Donald MacKenzie
- Professor, University of Edinburgh
Contact
Contact Info
Education
- Ph.D., University of Edinburgh
Selected Publications
Unlocking the language of structured securities. Article in the Financial Times
Beneath all the toxic acronyms lies a basic cultural issue. Article in the Financial Times
My books include An Engine, Not a Camera: How Financial Models Shape Markets (MIT Press, 2006); Do Economists Make Markets? On the Performativity of Economics, co-edited with Fabian Muniesa and Lucia Siu (Princeton, 2007); and Material Markets: How Economic Agents are Constructed (Oxford, 2009).
Downloadable Working Papers
A Material Political Economy: Automated Trading Desk and Price Prediction in High-Frequency Trading, Donald MacKenzie, November 2016
Must Do Better, Donald MacKenzie, May 2016. Draft article for the London Review of Books
Dark Markets, Donald MacKenzie, June 2015. Draft article for the London Review of Books
Spoofing, Donald MacKenzie, May 2015. Draft article for the London Review of Books
At Cermak, Donald MacKenzie, December 2014. Draft article for the London Review of Books
Be Grateful for Drizzle, Donald MacKenzie, September 2014. Draft article for the London Review of Books
The Lemon-Squeezing Problem: Analytical and Computational Limitations in CDO Evaluation, Donald MacKenzie and Iain Hardie, May 2014
The Formula That Killed Wall Street: The Gaussian Copula and Modelling Practices in Investment Banking, Donald MacKenzie and Taylor Spears, October 2013
A device for being able to book P&L: The Organizational Embedding of the Gaussian Copula, Donald MacKenzie and Taylor Spears, October 2013
Mechanizing the Merc: The Chicago Mercantile Exchange and the Rise of High-Frequency Trading, Donald MacKenzie Oct 2013
How to Make Banks Less Fragile, Donald MacKenzie, May 2013. Draft article for the London Review of Books.
Drilling Through the Allegheny Mountains: Liquidity, Materiality and High-Frequency Trading, Donald MacKenzie et al, January 2012
Evaluation Cultures? On Invoking 'Culture' in the Analysis of Behaviour in Financial Markets. Donald MacKenzie, Sept 2011
Chalk: Materials and Concepts in Mathematics Research. Michael J. Barany & Donald MacKenzie, Preprint Sept 2011
Accounting for Carbon, Heather Lovell and Donald MacKenzie, June 2011. Article published in Antipode.
The Credit Crisis as a Problem in the Sociology of Knowledge. Donald MacKenzie, American Journal of Sociology, May 2011.
'The Five-Second Pause', essay for London Review of Books, Donald MacKenzie, April 2011.
Knowledge Production in Financial Markets: Credit Default Swaps, the ABX and the Subprime Crisis. Donald MacKenzie, Nov 2010
'Safer than Safe', essay review of Tett, Fool's Gold, for London Review of Books, Donald MacKenzie, June 2009
'Hedge Funds', essay for London Review of Books, Donald MacKenzie, Nov 2008
'Broker's Ear', essay for London Review of Books, Donald MacKenzie, Aug 2008
'The Credit Crisis and the End-of-the-World Trade', essay for London Review of Books, Donald MacKenzie, May 2008
'Making Things the Same', Donald MacKenzie, Feb 2008 (.pdf)
'The Finitist Accountant', David Hatherley, David Leung and Donald MacKenzie, April 2007 (.pdf file)
'Finding the Ratchet: The Political Economy of Carbon Trading', essay for London Review of Books. Donald MacKenzie, March 2007 (.pdf)
'The Material Production of Virtuality: Innovation, Cultural Geography, and Facticity in Derivatives Markets. Donald MacKenzie, December 2006 (.pdf)
'Humming the Wedding March', essay for London Review of Books. Donald MacKenzie, November 2006 (.pdf file)
'Producing Accounts: Finitism, Technology and Rule-Following', Donald MacKenzie, November 2006 (.pdf file)
'Assembling an Economic Actor: The Agencement of a Hedge Fund', Iain Hardie, Donald MacKenzie, May 2006 (.pdf file)
'A Price is a Social Thing: Towards a Material Sociology of Arbitrage ', Daniel Beunza, Iain Hardie, Donald MacKenzie, January 2006 (.pdf file)