dynamics and its application to optimal trade execution},  author={Maglaras, Costis and Moallemi, Ciamac},  year={2011},  institution={Working paper, Columbia Business School, New York}  }  @article{gao2014hydrodynamic,  title={Hydrodynamic limit of order book dynamics},  author={Gao, Xuefeng and Dai, JG and Dieker, Ton and Deng, Shijie},  journal={Available at SSRN 2530306},  year={2014}  }  @article{lachapelle2013efficiency,  title={Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis},  author={Lachapelle, Aim{\'e} and Lasry, Jean-Michel and Lehalle, Charles-Albert and Lions, Pierre-Louis},  journal={arXiv:1305.6323},  year={2013}  }  @article{huang2014simulating,  title={Simulating and analyzing order book data: The queue-reactive model},  author={Huang, Weibing and Lehalle, Charles-Albert and Rosenbaum, Mathieu},  journal={Journal of the American Statistical Association},  number={just-accepted},  pages={00--00},  year={2014},  publisher={Taylor \& Francis}  }  @article{farmer2005predictive,  title={The predictive power of zero intelligence in financial markets},  author={Farmer, J Doyne and Patelli, Paolo and Zovko, Ilija I},  journal={Proceedings of the National Academy of Sciences of the United States of America},  volume={102},  number={6},  pages={2254--2259},  year={2005},  publisher={National Acad Sciences}  }  @article{lasry2007mean,  title={Mean field games},  author={Lasry, Jean-Michel and Lions, Pierre-Louis},  journal={Japanese Journal of Mathematics},  volume={2},  number={1},  pages={229--260},  year={2007},  publisher={Springer}  }  @techreport{harris1990liquidity,  title={Liquidity, trading rules and electronic trading systems},  author={Harris, Lawrence and others},  year={1990}  }  @book{hasbrouck2006empirical,  title={Empirical market microstructure: The institutions, economics, and econometrics of securities trading},  author={Hasbrouck, Joel},  year={2006},  publisher={Oxford University Press}  }  @book{kockelkoren2010order,  title={Order types},  author={Kockelkoren, Julianus},  year={2010},  publisher={Encyclopedia of Quantitative Finance}  }  @article{handa2003quote,  title={Quote setting and price formation in an order driven market},  author={Handa, Puneet and Schwartz, Robert and Tiwari, Ashish},  journal={Journal of financial markets},  volume={6},  number={4},  pages={461--489},  year={2003},  publisher={Elsevier}  }  @article{bongiovanni2006let,  title={Let's Play Hide-and-Seek: The Location and Size of Undisclosed Limit Order Volume},  author={Bongiovanni, Steve and Borkovec, Milan and Sinclair, Robert D},  journal={The Journal of Trading},  volume={1},  number={3},  pages={34--46},  year={2006},  publisher={Institutional Investor Journals}  }  @article{handa1996limit,  title={Limit order trading},  author={Handa, Puneet and Schwartz, Robert A},  journal={The Journal of Finance},  volume={51},  number={5},  pages={1835--1861},  year={1996},  publisher={Wiley Online Library}  }  @article{madhavan2000market,  title={Market microstructure: A survey},  author={Madhavan, Ananth},  journal={Journal of financial markets},  volume={3},  number={3},  pages={205--258},  year={2000},  publisher={Elsevier}  }  @article{glosten1985bid,  title={Bid, ask and transaction prices in a specialist market with heterogeneously informed traders},  author={Glosten, Lawrence R and Milgrom, Paul R},  journal={Journal of financial economics},  volume={14},  number={1},  pages={71--100},  year={1985},  publisher={Elsevier}  }  @article{glosten1994electronic,  title={Is the electronic open limit order book inevitable?