Publications
Economics and econophysics
Publications
Economics and econophysics
Book
Martin Shubik and Eric Smith, The Guidance of an Enterprise Economy (MIT Press, Cambridge MA, 2016)
Articles
Eric Smith and Martin Shubik, The financing of a public utility, J. P. Bourguignon et al. (eds.), Dynamics, Games and Science, CIM Series in Mathematical Sciences (Springer, Heidelberg, 2015) PDF
Eric Smith and Martin Shubik, Runs, panics and bubbles: Diamond Dybvig and Morris Shin reconsidered, Ann. Finance doi = 10.1007/s10436-013-0231-8
Eric Smith, Duncan K. Foley, and Benjamin H. Good, Unhedgeable shocks and statistical economic equilibrium, Econ. Theory 52:187--235 (2013): DOI 10.1007/200199-011-0663-1 PDF
Eric Smith and Martin Shubik, Endogenizing the provision of money: Costs of commodity and fiat monies in relation to the value of trade, J. Math. Econ. 47:508--530 (2011) PDF
Eric Smith and Duncan K. Foley, Classical thermodynamics and economic general equilibrium theory. J. Econ. Dynamics Control 32:7--65 (2008) PDF
Martin Shubik and Eric Smith, Building theories of economic process. Complexity 14:77--92 (2008) PDF
Martin Shubik and Eric Smith, Structure, clearinghouses, and symmetry. Econ. Theory 30:587--597 (2006) PDF
Eric Smith and Martin Shubik, Strategic freedom, constraint, and symmetry in one-period markets with cash and credit payment. Econ. Theory 25:513--551 (2005) PDF
Martin Shubik and Eric Smith, The physics of time and dimension in the economics of financial control. Physica A 340:656--667 (2004) (SFI working paper #03-12-069) PDF
Eric Smith, The institutional foundation of market control. in International Conference on Computing, Communications, and Control Technologies (Post-conference issue) 6:458--463 (Orlando, FL. Int.~Inst.~Informatics and Systemics, 2004)
Marcus G. Daniels, J. Doyne Farmer, Giulia Iori, and Eric Smith, Quantitative model of price diffusion and market friction based on trading as a mechanistic random process. Phys. Rev. Lett. 90:108102 (2003) PDF
Eric Smith, J. Doyne Farmer, Lászó Gillemot, and Supriya Krishnamurthy, Statistical theory of the continuous double auction. Quant. Finance 3:481--514 (2003) http://arxiv.org/abs/cond-mat/0210475
Giulia Iori, Marcus G. Daniels, J. Doyne Farmer, Lászó Gillemot, Supriya Krishnamurthy, and Eric Smith, An analysis of price impact function in order-driven markets. Physica A 324:146--151 (2003)
Essays and semipopular
J. Doyne Farmer, Martin Shubik, and Eric Smith, Is economics the next physical science? Physics Today 58:37--42 (2005) PDF
Edited volumes or special editions
Martin Shubik and Eric Smith, editors, Complexity 14(3) (January/February 2009)
Econophysics: present and future (editors’ introduction) PDF