• Overcoming Free-Riding in Bandit Games¹¹¹²¹² Review of Economic Studies, 89(4), 2022, (with Johannes Hörner and Nicolas Klein) [working paper]
• Undiscounted Bandit Games ¹²¹³¹³Games and Economic Behavior, 124, 2020 (with Godfrey Keller)
• Experimentation in Two-Sided Markets Journal of the European Association 15(1), 2017 (with Martin Peitz and Piers Trepper)

• Strategic Experimentation with Private Payoffs ¹³¹⁴¹⁴Journal of Economic Theory 159, 2015 (with Paul Heidhues and Philipp Strack)
• Breakdowns ¹⁴¹⁵¹⁵Theoretical Economics 10(1), 2015(with Godfrey Keller)
• Negatively Correlated Bandits ¹⁵¹⁶¹⁶Review of Economic Studies 78(2), 2011 (with Nicolas Klein)
• Strategic Experimentation with Poisson Bandits ¹⁶¹⁷¹⁷Theoretical Economics 5(2), 2010(with Godfrey Keller)
• Heterogeneity within Communities: A Stochastic Model with Tenure Choice ¹⁷¹⁸Journal of Urban Economics 64(1), 2008(with François Ortalo-Magné)
• Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ¹⁸¹⁹Review of Economic Studies 73(2), 2006 (with François Ortalo-Magné)
• Strategic Experimentation with Exponential Bandits¹⁹²⁰, Econometrica 73(1), 2005 (with Godfrey Keller and  Martin Cripps)
• Housing Transactions and Macroeconomic Fluctuations: A Case Study of England and Wales Journal of Housing Economics 13(4), 2004 (with François Ortalo-Magné)
• Price Dispersion and Learning in a Dynamic Differentiated Goods-Duopoly²⁰²¹, RAND Journal of Economics 34(1), 2003 (with Godfrey Keller)
• Tenure Choice and the Riskiness of Non-Housing Consumption Journal of Housing Economics 11(3), 2002 (with François Ortalo-Magné)
• Strategic Trading and Learning about Liquidity, Journal of Financial Markets 5(4), 2002(with Harrison Hong)
• Housing Transactions in England and Wales: Current Trend and Future Prospects Housing Finance 46, 2000 (with François Ortalo-Magné)
• Optimal Experimentation in a Changing Environment, ²¹Review of Economic Studies 66(3), 1999 (with Godfrey Keller)
• Boom In, Bust Out: Young Households and the Housing Price Cycle, European Economic Review 43(4-6), 1999 (with François Ortalo-Magné)
• Option Pricing in the Presence of Natural Boundaries and a Quadratic Diffusion Term  ²²Finance and Stochastics 1(4), 1997
• The Direct Approach to Debt Option Pricing Review of Futures Markets 13(2), 1994 (with Klaus Sandmann)

Unpublished discussion papers:

• Strongly Symmetric Equilibria in Bandit Games, SFB/TR 15 Discussion Paper No. 469, August 2014 (with Johannes Hörner and Nicholas Klein)
• Why Are Housing Prices So Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model, June 1999 (with François Ortalo-Magné)
• State Prices Implicit in Valuation Formulae for Derivative Securities, LSE Financial Markets Group Discussion Paper No. 181, January 1994