},  author={Glosten, Lawrence R},  journal={The Journal of Finance},  volume={49},  number={4},  pages={1127--1161},  year={1994},  publisher={Wiley Online Library}  }  @article{biais1995empirical,  title={An empirical analysis of the limit order book and the order flow in the Paris Bourse},  author={Biais, Bruno and Hillion, Pierre and Spatt, Chester},  journal={the Journal of Finance},  volume={50},  number={5},  pages={1655--1689},  year={1995},  publisher={Wiley Online Library}  }  @article{gould2013limit,  title={Limit order books},  author={Gould, Martin D and Porter, Mason A and Williams, Stacy and McDonald, Mark and Fenn, Daniel J and Howison, Sam D},  journal={Quantitative Finance},  volume={13},  number={11},  pages={1709--1742},  year={2013},  publisher={Taylor \& Francis}  }  @article{zarinelli2014beyond,  title={Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate},  author={Zarinelli, Elia and Treccani, Michele and Farmer, J Doyne and Lillo, Fabrizio},  journal={arXiv:1412.2152},  year={2014}  }  // Impact  @article{bacry2014market,  title={Market impacts and the life cycle of investors orders},  author={Bacry, Emmanuel and Iuga, Adrian and Lasnier, Matthieu and Lehalle, Charles-Albert},  journal={Available at SSRN 2532152},  year={2014}  }  @article{bouchaud2010price,  title={Price impact},  author={Bouchaud, Jean-Philippe},  journal={Encyclopedia of quantitative finance},  year={2010},  publisher={Wiley Online Library}  }  @article{almgren2001optimal,  title={Optimal execution of portfolio transactions},  author={Almgren, Robert and Chriss, Neil},  journal={Journal of Risk},  volume={3},  pages={5--40},  year={2001}  }  @inproceedings{kyle2012large,  title={Large bets and stock market crashes},  author={Kyle, Albert S and Obizhaeva, Anna A},  booktitle={AFA 2013 San Diego Meetings Paper},  year={2012}  }  @article{kyle1985continuous,  title={Continuous auctions and insider trading},  author={Kyle, Albert S},  journal={Econometrica: Journal of the Econometric Society},  pages={1315--1335},  year={1985},  publisher={JSTOR}  }  @techreport{caccioli2012impact,  title={Impact-adjusted valuation and the criticality of leverage},  author={Caccioli, Fabio and Bouchaud, Jean-Philippe and Farmer, J. Doyne},  year={2012},  institution={technical report}  }  @article{corradi2015liquidity,  title={Liquidity crises on different time scales},  author={Corradi, Francesco and Zaccaria, Andrea and Pietronero, Luciano},  journal={arXiv:1504.02956},  year={2015}  }  @article{amihud1986asset,  title={Asset pricing and the bid-ask spread},  author={Amihud, Yakov and Mendelson, Haim},  journal={Journal of financial Economics},  volume={17},  number={2},  pages={223--249},  year={1986},  publisher={Elsevier}  }  @article{Iacopo:2013,  author = "Mastromatteo, Iacopo and T\'oth, Bence and Bouchaud, Jean-Philippe",  title = "Agent-based models for latent liquidity and concave price impact",  year = "2014",  journal = "Phys. Rev. E",  volume = "89",  pages = "042805"  }   @article{Almgren:2005,  author = "Almgren, Robert and Thum, Chee and Hauptmann, Emmanuel and Li, Hong",  title = "Direct estimation of equity market impact",  year = "2005",  journal = "Risk",  volume = "18",  number = "7",  pages = "5762"  }     @article{Toth:2011,  author = "T\'oth, Bence and Lemp\'eri\`ere, Yves and Deremble, Cyril and De~Lataillade, Joachim and Kockelkoren, Julien and Bouchaud, Jean-Philippe",  title = "Anomalous price impact and the critical nature of liquidity in financial markets",  year = "2011",  journal = " Physical Review X",  volume = "1",  number = "2",  pages = "021006"  }   @booklet{Barra:1997,  author = "Torre, Nicolo and Ferrari, Mark",  title = "Market impact model handbook, {BARRA} Inc., {B}erkeley",  year = "1997",  howpublished = "http://www.barra.com/newsletter/nl166/miminl166.asp, but see also \citet{grinold2000active}",  }   @article{grinold2000active,  title={Active portfolio management},  