108 citations · 435 across the 38 of their papers we have counts for
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q-fin.GN2023
Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Daniel Polakow, Tim Gebbie, Emlyn Flint
The clarion call for causal reduction in the study of capital markets is intensifying. However, in self-referencing and open systems such as capital markets, the idea of unidirecti…
q-fin.GN2014★ 14 cited
Hierarchical causality in financial economics
Diane Wilcox, Tim Gebbie
Hierarchical analysis is considered and a multilevel model is presented in order to explore causality, chance and complexity in financial economics. A coupled system of models is u…
q-fin.GN2013
Factorising equity returns in an emerging market through exogenous shocks and capital flows
Diane Wilcox, Tim Gebbie
A technique from stochastic portfolio theory [Fernholz, 1998] is applied to analyse equity returns of Small, Mid and Large cap portfolios in an emerging market through periods of g…