this is for holding javascript data
Jonathan Donier added missing citations to bibliography
almost 9 years ago
Commit id: 70c67f52d46dc879c0179dedbaa572e4b3c35a86
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title = {{Elements of Pure Economics}},
journal = {Econometrica},
}
@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.},
}
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title = {{Microeconomic theory}},
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publisher = {Oxford university press New York},
}
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title = {{Value and capital}},
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@article{shleifer2015expectations,
title = {{Expectations and Investment}},
author = {Gennaioli, Nicola and Ma, Yueran and Shleifer, Andrei},
year = {2015},
}
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title = {{Foundations of Economic Analysis, enlarged edition}},
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publisher = {Harvard University Press Harvard},
}
@book{fisher1989disequilibrium,
title = {{Disequilibrium foundations of equilibrium economics}},
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number = {6},
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publisher = {Cambridge University Press},
}
@article{gjerstad1998price,
title = {{Price formation in double auctions}},
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pages = {1--29},
year = {1998},
publisher = {Elsevier},
}
@article{biais1993price,
title = {{Price formation and equilibrium liquidity in fragmented and centralized markets}},
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journal = {The Journal of Finance},
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pages = {157--185},
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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}},
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journal = {Journal of Economic Dynamics and Control},
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pages = {1307--1337},
year = {1996},
publisher = {Elsevier},
}
@article{easley1993theories,
title = {{Theories of price formation and exchange in double oral auctions}},
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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?}},
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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},
}
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title = {{Noise}},
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publisher = {Wiley Online Library},
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@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}},
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journal = {the Journal of Finance},
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number = {5},
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publisher = {Wiley Online Library},
}
@article{gareche2013fokker,
title = {{Fokker-planck description for the queue dynamics of large tick stocks}},
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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},
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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}},
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pages = {L613},
year = {1996},
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}
@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},
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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}},
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pages = {2254--2259},
year = {2005},
publisher = {National Acad Sciences},
}
@article{lasry2007mean,
title = {{Mean field games}},
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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}},
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journal = {Journal of financial markets},
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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}},
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year = {1996},
publisher = {Wiley Online Library},
}
@article{madhavan2000market,
title = {{Market microstructure: A survey}},
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pages = {205--258},
year = {2000},
publisher = {Elsevier},
}
@article{glosten1985bid,
title = {{Bid, ask and transaction prices in a specialist market with heterogeneously informed traders}},
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@article{glosten1994electronic,
title = {{Is the electronic open limit order book inevitable?}},
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}
@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},
}
@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},
}
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title = {{Continuous auctions and insider trading}},
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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}},
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year = {1986},
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}
@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},
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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},
}
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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}},
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}
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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?}},
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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}},
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journal = {The journal of political economy},
pages = {637--654},
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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},
}
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title = {{A Wiener-Hopf integral equation arising in some inference and queueing problems}},
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title = {{Note on a Wiener-Hopf integral equation arising in some inference and queueing problems}},
author = {Boersma, Joop},
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publisher = {Technische Hogeschool Eindhoven},
}
@article{fama1970efficient,
title = {{Efficient capital markets: A review of theory and empirical work}},
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@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},
}