author={Grinold, Richard C and Kahn, Ronald N},  year={2000},  publisher={McGraw Hill New York, NY}  }    @article{Moro:2009,  author = "Moro, Esteban and Vicente, Javier and Moyano, Luis G. and Gerig, Austin and Farmer, J. Doyne and Vaglica, Gabriella and Lillo, Fabrizio and Mantegna, Rosario N.",  title = "Market impact and trading profile of hidden orders in stock markets",  year = "2009",  journal = "Physical Review E",  volume = "80",  number = "6",  pages = "066102"  }   @article{Gomes:2013,  author = "Gomes, Carla and Waelbroeck, Henri",  title = "Is Market Impact a Measure of the Information Value of Trades? {M}arket Response to Liquidity vs Informed Trades",  year = "2014",  journal = "Quantitative Finance",  pages = "1-21",  doi = "10.1080/14697688.2014.963140",  }   @article{Bershova2013,  author = "Bershova, Nataliya and Rakhlin, Dmitry",  title = "The Non-Linear Market Impact of Large Trades: Evidence from Buy-Side Order Flow",  year = "2013",  journal = "Quantitative Finance",  volume = "13",  pages = "1759-1778"  }     @misc{Brokmann:2014,  author = "Brokmann, Xavier and S\'eri\'e, Emmanuel and Kockelkoren, Julien and Bouchaud, Jean-Philippe",  title = "Slow decay of impact in Equity markets",  howpublished = "arXiv:1407.3390, submitted to {M}arket {M}icrostructure and {L}iquidity",  year = "2014",  }    @misc{donier2014million,  author = "Donier, Jonathan and Bonart, Julius",  title = "A million metaorder analysis of market impact on Bitcoin",  year = "2014",  howpublished = "arXiv:1412.4503, submitted to {M}arket {M}icrostructure and {L}iquidity ",  }  @misc{Iacopo:2014,  author = "Mastromatteo, Iacopo and T\'oth, Bence and Bouchaud, Jean-Philippe",  title = "Anomalous impact in reaction-diffusion models",  journal = "Physical Review Letter",  volume = "113",  pages = "268701",  year = "2014",  }  @article{gualdi2015tipping,  title={Tipping points in macroeconomic agent-based models},  author={Gualdi, Stanislao and Tarzia, Marco and Zamponi, Francesco and Bouchaud, Jean-Philippe},  journal={Journal of Economic Dynamics and Control},  volume={50},  pages={29--61},  year={2015},  publisher={Elsevier}  }  @article{hommes2006heterogeneous,  title={Heterogeneous agent models in economics and finance},  author={Hommes, Cars H},  journal={Handbook of computational economics},  volume={2},  pages={1109--1186},  year={2006},  publisher={Elsevier}  }  @article{donier2014fully,  title={A fully consistent, minimal model for non-linear market impact},  author={Donier, Jonathan and Bonart, Julius Friedrich and Mastromatteo, Iacopo and Bouchaud, Jean-Philippe},  journal={Quantitative finance},  year={2015},  volume={15},  number={7},  pages={1109--1121},  publisher={Taylor \& Francis}  }  @article{bak1997price,  title={Price variations in a stock market with many agents},  author={Bak, Per and Paczuski, Maya and Shubik, Martin},  journal={Physica A: Statistical Mechanics and its Applications},  volume={246},  number={3},  pages={430--453},  year={1997},  publisher={Elsevier}  }  // Other  @article{jones2002century,  title={A century of stock market liquidity and trading costs},  author={Jones, Charles M},  journal={Available at SSRN 313681},  year={2002}  }  @article{hendershott2011does,  title={Does algorithmic trading improve liquidity?