Published Papers
  1. Aldrich, Eric M. and Daniel Friedman (2022), "Order Protection through Delayed Messaging", Management Science, forthcoming.
  2. Aldrich, Eric M. and Howard Kung (2019), "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility", Studies in Nonlinear Dynamics and Econometrics, 25(1), 20170003.
  3. Aldrich, Eric M. and Kristian López Vargas (2019), "Experiments in High-Frequency Trading: Comparing Two Market Institutions", Experimental Economics, 23(2), pp. 322-352. ( Online Appendices).
  4. Aldrich, Eric M., Kristian López Vargas and Hasan Ali Demirci (2019), "An oTree-based Flexible Architecture for Financial Market Experiments", Journal of Behavioral and Experimental Finance, 30, 100432.
  5. Aldrich, Eric M. and Seung Lee (2018), "Relative Spread and Price Discovery", Journal of Empirical Finance, 48, pp. 81-98.
  6. Aldrich, Eric M., Indra Heckenbach and Gregory Laughlin (2016), "A Compound Duration Model for High-Frequency Asset Returns", Journal of Empirical Finance, 39(A), pp. 105-128.
  7. Aldrich, Eric M. (2014), "GPU Computing in Economics", Handbook of Computational Economics, Vol. 3, eds. Schmedders, Karl and Judd, Kenneth L., Amsterdam: North-Holland, chap. 10., pp. 557-598.
  8. Aldrich, Eric M. and A. Ronald Gallant (2011), "Habit, Long Run Risks, Prospect? A Statistical Inquiry.", Journal of Financial Econometrics, 9(4), pp. 589-618.
  9. Aldrich, Eric M., Jesús Fernández-Villaverde, A. Ronald Gallant and Juan F. Rubio-Ramírez (2011), "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors", Journal of Economic Dynamics and Control, 35, pp. 386-393.
  10. Gneiting, T., K. Larson, K. Westrick, M. G. Genton, and E. Aldrich (2006), "Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center: The Regime-Switching Space-Time Method", Journal of the American Statistical Association, 101, 968-979.
  11. Aldrich, Eric M., Peter Arcidiacono, and Jacob L. Vigdor (2005), "Do People Value Racial Diversity? Evidence From Nielsen Ratings", The B.E. Journal of Economic Analysis & Policy, 5(1), pp. 1-22.
Working Papers
  1. Aldrich, Eric M., Joseph A. Grundfest and Gregory Laughlin (2017), "The Flash Crash: A New Deconstruction", Working Paper.
  2. Aldrich, Eric M. (2013), "Trading Volume in General Equilibrium with Complete Markets", Working paper, Department of Economics, Duke University, Durham, NC.
Other Papers
  1. Aldrich, Eric M. (2005), "Alternative Estimators of Wavelet Variance", Master's Thesis, Department of Statistics, University of Washington, Seattle, WA.
  2. Handcock, Mark S. and Eric M. Aldrich (2002), "Applying Relative Distribution Methods in R", Working Paper no. 27, Center for Statistics and the Social Sciences, University of Washington.