},  author={Hendershott, Terrence and Jones, Charles M and Menkveld, Albert J},  journal={The Journal of Finance},  volume={66},  number={1},  pages={1--33},  year={2011},  publisher={Wiley Online Library}  }  @article{budish2013high,  title={The high-frequency trading arms race: Frequent batch auctions as a market design response},  author={Budish, Eric B and Cramton, Peter and Shim, John J},  journal={Fama-Miller Working Paper},  pages={14--03},  year={2013}  }  @article{fricke2014liquidity,  title={Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets},  author={Fricke, Daniel and Gerig, Austin},  year={2014},  publisher={ZBW-Deutsche Zentralbibliothek f{\"u}r Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft}  }  @article{black1973pricing,  title={The pricing of options and corporate liabilities},  author={Black, Fischer and Scholes, Myron},  journal={The journal of political economy},  pages={637--654},  year={1973},  publisher={JSTOR}  }  @book{bachelier1900theorie,  title={Th{\'e}orie de la sp{\'e}culation},  author={Bachelier, Louis},  year={1900},  publisher={Gauthier-Villars}  }  @article{donier2015markets,  title={Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights},  author={Donier, Jonathan and Bouchaud, Jean-Philippe},  journal={Available at SSRN 2583743},  year={2015}  }  @article{atkinson1974wiener,  title={A Wiener-Hopf integral equation arising in some inference and queueing problems},  author={Atkinson, Colin},  journal={Biometrika},  volume={61},  number={2},  pages={277--283},  year={1974},  publisher={Biometrika Trust}  }  @article{boersma1974note,  title={Note on a Wiener-Hopf integral equation arising in some inference and queueing problems},  author={Boersma, Joop},  year={1974},  publisher={Technische Hogeschool Eindhoven}  }  @article{fama1970efficient,  title={Efficient capital markets: A review of theory and empirical work},  author={Fama, Eugene F},  journal={The journal of Finance},  volume={25},  number={2},  pages={383--417},  year={1970},  publisher={Wiley Online Library}  }  @misc{shiller1980stock,  title={Do stock prices move too much to be justified by subsequent changes in dividends?},  author={Shiller, Robert J},  year={1980},  publisher={National Bureau of Economic Research Cambridge, Mass., USA}  }  @book{keynes2006general,  title={General theory of employment, interest and money},  author={Keynes, John Maynard},  year={2006},  publisher={Atlantic Publishers \& Dist}  }  //Refs in "The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes" :  //Arrow, K.J. and Hahn, F.H. (1971).General Competitive Analysis. San Francisco: Holden-Day.  //Arrow, K.J., Block, H.D. and Hurwicz, L. (1959). ‘On the stability of competitive equilibrium II’.Econometrica 27, 82–109  //Friedman, D. and Rust, J. (eds) (1993). The Double Auction Market. Addison-Wesley.  //Hildenbrand, W. (1983). ‘On the law of demand’. Econometrica 52, 997–1019  //Malinvaud, E. (1985). Lectures on Microeconomic Theory . North-Holland, revised edition. English translation by A. Silvey.  //Mas-Colell, A., Whinston, M.D. and Green, J.R. (1995). Microeconomic Theory . New York: Oxford University Press  //Shafer, W. and Sonnenschein, H. (1982). Market demand and excess demand functions. In K.J. Arrow and M.D. Intriligator (eds), Handbook Of Mathematical Economics, volume 2. Amsterdam: North Holland.  //Varian, H.R. (1992). Microeconomic Analysis. New York: W.W. Norton and Company, 3rd edition  //Walras, L. (1954). Elements of Pure Economics. Allen and Unwin. English translation by William Jaffe, originally published in 1874  //Fisher, F.M. (1983). Disequilibrium Foundations of Equilibrium Economics. Cambridge, Cambridge University Press  //Rust, J. (1996). Dealing with the complexity of economic calculations. Technical report, Yale University.  //Takayama, A. (1985). Mathematical Economics. Cambridge: Cambridge University Press  //Hicks, J.R. (1948). Value and Capital. London: Oxford University Press, second, edition  //Samuelson, P.A. (1974). Foundations of Economic Analysis . Cambridge, Mass.: Harvard University Press  //Easley and Lodyard : three theories of price formation and exchanges in double oral auctions  //see "Edgeworth vs Walras on the theory of tatonnement"